[thirdparty/chrony.git] / regress.h

/*
  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

/* Minimum number of samples for regression */
#define MIN_SAMPLES_FOR_REGRESS 3

/* 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 */
 int min_samples,               /* minimum number of samples to be kept after
                                   changing the starting index to pass the 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);

int
RGR_MultipleRegress
(double *x1,                    /* first independent variable */
 double *x2,                    /* second independent variable */
 double *y,                     /* measured data */

 int n,                         /* number of data points */

 /* The results */
 double *b2                     /* estimated second slope */
);

/* Return the median value from an array */
extern double RGR_FindMedian(double *x, int n);

#endif /* GOT_REGRESS_H */
Commit	Line	Data
88840341	1	/*
88840341 RC	2	chronyd/chronyc - Programs for keeping computer clocks accurate.
	3
	4	**********************************************************************
	5	* Copyright (C) Richard P. Curnow 1997-2002
	6	*
	7	* This program is free software; you can redistribute it and/or modify
	8	* it under the terms of version 2 of the GNU General Public License as
	9	* published by the Free Software Foundation.
	10	*
	11	* This program is distributed in the hope that it will be useful, but
	12	* WITHOUT ANY WARRANTY; without even the implied warranty of
	13	* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
	14	* General Public License for more details.
	15	*
	16	* You should have received a copy of the GNU General Public License along
	17	* with this program; if not, write to the Free Software Foundation, Inc.,
8e23110a	18	* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
88840341 RC	19	*
	20	**********************************************************************
	21
	22	=======================================================================
	23
	24	Header file for regression routine(s)
	25
	26	*/
	27
	28	#ifndef GOT_REGRESS_H
	29	#define GOT_REGRESS_H
	30
	31	extern void
	32	RGR_WeightedRegression
	33	(double x, / independent variable */
	34	double y, / measured data */
	35	double w, / weightings (large => data
	36	less reliable) */
	37
	38	int n, /* number of data points */
	39
	40	/* And now the results */
	41
	42	double b0, / estimated y axis intercept */
	43	double b1, / estimated slope */
	44	double s2, / estimated variance (weighted) of
	45	data points */
	46
	47	double sb0, / estimated standard deviation of
	48	intercept */
	49	double sb1 / estimated standard deviation of
	50	slope */
	51
	52	/* Could add correlation stuff later if required */
	53	);
	54
	55	/* Return the weighting to apply to the standard deviation to get a
	56	given size of confidence interval assuming a T distribution */
	57
	58	extern double RGR_GetTCoef(int dof);
	59
b9b0326d ML	60	/* Return the value to apply to the variance to make an upper one-sided
	61	test assuming a chi-square distribution. */
	62
	63	extern double RGR_GetChi2Coef(int dof);
	64
e591e362 ML	65	/* Maximum ratio of number of points used for runs test to number of regression
	66	points */
	67	#define REGRESS_RUNS_RATIO 2
	68
ae104b5c ML	69	/* Minimum number of samples for regression */
	70	#define MIN_SAMPLES_FOR_REGRESS 3
	71
88840341 RC	72	/* Return a status indicating whether there were enough points to
	73	carry out the regression */
	74
	75	extern int
	76	RGR_FindBestRegression
	77	(double x, / independent variable */
	78	double y, / measured data */
	79	double w, / weightings (large => data
	80	less reliable) */
	81
	82	int n, /* number of data points */
e591e362 ML	83	int m, /* number of extra samples in x and y arrays
	84	(negative index) which can be used to
	85	extend runs test */
6d2fb9f7 ML	86	int min_samples, /* minimum number of samples to be kept after
	87	changing the starting index to pass the runs
	88	test */
88840341 RC	89
	90	/* And now the results */
	91
	92	double b0, / estimated y axis intercept */
	93	double b1, / estimated slope */
	94	double s2, / estimated variance of data points */
	95
	96	double sb0, / estimated standard deviation of
	97	intercept */
	98	double sb1, / estimated standard deviation of
	99	slope */
	100
	101	int new_start, / the new starting index to make the
	102	residuals pass the two tests */
	103
	104	int n_runs, / number of runs amongst the residuals */
	105
	106	int dof / degrees of freedom in statistics (needed
	107	to get confidence intervals later) */
	108
	109	);
	110
	111	int
	112	RGR_FindBestRobustRegression
	113	(double *x,
	114	double *y,
	115	int n,
	116	double tol,
	117	double *b0,
	118	double *b1,
	119	int *n_runs,
	120	int *best_start);
	121
27d59e54 ML	122	int
	123	RGR_MultipleRegress
	124	(double x1, / first independent variable */
	125	double x2, / second independent variable */
	126	double y, / measured data */
	127
	128	int n, /* number of data points */
	129
	130	/* The results */
	131	double b2 / estimated second slope */
	132	);
	133
6207655a ML	134	/* Return the median value from an array */
	135	extern double RGR_FindMedian(double *x, int n);
	136
88840341	137	#endif /* GOT_REGRESS_H */