/* statistics/mad_source.c * * Copyright (C) 2018 Patrick Alken * * 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. */ /* gsl_stats_mad0() Compute median absolute deviation Inputs: data - array containing the observations stride - stride n - length of 'data' work - workspace of length n Return: MAD statistic (without scale/correction factor) */ double FUNCTION(gsl_stats,mad0) (const BASE data[], const size_t stride, const size_t n, double work[]) { double median, mad; size_t i; /* copy input data to work */ for (i = 0; i < n; ++i) work[i] = (double) data[i * stride]; /* compute median of input data using double version */ median = gsl_stats_median(work, 1, n); /* compute absolute deviations from median */ for (i = 0; i < n; ++i) work[i] = fabs((double) data[i * stride] - median); mad = gsl_stats_median(work, 1, n); return mad; } double FUNCTION(gsl_stats,mad) (const BASE data[], const size_t stride, const size_t n, double work[]) { double mad0 = FUNCTION(gsl_stats,mad0)(data, stride, n, work); double mad = 1.482602218505602 * mad0; return mad; }