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/* statistics/mad_source.c
*
* Copyright (C) 2018 Patrick Alken
*
* 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 3 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.
*/
/*
gsl_stats_mad0()
Compute median absolute deviation
Inputs: data - array containing the observations
stride - stride
n - length of 'data'
work - workspace of length n
Return: MAD statistic (without scale/correction factor)
*/
double
FUNCTION(gsl_stats,mad0) (const BASE data[],
const size_t stride,
const size_t n,
double work[])
{
double median, mad;
size_t i;
/* copy input data to work */
for (i = 0; i < n; ++i)
work[i] = (double) data[i * stride];
/* compute median of input data using double version */
median = gsl_stats_median(work, 1, n);
/* compute absolute deviations from median */
for (i = 0; i < n; ++i)
work[i] = fabs((double) data[i * stride] - median);
mad = gsl_stats_median(work, 1, n);
return mad;
}
double
FUNCTION(gsl_stats,mad) (const BASE data[],
const size_t stride,
const size_t n,
double work[])
{
double mad0 = FUNCTION(gsl_stats,mad0)(data, stride, n, work);
double mad = 1.482602218505602 * mad0;
return mad;
}
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