include/gsl/gsl_statistics_double.h

0001 /* statistics/gsl_statistics_double.h
0002  *
0003  * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
0004  *
0005  * This program is free software; you can redistribute it and/or modify
0006  * it under the terms of the GNU General Public License as published by
0007  * the Free Software Foundation; either version 3 of the License, or (at
0008  * your option) any later version.
0009  *
0010  * This program is distributed in the hope that it will be useful, but
0011  * WITHOUT ANY WARRANTY; without even the implied warranty of
0012  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
0013  * General Public License for more details.
0014  *
0015  * You should have received a copy of the GNU General Public License
0016  * along with this program; if not, write to the Free Software
0017  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
0018  */
0019
0020 #ifndef __GSL_STATISTICS_DOUBLE_H__
0021 #define __GSL_STATISTICS_DOUBLE_H__
0022
0023 #include <stddef.h>
0024 #include <stdlib.h>
0025
0026 #undef __BEGIN_DECLS
0027 #undef __END_DECLS
0028 #ifdef __cplusplus
0029 # define __BEGIN_DECLS extern "C" {
0030 # define __END_DECLS }
0031 #else
0032 # define __BEGIN_DECLS /* empty */
0033 # define __END_DECLS /* empty */
0034 #endif
0035
0036 __BEGIN_DECLS
0037
0038 double gsl_stats_mean (const double data[], const size_t stride, const size_t n);
0039 double gsl_stats_variance (const double data[], const size_t stride, const size_t n);
0040 double gsl_stats_sd (const double data[], const size_t stride, const size_t n);
0041 double gsl_stats_variance_with_fixed_mean (const double data[], const size_t stride, const size_t n, const double mean);
0042 double gsl_stats_sd_with_fixed_mean (const double data[], const size_t stride, const size_t n, const double mean);
0043 double gsl_stats_tss (const double data[], const size_t stride, const size_t n);
0044 double gsl_stats_tss_m (const double data[], const size_t stride, const size_t n, const double mean);
0045
0046 double gsl_stats_absdev (const double data[], const size_t stride, const size_t n);
0047 double gsl_stats_skew (const double data[], const size_t stride, const size_t n);
0048 double gsl_stats_kurtosis (const double data[], const size_t stride, const size_t n);
0049 double gsl_stats_lag1_autocorrelation (const double data[], const size_t stride, const size_t n);
0050
0051 double gsl_stats_covariance (const double data1[], const size_t stride1,const double data2[], const size_t stride2, const size_t n);
0052 double gsl_stats_correlation (const double data1[], const size_t stride1,const double data2[], const size_t stride2, const size_t n);
0053 double gsl_stats_spearman (const double data1[], const size_t stride1, const double data2[], const size_t stride2, const size_t n, double work[]);
0054
0055 double gsl_stats_variance_m (const double data[], const size_t stride, const size_t n, const double mean);
0056 double gsl_stats_sd_m (const double data[], const size_t stride, const size_t n, const double mean);
0057 double gsl_stats_absdev_m (const double data[], const size_t stride, const size_t n, const double mean);
0058 double gsl_stats_skew_m_sd (const double data[], const size_t stride, const size_t n, const double mean, const double sd);
0059 double gsl_stats_kurtosis_m_sd (const double data[], const size_t stride, const size_t n, const double mean, const double sd);
0060 double gsl_stats_lag1_autocorrelation_m (const double data[], const size_t stride, const size_t n, const double mean);
0061
0062 double gsl_stats_covariance_m (const double data1[], const size_t stride1,const double data2[], const size_t stride2, const size_t n, const double mean1, const double mean2);
0063
0064 /* DEFINED FOR FLOATING POINT TYPES ONLY */
0065
0066 double gsl_stats_wmean (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0067 double gsl_stats_wvariance (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0068 double gsl_stats_wsd (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0069 double gsl_stats_wvariance_with_fixed_mean (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double mean);
0070 double gsl_stats_wsd_with_fixed_mean (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double mean);
0071 double gsl_stats_wtss (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0072 double gsl_stats_wtss_m (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean);
0073 double gsl_stats_wabsdev (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0074 double gsl_stats_wskew (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0075 double gsl_stats_wkurtosis (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
0076
0077 double gsl_stats_wvariance_m (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean);
0078 double gsl_stats_wsd_m (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean);
0079 double gsl_stats_wabsdev_m (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean);
0080 double gsl_stats_wskew_m_sd (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean, const double wsd);
0081 double gsl_stats_wkurtosis_m_sd (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n, const double wmean, const double wsd);
0082
0083 /* END OF FLOATING POINT TYPES */
0084
0085 double gsl_stats_pvariance (const double data1[], const size_t stride1, const size_t n1, const double data2[], const size_t stride2, const size_t n2);
0086 double gsl_stats_ttest (const double data1[], const size_t stride1, const size_t n1, const double data2[], const size_t stride2, const size_t n2);
0087
0088 double gsl_stats_max (const double data[], const size_t stride, const size_t n);
0089 double gsl_stats_min (const double data[], const size_t stride, const size_t n);
0090 void gsl_stats_minmax (double * min, double * max, const double data[], const size_t stride, const size_t n);
0091
0092 size_t gsl_stats_max_index (const double data[], const size_t stride, const size_t n);
0093 size_t gsl_stats_min_index (const double data[], const size_t stride, const size_t n);
0094 void gsl_stats_minmax_index (size_t * min_index, size_t * max_index, const double data[], const size_t stride, const size_t n);
0095
0096 double gsl_stats_select(double data[], const size_t stride, const size_t n, const size_t k);
0097
0098 double gsl_stats_median_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n) ;
0099 double gsl_stats_median (double sorted_data[], const size_t stride, const size_t n);
0100 double gsl_stats_quantile_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, const double f) ;
0101
0102 double gsl_stats_trmean_from_sorted_data (const double trim, const double sorted_data[], const size_t stride, const size_t n) ;
0103 double gsl_stats_gastwirth_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n) ;
0104
0105 double gsl_stats_mad0(const double data[], const size_t stride, const size_t n, double work[]);
0106 double gsl_stats_mad(const double data[], const size_t stride, const size_t n, double work[]);
0107
0108 double gsl_stats_Sn0_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[]) ;
0109 double gsl_stats_Sn_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[]) ;
0110
0111 double gsl_stats_Qn0_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[], int work_int[]) ;
0112 double gsl_stats_Qn_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[], int work_int[]) ;
0113
0114 __END_DECLS
0115
0116 #endif /* __GSL_STATISTICS_DOUBLE_H__ */