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author | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-05-05 18:43:21 +0000 |
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committer | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-05-05 18:43:21 +0000 |
commit | 104f986b0650b8f93540785d2bcf486905e49b62 (patch) | |
tree | 2b2ae5113d9b57425d4bb3f726e325316b87e00a /regress.h | |
parent | Initial commit. (diff) | |
download | chrony-104f986b0650b8f93540785d2bcf486905e49b62.tar.xz chrony-104f986b0650b8f93540785d2bcf486905e49b62.zip |
Adding upstream version 3.4.upstream/3.4upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'regress.h')
-rw-r--r-- | regress.h | 137 |
1 files changed, 137 insertions, 0 deletions
diff --git a/regress.h b/regress.h new file mode 100644 index 0000000..90055da --- /dev/null +++ b/regress.h @@ -0,0 +1,137 @@ +/* + 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 */ |