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/* statistics/wmean_source.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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double
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FUNCTION (gsl_stats, wmean) (const BASE w[], const size_t wstride, const BASE data[], const size_t stride, const size_t size)
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{
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/* Compute the weighted arithmetic mean M of a dataset using the
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recurrence relation
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M(n) = M(n-1) + (data[n] - M(n-1)) (w(n)/(W(n-1) + w(n)))
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W(n) = W(n-1) + w(n)
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*/
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long double wmean = 0;
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long double W = 0;
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size_t i;
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for (i = 0; i < size; i++)
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{
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BASE wi = w[i * wstride];
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if (wi > 0)
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{
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W += wi;
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wmean += (data[i * stride] - wmean) * (wi / W);
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}
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}
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return wmean;
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}
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