e591e3622b
Double the number of samples that are used in the runs test. E.g. with 64 samples in regression the runs test will be tried over the 64 samples and up to 64 previous samples. The minimum number of samples in now 4. This improves the response with low-mid jitters by about 50%.
120 lines
4.1 KiB
C
120 lines
4.1 KiB
C
/*
|
|
$Header: /cvs/src/chrony/regress.h,v 1.13 2002/02/28 23:27:13 richard Exp $
|
|
|
|
=======================================================================
|
|
|
|
chronyd/chronyc - Programs for keeping computer clocks accurate.
|
|
|
|
**********************************************************************
|
|
* Copyright (C) Richard P. Curnow 1997-2002
|
|
*
|
|
* This program is free software; you can redistribute it and/or modify
|
|
* it under the terms of version 2 of the GNU General Public License as
|
|
* published by the Free Software Foundation.
|
|
*
|
|
* 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.
|
|
*
|
|
**********************************************************************
|
|
|
|
=======================================================================
|
|
|
|
Header file for regression routine(s)
|
|
|
|
*/
|
|
|
|
#ifndef GOT_REGRESS_H
|
|
#define GOT_REGRESS_H
|
|
|
|
extern void
|
|
RGR_WeightedRegression
|
|
(double *x, /* independent variable */
|
|
double *y, /* measured data */
|
|
double *w, /* weightings (large => data
|
|
less reliable) */
|
|
|
|
int n, /* number of data points */
|
|
|
|
/* And now the results */
|
|
|
|
double *b0, /* estimated y axis intercept */
|
|
double *b1, /* estimated slope */
|
|
double *s2, /* estimated variance (weighted) of
|
|
data points */
|
|
|
|
double *sb0, /* estimated standard deviation of
|
|
intercept */
|
|
double *sb1 /* estimated standard deviation of
|
|
slope */
|
|
|
|
/* Could add correlation stuff later if required */
|
|
);
|
|
|
|
/* Return the weighting to apply to the standard deviation to get a
|
|
given size of confidence interval assuming a T distribution */
|
|
|
|
extern double RGR_GetTCoef(int dof);
|
|
|
|
/* Return the value to apply to the variance to make an upper one-sided
|
|
test assuming a chi-square distribution. */
|
|
|
|
extern double RGR_GetChi2Coef(int dof);
|
|
|
|
/* Maximum ratio of number of points used for runs test to number of regression
|
|
points */
|
|
#define REGRESS_RUNS_RATIO 2
|
|
|
|
/* Return a status indicating whether there were enough points to
|
|
carry out the regression */
|
|
|
|
extern int
|
|
RGR_FindBestRegression
|
|
(double *x, /* independent variable */
|
|
double *y, /* measured data */
|
|
double *w, /* weightings (large => data
|
|
less reliable) */
|
|
|
|
int n, /* number of data points */
|
|
int m, /* number of extra samples in x and y arrays
|
|
(negative index) which can be used to
|
|
extend runs test */
|
|
|
|
/* And now the results */
|
|
|
|
double *b0, /* estimated y axis intercept */
|
|
double *b1, /* estimated slope */
|
|
double *s2, /* estimated variance of data points */
|
|
|
|
double *sb0, /* estimated standard deviation of
|
|
intercept */
|
|
double *sb1, /* estimated standard deviation of
|
|
slope */
|
|
|
|
int *new_start, /* the new starting index to make the
|
|
residuals pass the two tests */
|
|
|
|
int *n_runs, /* number of runs amongst the residuals */
|
|
|
|
int *dof /* degrees of freedom in statistics (needed
|
|
to get confidence intervals later) */
|
|
|
|
);
|
|
|
|
int
|
|
RGR_FindBestRobustRegression
|
|
(double *x,
|
|
double *y,
|
|
int n,
|
|
double tol,
|
|
double *b0,
|
|
double *b1,
|
|
int *n_runs,
|
|
int *best_start);
|
|
|
|
#endif /* GOT_REGRESS_H */
|