regress.h

   1 /*
   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.,
  18  * 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.
  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
  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
  65 /* Maximum ratio of number of points used for runs test to number of regression
  66    points */
  67 #define REGRESS_RUNS_RATIO 2
  68
  69 /* Minimum number of samples for regression */
  70 #define MIN_SAMPLES_FOR_REGRESS 3
  71
  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 */
  83  int m,                         /* number of extra samples in x and y arrays
  84                                    (negative index) which can be used to
  85                                    extend runs test */
  86  int min_samples,               /* minimum number of samples to be kept after
  87                                    changing the starting index to pass the runs
  88                                    test */
  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
 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
 134 /* Return the median value from an array */
 135 extern double RGR_FindMedian(double *x, int n);
 136
 137 #endif /* GOT_REGRESS_H */