/* 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; }