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/* rstat/gsl_rstat.h
*
* Copyright (C) 2015 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.
*/
#ifndef __GSL_RSTAT_H__
#define __GSL_RSTAT_H__
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
typedef struct
{
double p; /* p-quantile */
double q[5]; /* heights q_i */
int npos[5]; /* positions n_i */
double np[5]; /* desired positions n_i' */
double dnp[5]; /* increments dn_i' */
size_t n; /* number of data added */
} gsl_rstat_quantile_workspace;
gsl_rstat_quantile_workspace *gsl_rstat_quantile_alloc(const double p);
void gsl_rstat_quantile_free(gsl_rstat_quantile_workspace *w);
int gsl_rstat_quantile_add(const double x, gsl_rstat_quantile_workspace *w);
double gsl_rstat_quantile_get(gsl_rstat_quantile_workspace *w);
typedef struct
{
double min; /* minimum value added */
double max; /* maximum value added */
double mean; /* current mean */
double M2; /* M_k = sum_{i=1..n} [ x_i - mean_n ]^k */
double M3;
double M4;
size_t n; /* number of data points added */
gsl_rstat_quantile_workspace *median_workspace_p; /* median workspace */
} gsl_rstat_workspace;
gsl_rstat_workspace *gsl_rstat_alloc(void);
void gsl_rstat_free(gsl_rstat_workspace *w);
size_t gsl_rstat_n(gsl_rstat_workspace *w);
int gsl_rstat_add(const double x, gsl_rstat_workspace *w);
double gsl_rstat_min(gsl_rstat_workspace *w);
double gsl_rstat_max(gsl_rstat_workspace *w);
double gsl_rstat_mean(gsl_rstat_workspace *w);
double gsl_rstat_variance(gsl_rstat_workspace *w);
double gsl_rstat_sd(gsl_rstat_workspace *w);
double gsl_rstat_sd_mean(gsl_rstat_workspace *w);
double gsl_rstat_median(gsl_rstat_workspace *w);
double gsl_rstat_skew(gsl_rstat_workspace *w);
double gsl_rstat_kurtosis(gsl_rstat_workspace *w);
int gsl_rstat_reset(gsl_rstat_workspace *w);
__END_DECLS
#endif /* __GSL_RSTAT_H__ */
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