static void
calc_moments (enum moment max_moment,
double w, double d1, double d2, double d3, double d4,
- double *variance, double *skewness, double *kurtosis)
+ double *variance, double *skewness, double *kurtosis)
{
assert (w > 0.);
- if (max_moment >= MOMENT_VARIANCE && w > 1.)
+ if (max_moment >= MOMENT_VARIANCE && w > 1.)
{
double s2 = (d2 - pow2 (d1) / w) / (w - 1.);
if (variance != NULL)
/* From _SPSS Statistical Algorithms, 2nd ed.,
0-918469-89-9, section "DESCRIPTIVES". */
- if (fabs (*variance) >= 1e-20)
+ if (fabs (*variance) >= 1e-20)
{
if (max_moment >= MOMENT_SKEWNESS && skewness != NULL && w > 2.)
{
double s3 = s2 * sqrt (s2);
double g1 = (w * d3) / ((w - 1.0) * (w - 2.0) * s3);
if (finite (g1))
- *skewness = g1;
+ *skewness = g1;
}
if (max_moment >= MOMENT_KURTOSIS && kurtosis != NULL && w > 3.)
{
double g2 = (w * (w + 1) * d4 / (w - 1.) / den
- 3. * pow2 (d2) / den);
if (finite (g2))
- *kurtosis = g2;
+ *kurtosis = g2;
}
- }
+ }
}
}
\f
/* Two-pass moments. */
/* A set of two-pass moments. */
-struct moments
+struct moments
{
enum moment max_moment; /* Highest-order moment we're computing. */
int pass; /* Current pass (1 or 2). */
/* Clears out a set of moments so that it can be reused for a new
set of values. The moments to be calculated are not changed. */
void
-moments_clear (struct moments *m)
+moments_clear (struct moments *m)
{
m->pass = 1;
m->w1 = m->w2 = 0.;
/* Adds VALUE with the given WEIGHT to the calculation of
moments for the first pass. */
void
-moments_pass_one (struct moments *m, double value, double weight)
+moments_pass_one (struct moments *m, double value, double weight)
{
assert (m != NULL);
assert (m->pass == 1);
- if (value != SYSMIS && weight > 0.)
+ if (value != SYSMIS && weight > 0.)
{
m->sum += value * weight;
m->w1 += weight;
/* Adds VALUE with the given WEIGHT to the calculation of
moments for the second pass. */
void
-moments_pass_two (struct moments *m, double value, double weight)
+moments_pass_two (struct moments *m, double value, double weight)
{
assert (m != NULL);
- if (m->pass == 1)
+ if (m->pass == 1)
{
m->pass = 2;
m->mean = m->w1 != 0. ? m->sum / m->w1 : 0.;
m->d1 = m->d2 = m->d3 = m->d4 = 0.;
}
- if (value != SYSMIS && weight >= 0.)
+ if (value != SYSMIS && weight >= 0.)
{
double d = value - m->mean;
double d1_delta = d * weight;
m->d1 += d1_delta;
- if (m->max_moment >= MOMENT_VARIANCE)
+ if (m->max_moment >= MOMENT_VARIANCE)
{
double d2_delta = d1_delta * d;
m->d2 += d2_delta;
moments_calculate (const struct moments *m,
double *weight,
double *mean, double *variance,
- double *skewness, double *kurtosis)
+ double *skewness, double *kurtosis)
{
assert (m != NULL);
*weight = m->w1;
/* How many passes so far? */
- if (m->pass == 1)
+ if (m->pass == 1)
{
/* In the first pass we can only calculate the mean. */
if (mean != NULL && m->w1 > 0.)
*mean = m->sum / m->w1;
}
- else
+ else
{
/* After the second pass we can calculate any stat. We
don't support "online" computation during the second
assert (m->pass == 2);
assert (m->w1 == m->w2);
- if (m->w2 > 0.)
+ if (m->w2 > 0.)
{
if (mean != NULL)
*mean = m->mean;
calc_moments (m->max_moment,
m->w2, m->d1, m->d2, m->d3, m->d4,
- variance, skewness, kurtosis);
+ variance, skewness, kurtosis);
}
}
}
/* Destroys a set of moments. */
void
-moments_destroy (struct moments *m)
+moments_destroy (struct moments *m)
{
free (m);
}
moments_of_doubles (const double *array, size_t cnt,
double *weight,
double *mean, double *variance,
- double *skewness, double *kurtosis)
+ double *skewness, double *kurtosis)
{
enum moment max_moment;
struct moments m;
moments_of_values (const union value *array, size_t cnt,
double *weight,
double *mean, double *variance,
- double *skewness, double *kurtosis)
+ double *skewness, double *kurtosis)
{
enum moment max_moment;
struct moments m;
/* One-pass moments. */
/* A set of one-pass moments. */
-struct moments1
+struct moments1
{
enum moment max_moment; /* Highest-order moment we're computing. */
double w; /* Total weight so far. */
for a new set of values. The moments to be calculated are not
changed. */
void
-moments1_clear (struct moments1 *m)
+moments1_clear (struct moments1 *m)
{
m->w = 0.;
m->d1 = m->d2 = m->d3 = m->d4 = 0.;
pass. The user should call moments1_add() for each value in
the series. The user may call moments1_calculate() to obtain
the current moments at any time. Call moments1_destroy() when
- the moments are no longer needed.
+ the moments are no longer needed.
One-pass moments should only be used when two passes over the
data are impractical. */
struct moments1 *
-moments1_create (enum moment max_moment)
+moments1_create (enum moment max_moment)
{
struct moments1 *m = xmalloc (sizeof *m);
init_moments1 (m, max_moment);
/* Adds VALUE with the given WEIGHT to the calculation of
one-pass moments. */
void
-moments1_add (struct moments1 *m, double value, double weight)
+moments1_add (struct moments1 *m, double value, double weight)
{
assert (m != NULL);
- if (value != SYSMIS && weight > 0.)
+ if (value != SYSMIS && weight > 0.)
{
double prev_w, v1;
v1 = (weight / m->w) * (value - m->d1);
m->d1 += v1;
- if (m->max_moment >= MOMENT_VARIANCE)
+ if (m->max_moment >= MOMENT_VARIANCE)
{
double v2 = v1 * v1;
double w_prev_w = m->w * prev_w;
double prev_m2 = m->d2;
-
+
m->d2 += w_prev_w / weight * v2;
- if (m->max_moment >= MOMENT_SKEWNESS)
+ if (m->max_moment >= MOMENT_SKEWNESS)
{
double w2 = weight * weight;
double v3 = v2 * v1;
m->d3 += (-3. * v1 * prev_m2
+ w_prev_w / w2 * (m->w - 2. * weight) * v3);
- if (m->max_moment >= MOMENT_KURTOSIS)
+ if (m->max_moment >= MOMENT_KURTOSIS)
{
double w3 = w2 * weight;
double v4 = v2 * v2;
moments1_calculate (const struct moments1 *m,
double *weight,
double *mean, double *variance,
- double *skewness, double *kurtosis)
+ double *skewness, double *kurtosis)
{
assert (m != NULL);
if (weight != NULL)
*weight = m->w;
- if (m->w > 0.)
+ if (m->w > 0.)
{
if (mean != NULL)
*mean = m->d1;
/* Destroy one-pass moments M. */
void
-moments1_destroy (struct moments1 *m)
+moments1_destroy (struct moments1 *m)
{
free (m);
}
projects / pspp-builds.git / blobdiff