src/math/moments.h

   1 /* PSPP - a program for statistical analysis.
   2    Copyright (C) 2004, 2011 Free Software Foundation, Inc.
   3
   4    This program is free software: you can redistribute it and/or modify
   5    it under the terms of the GNU General Public License as published by
   6    the Free Software Foundation, either version 3 of the License, or
   7    (at your option) any later version.
   8
   9    This program is distributed in the hope that it will be useful,
  10    but WITHOUT ANY WARRANTY; without even the implied warranty of
  11    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  12    GNU General Public License for more details.
  13
  14    You should have received a copy of the GNU General Public License
  15    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
  16
  17 #ifndef HEADER_MOMENTS
  18 #define HEADER_MOMENTS
  19
  20 #include <stddef.h>
  21 #include "data/value.h"
  22
  23 /* Moments of the mean.
  24    Higher-order moments have higher values. */
  25 enum moment
  26   {
  27     MOMENT_NONE,                /* No moments. */
  28     MOMENT_MEAN,                /* First-order moment. */
  29     MOMENT_VARIANCE,            /* Second-order moment. */
  30     MOMENT_SKEWNESS,            /* Third-order moment. */
  31     MOMENT_KURTOSIS             /* Fourth-order moment. */
  32   };
  33
  34 struct moments;
  35
  36 /* Two-pass moments. */
  37 struct moments *moments_create (enum moment max_moment);
  38 void moments_clear (struct moments *);
  39 void moments_pass_one (struct moments *, double value, double weight);
  40 void moments_pass_two (struct moments *, double value, double weight);
  41 void moments_calculate (const struct moments *,
  42                         double *weight,
  43                         double *mean, double *variance,
  44                         double *skewness, double *kurtosis);
  45 void moments_destroy (struct moments *);
  46
  47 /* Convenience functions for two-pass moments. */
  48 void moments_of_doubles (const double *array, size_t cnt,
  49                          double *weight,
  50                          double *mean, double *variance,
  51                          double *skewness, double *kurtosis);
  52 void moments_of_values (const union value *array, size_t cnt,
  53                         double *weight,
  54                         double *mean, double *variance,
  55                         double *skewness, double *kurtosis);
  56
  57 /* One-pass moments.  Use only if two passes are impractical. */
  58 struct moments1 *moments1_create (enum moment max_moment);
  59 void moments1_clear (struct moments1 *);
  60 void moments1_add (struct moments1 *, double value, double weight);
  61 void moments1_calculate (const struct moments1 *,
  62                          double *weight,
  63                          double *mean, double *variance,
  64                          double *skewness, double *kurtosis);
  65 void moments1_destroy (struct moments1 *);
  66
  67 /* Standard errors. */
  68 double calc_semean (double var, double weight);
  69 double calc_seskew (double weight);
  70 double calc_sekurt (double weight);
  71
  72 #endif /* moments.h */