src/math/trimmed-mean.c

   1 /* PSPP - a program for statistical analysis.
   2    Copyright (C) 2008, 2009, 2011 Free Software Foundation, Inc.
   3
   4    This program is free software: you can redistribute it and/or modify
   5    it under the terms of the GNU General Public License as published by
   6    the Free Software Foundation, either version 3 of the License, or
   7    (at your option) any later version.
   8
   9    This program is distributed in the hope that it will be useful,
  10    but WITHOUT ANY WARRANTY; without even the implied warranty of
  11    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  12    GNU General Public License for more details.
  13
  14    You should have received a copy of the GNU General Public License
  15    along with this program.  If not, see <http://www.gnu.org/licenses/>. */
  16
  17 #include <config.h>
  18
  19 #include "math/trimmed-mean.h"
  20
  21 #include <math.h>
  22
  23 #include "data/val-type.h"
  24 #include "libpspp/assertion.h"
  25 #include "libpspp/cast.h"
  26 #include "math/order-stats.h"
  27
  28 #include "gl/xalloc.h"
  29
  30 static void
  31 acc (struct statistic *s, const struct ccase *cx UNUSED, double c, double cc, double y)
  32 {
  33   struct trimmed_mean *tm = UP_CAST (s, struct trimmed_mean, parent.parent);
  34   struct order_stats *os = &tm->parent;
  35
  36   if ( cc > os->k[0].tc && cc <= os->k[1].tc)
  37     tm->sum += c * y;
  38
  39   if ( tm->cyk1p1 == SYSMIS && cc > os->k[0].tc)
  40     tm->cyk1p1 = c * y;
  41 }
  42
  43 static void
  44 destroy (struct statistic *s)
  45 {
  46   struct trimmed_mean *tm = UP_CAST (s, struct trimmed_mean, parent.parent);
  47   struct order_stats *os = &tm->parent;
  48   free (os->k);
  49   free (tm);
  50 }
  51
  52 struct trimmed_mean *
  53 trimmed_mean_create (double W, double tail)
  54 {
  55   struct trimmed_mean *tm = xzalloc (sizeof (*tm));
  56   struct order_stats *os = &tm->parent;
  57   struct statistic *stat = &os->parent;
  58
  59   os->n_k = 2;
  60   os->k = xcalloc (2, sizeof (*os->k));
  61
  62   assert (tail >= 0);
  63   assert (tail <= 1);
  64
  65   os->k[0].tc = tail * W;
  66   os->k[1].tc = W * (1 - tail);
  67
  68   stat->accumulate = acc;
  69   stat->destroy = destroy;
  70
  71   tm->cyk1p1 = SYSMIS;
  72   tm->w = W;
  73   tm->tail = tail;
  74
  75   return tm;
  76 }
  77
  78
  79 double
  80 trimmed_mean_calculate (const struct trimmed_mean *tm)
  81 {
  82   const struct order_stats *os = (const struct order_stats *) tm;
  83
  84   return
  85     (
  86      (os->k[0].cc - os->k[0].tc) * os->k[0].y_p1
  87      +
  88       (tm->w - os->k[1].cc - os->k[0].tc) * os->k[1].y_p1
  89      +
  90       tm->sum
  91      )
  92     / ((1.0 - tm->tail * 2) * tm->w);
  93 }