--- /dev/null
+/* PSPP - A program for statistical analysis . -*-c-*-
+
+Copyright (C) 2004 Free Software Foundation, Inc.
+Author: John Darrington 2004
+
+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 2 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. */
+
+#include <config.h>
+#include "factor-stats.h"
+#include "value.h"
+#include "hash.h"
+#include "array.h"
+#include "alloc.h"
+#include "moments.h"
+#include "percentiles.h"
+
+#include <stdlib.h>
+#include <math.h>
+#include <float.h>
+#include <assert.h>
+#include "histogram.h"
+
+
+void
+metrics_precalc(struct metrics *m)
+{
+ assert (m) ;
+
+ m->n_missing = 0;
+
+ m->min = DBL_MAX;
+ m->max = -DBL_MAX;
+
+ m->histogram = 0;
+
+ m->moments = moments1_create(MOMENT_KURTOSIS);
+
+ m->ordered_data = hsh_create(20,
+ (hsh_compare_func *) compare_values,
+ (hsh_hash_func *) hash_value,
+ (hsh_free_func *) weighted_value_free,
+ (void *) 0);
+}
+
+
+/* Include val in the calculation for the metrics.
+ If val is null, then treat it as MISSING
+*/
+void
+metrics_calc(struct metrics *fs, const union value *val,
+ double weight, int case_no)
+{
+ struct weighted_value **wv;
+ double x;
+
+ if ( ! val )
+ {
+ fs->n_missing += weight;
+ return ;
+ }
+
+ x = val->f;
+
+ moments1_add(fs->moments, x, weight);
+
+
+ if ( x < fs->min) fs->min = x;
+ if ( x > fs->max) fs->max = x;
+
+
+ wv = (struct weighted_value **) hsh_probe (fs->ordered_data,(void *) val );
+
+ if ( *wv )
+ {
+ /* If this value has already been seen, then simply
+ increase its weight and push a new case number */
+
+ struct case_node *cn;
+
+ assert( (*wv)->v.f == val->f );
+ (*wv)->w += weight;
+
+ cn = xmalloc ( sizeof *cn);
+ cn->next = (*wv)->case_nos ;
+ cn->num = case_no;
+
+ (*wv)->case_nos = cn;
+ }
+ else
+ {
+ struct case_node *cn;
+
+ *wv = weighted_value_create();
+ (*wv)->v = *val;
+ (*wv)->w = weight;
+
+ cn = xmalloc (sizeof *cn);
+ cn->next=0;
+ cn->num = case_no;
+ (*wv)->case_nos = cn;
+
+ }
+
+}
+
+void
+metrics_postcalc(struct metrics *m)
+{
+ double cc = 0.0;
+ double tc ;
+ int k1, k2 ;
+ int i;
+ int j = 1;
+
+ moments1_calculate (m->moments, &m->n, &m->mean, &m->var,
+ &m->skewness, &m->kurtosis);
+
+ moments1_destroy (m->moments);
+
+
+ m->stddev = sqrt(m->var);
+
+ /* FIXME: Check this is correct ???
