/* statistics/wabsdev_source.c

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough

 * 

 * This program is free software; you can redistribute it and/or modify

 * it under the terms of the GNU General Public License as published by

 * the Free Software Foundation; either version 3 of the License, or (at

 * your option) any later version.

 * 

 * This program is distributed in the hope that it will be useful, but

 * WITHOUT ANY WARRANTY; without even the implied warranty of

 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

 * General Public License for more details.

 * 

 * You should have received a copy of the GNU General Public License

 * along with this program; if not, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

double

FUNCTION(gsl_stats,wabsdev) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n)

{

  const double wmean = FUNCTION(gsl_stats,wmean)(w, wstride, data, stride, n);

  return FUNCTION(gsl_stats,wabsdev_m)(w, wstride, data, stride, n, wmean);

}

double 

FUNCTION(gsl_stats,wabsdev_m) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t n, const double wmean)

{

  /* Compute the weighted absolute deviation of a dataset */

  long double wabsdev = 0;

  long double W = 0;

  size_t i;

  /* find the sum of the absolute deviations */

  for (i = 0; i < n; i++)

    {

      BASE wi = w[i * wstride];

      if (wi > 0) {

        const long double delta = fabs(data[i * stride] - wmean);

        W += wi ;

        wabsdev += (delta - wabsdev) * (wi / W);

      }

    }

  return wabsdev;

}