1 /* statistics/gsl_statistics_double.h
3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
20 #ifndef __GSL_STATISTICS_DOUBLE_H__
21 #define __GSL_STATISTICS_DOUBLE_H__
29 # define __BEGIN_DECLS extern "C" {
30 # define __END_DECLS }
32 # define __BEGIN_DECLS /* empty */
33 # define __END_DECLS /* empty */
38 double gsl_stats_mean (const double data[], const size_t stride, const size_t n);
39 double gsl_stats_variance (const double data[], const size_t stride, const size_t n);
40 double gsl_stats_sd (const double data[], const size_t stride, const size_t n);
41 double gsl_stats_variance_with_fixed_mean (const double data[], const size_t stride, const size_t n, const double mean);
42 double gsl_stats_sd_with_fixed_mean (const double data[], const size_t stride, const size_t n, const double mean);
43 double gsl_stats_tss (const double data[], const size_t stride, const size_t n);
44 double gsl_stats_tss_m (const double data[], const size_t stride, const size_t n, const double mean);
46 double gsl_stats_absdev (const double data[], const size_t stride, const size_t n);
47 double gsl_stats_skew (const double data[], const size_t stride, const size_t n);
48 double gsl_stats_kurtosis (const double data[], const size_t stride, const size_t n);
49 double gsl_stats_lag1_autocorrelation (const double data[], const size_t stride, const size_t n);
51 double gsl_stats_covariance (const double data1[], const size_t stride1,const double data2[], const size_t stride2, const size_t n);
52 double gsl_stats_correlation (const double data1[], const size_t stride1,const double data2[], const size_t stride2, const size_t n);
53 double gsl_stats_spearman (const double data1[], const size_t stride1, const double data2[], const size_t stride2, const size_t n, double work[]);
55 double gsl_stats_variance_m (const double data[], const size_t stride, const size_t n, const double mean);
56 double gsl_stats_sd_m (const double data[], const size_t stride, const size_t n, const double mean);
57 double gsl_stats_absdev_m (const double data[], const size_t stride, const size_t n, const double mean);
58 double gsl_stats_skew_m_sd (const double data[], const size_t stride, const size_t n, const double mean, const double sd);
59 double gsl_stats_kurtosis_m_sd (const double data[], const size_t stride, const size_t n, const double mean, const double sd);
60 double gsl_stats_lag1_autocorrelation_m (const double data[], const size_t stride, const size_t n, const double mean);
62 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);
64 /* DEFINED FOR FLOATING POINT TYPES ONLY */
66 double gsl_stats_wmean (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
67 double gsl_stats_wvariance (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
68 double gsl_stats_wsd (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
69 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);
70 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);
71 double gsl_stats_wtss (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
72 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);
73 double gsl_stats_wabsdev (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
74 double gsl_stats_wskew (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
75 double gsl_stats_wkurtosis (const double w[], const size_t wstride, const double data[], const size_t stride, const size_t n);
77 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);
78 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);
79 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);
80 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);
81 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);
83 /* END OF FLOATING POINT TYPES */
85 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);
86 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);
88 double gsl_stats_max (const double data[], const size_t stride, const size_t n);
89 double gsl_stats_min (const double data[], const size_t stride, const size_t n);
90 void gsl_stats_minmax (double * min, double * max, const double data[], const size_t stride, const size_t n);
92 size_t gsl_stats_max_index (const double data[], const size_t stride, const size_t n);
93 size_t gsl_stats_min_index (const double data[], const size_t stride, const size_t n);
94 void gsl_stats_minmax_index (size_t * min_index, size_t * max_index, const double data[], const size_t stride, const size_t n);
96 double gsl_stats_select(double data[], const size_t stride, const size_t n, const size_t k);
98 double gsl_stats_median_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n) ;
99 double gsl_stats_median (double sorted_data[], const size_t stride, const size_t n);
100 double gsl_stats_quantile_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, const double f) ;
102 double gsl_stats_trmean_from_sorted_data (const double trim, const double sorted_data[], const size_t stride, const size_t n) ;
103 double gsl_stats_gastwirth_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n) ;
105 double gsl_stats_mad0(const double data[], const size_t stride, const size_t n, double work[]);
106 double gsl_stats_mad(const double data[], const size_t stride, const size_t n, double work[]);
108 double gsl_stats_Sn0_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[]) ;
109 double gsl_stats_Sn_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[]) ;
111 double gsl_stats_Qn0_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[], int work_int[]) ;
112 double gsl_stats_Qn_from_sorted_data (const double sorted_data[], const size_t stride, const size_t n, double work[], int work_int[]) ;
116 #endif /* __GSL_STATISTICS_DOUBLE_H__ */