116 lines
3.9 KiB
C
116 lines
3.9 KiB
C
/*
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chronyd/chronyc - Programs for keeping computer clocks accurate.
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**********************************************************************
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* Copyright (C) Richard P. Curnow 1997-2002
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of version 2 of the GNU General Public License as
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* published by the Free Software Foundation.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License along
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* with this program; if not, write to the Free Software Foundation, Inc.,
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* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*
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**********************************************************************
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=======================================================================
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Header file for regression routine(s)
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*/
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#ifndef GOT_REGRESS_H
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#define GOT_REGRESS_H
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extern void
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RGR_WeightedRegression
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(double *x, /* independent variable */
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double *y, /* measured data */
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double *w, /* weightings (large => data
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less reliable) */
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int n, /* number of data points */
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/* And now the results */
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double *b0, /* estimated y axis intercept */
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double *b1, /* estimated slope */
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double *s2, /* estimated variance (weighted) of
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data points */
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double *sb0, /* estimated standard deviation of
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intercept */
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double *sb1 /* estimated standard deviation of
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slope */
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/* Could add correlation stuff later if required */
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);
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/* Return the weighting to apply to the standard deviation to get a
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given size of confidence interval assuming a T distribution */
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extern double RGR_GetTCoef(int dof);
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/* Return the value to apply to the variance to make an upper one-sided
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test assuming a chi-square distribution. */
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extern double RGR_GetChi2Coef(int dof);
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/* Maximum ratio of number of points used for runs test to number of regression
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points */
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#define REGRESS_RUNS_RATIO 2
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/* Return a status indicating whether there were enough points to
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carry out the regression */
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extern int
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RGR_FindBestRegression
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(double *x, /* independent variable */
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double *y, /* measured data */
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double *w, /* weightings (large => data
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less reliable) */
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int n, /* number of data points */
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int m, /* number of extra samples in x and y arrays
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(negative index) which can be used to
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extend runs test */
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/* And now the results */
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double *b0, /* estimated y axis intercept */
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double *b1, /* estimated slope */
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double *s2, /* estimated variance of data points */
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double *sb0, /* estimated standard deviation of
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intercept */
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double *sb1, /* estimated standard deviation of
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slope */
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int *new_start, /* the new starting index to make the
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residuals pass the two tests */
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int *n_runs, /* number of runs amongst the residuals */
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int *dof /* degrees of freedom in statistics (needed
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to get confidence intervals later) */
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);
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int
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RGR_FindBestRobustRegression
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(double *x,
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double *y,
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int n,
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double tol,
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double *b0,
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double *b1,
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int *n_runs,
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int *best_start);
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#endif /* GOT_REGRESS_H */
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