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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 16:09:41 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 16:09:41 +0000
commit3271d1ac389d2ec93db9c5b9ce0991ce478476cf (patch)
tree35ff7d180e1ccc061f28535d7435b5ba1789e734 /regress.h
parentInitial commit. (diff)
downloadchrony-3271d1ac389d2ec93db9c5b9ce0991ce478476cf.tar.xz
chrony-3271d1ac389d2ec93db9c5b9ce0991ce478476cf.zip
Adding upstream version 4.3.upstream/4.3upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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+/*
+ 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 */