Added new files resulting from directory restructuring.

[pspp-builds.git] / src / math / moments.h

diff --git a/src/math/moments.h b/src/math/moments.h
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+/* PSPP - computes sample statistics.
+   Copyright (C) 2004 Free Software Foundation, Inc.
+   Written by Ben Pfaff <blp@gnu.org>.
+
+   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. */
+
+#ifndef HEADER_MOMENTS
+#define HEADER_MOMENTS
+
+#include <stddef.h>
+#include "value.h"
+
+/* Moments of the mean.
+   Higher-order moments have higher values. */
+enum moment 
+  {
+    MOMENT_NONE,                /* No moments. */
+    MOMENT_MEAN,                /* First-order moment. */
+    MOMENT_VARIANCE,            /* Second-order moment. */
+    MOMENT_SKEWNESS,            /* Third-order moment. */
+    MOMENT_KURTOSIS             /* Fourth-order moment. */
+  };
+
+struct moments;
+
+/* Two-pass moments. */
+struct moments *moments_create (enum moment max_moment);
+void moments_clear (struct moments *);
+void moments_pass_one (struct moments *, double value, double weight);
+void moments_pass_two (struct moments *, double value, double weight);
+void moments_calculate (const struct moments *,
+                        double *weight,
+                        double *mean, double *variance,
+                        double *skewness, double *kurtosis);
+void moments_destroy (struct moments *);
+
+/* Convenience functions for two-pass moments. */
+void moments_of_doubles (const double *array, size_t cnt,
+                         double *weight,
+                         double *mean, double *variance,
+                         double *skewness, double *kurtosis);
+void moments_of_values (const union value *array, size_t cnt,
+                        double *weight,
+                        double *mean, double *variance,
+                        double *skewness, double *kurtosis);
+
+/* One-pass moments.  Use only if two passes are impractical. */
+struct moments1 *moments1_create (enum moment max_moment);
+void moments1_clear (struct moments1 *);
+void moments1_add (struct moments1 *, double value, double weight);
+void moments1_calculate (const struct moments1 *,
+                         double *weight,
+                         double *mean, double *variance,
+                         double *skewness, double *kurtosis);
+void moments1_destroy (struct moments1 *);
+
+/* Standard errors. */
+double calc_semean (double stddev, double weight);
+double calc_seskew (double weight);
+double calc_sekurt (double weight);
+
+#endif /* moments.h */