+ Shouldn't we use the sample variance ??? */
+ m->se_mean = sqrt (m->var / m->n) ;
+
+
+
+ m->wvp = (struct weighted_value **) hsh_sort(m->ordered_data);
+ m->n_data = hsh_count(m->ordered_data);
+
+ /* Trimmed mean calculation */
+ if ( m->n_data <= 1 )
+ {
+ m->trimmed_mean = m->mean;
+ return;
+ }
+
+ m->histogram = histogram_create(10, m->min, m->max);
+
+ for ( i = 0 ; i < m->n_data ; ++i )
+ {
+ struct weighted_value **wv = (m->wvp) ;
+ gsl_histogram_accumulate(m->histogram, wv[i]->v.f, wv[i]->w);
+ }
+
+ tc = m->n * 0.05 ;
+ k1 = -1;
+ k2 = -1;
+
+ for ( i = 0 ; i < m->n_data ; ++i )
+ {
+ cc += m->wvp[i]->w;
+ m->wvp[i]->cc = cc;
+
+ m->wvp[i]->rank = j + (m->wvp[i]->w - 1) / 2.0 ;
+
+ j += m->wvp[i]->w;
+
+ if ( cc < tc )
+ k1 = i;
+ }
+
+
+
+ k2 = m->n_data;
+ for ( i = m->n_data -1 ; i >= 0; --i )
+ {
+ if ( tc > m->n - m->wvp[i]->cc)
+ k2 = i;
+ }
+
+
+ /* Calculate the percentiles */
+ ptiles(m->ptile_hash, m->wvp, m->n_data, m->n, m->ptile_alg);
+
+ tukey_hinges(m->wvp, m->n_data, m->n, m->hinge);
+
+ /* Special case here */
+ if ( k1 + 1 == k2 )
+ {
+ m->trimmed_mean = m->wvp[k2]->v.f;
+ return;
+ }
+
+ m->trimmed_mean = 0;
+ for ( i = k1 + 2 ; i <= k2 - 1 ; ++i )
+ {
+ m->trimmed_mean += m->wvp[i]->v.f * m->wvp[i]->w;
+ }
+
+
+ m->trimmed_mean += (m->n - m->wvp[k2 - 1]->cc - tc) * m->wvp[k2]->v.f ;
+ m->trimmed_mean += (m->wvp[k1 + 1]->cc - tc) * m->wvp[k1 + 1]->v.f ;
+ m->trimmed_mean /= 0.9 * m->n ;
+
+
+}
+
+
+struct weighted_value *
+weighted_value_create(void)
+{
+ struct weighted_value *wv;
+ wv = xmalloc (sizeof *wv);
+
+ wv->cc = 0;
+ wv->case_nos = 0;
+
+ return wv;
+}
+
+void
+weighted_value_free(struct weighted_value *wv)
+{
+ struct case_node *cn ;
+
+ if ( !wv )
+ return ;
+
+ cn = wv->case_nos;
+
+ while(cn)
+ {
+ struct case_node *next = cn->next;
+
+ free(cn);
+ cn = next;
+ }
+
+ free(wv);
+
+}
+
+
+
+
+
+/* Create a factor statistics object with for N dependent vars
+ and ID as the value of the independent variable */
+struct factor_statistics *
+create_factor_statistics (int n, union value *id0, union value *id1)
+{
+ struct factor_statistics *f;
+
+ f = xmalloc (sizeof *f);
+
+ f->id[0] = *id0;
+ f->id[1] = *id1;
+ f->m = xnmalloc (n, sizeof *f->m);
+ memset (f->m, 0, sizeof(struct metrics) * n);
+ f->n_var = n;
+
+ return f;
+}
+
+
+void
+metrics_destroy(struct metrics *m)
+{
+ hsh_destroy(m->ordered_data);
+ hsh_destroy(m->ptile_hash);
+ if ( m-> histogram )
+ gsl_histogram_free(m->histogram);
+}
+
+void
+factor_statistics_free(struct factor_statistics *f)
+{
+
+ int i;
+ for ( i = 0 ; i < f->n_var; ++i )
+ metrics_destroy(&f->m[i]);
+ free(f->m) ;
+ free(f);
+}
+
+
+
+
+int
+factor_statistics_compare(const struct factor_statistics *f0,
+ const struct factor_statistics *f1, int width)
+{
+
+ int cmp0;
+
+ assert(f0);
+ assert(f1);
+
+ cmp0 = compare_values(&f0->id[0], &f1->id[0], width);
+
+ if ( cmp0 != 0 )
+ return cmp0;
+
+
+ if ( ( f0->id[1].f == SYSMIS ) && (f1->id[1].f != SYSMIS) )
+ return 1;
+
+ if ( ( f0->id[1].f != SYSMIS ) && (f1->id[1].f == SYSMIS) )
+ return -1;
+
+ return compare_values(&f0->id[1], &f1->id[1], width);
+
+}
+
+unsigned int
+factor_statistics_hash(const struct factor_statistics *f, int width)
+{
+
+ unsigned int h;
+
+ h = hash_value(&f->id[0], width);
+
+ if ( f->id[1].f != SYSMIS )
+ h += hash_value(&f->id[1], width);
+
+ return h;
+}
+
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