Adding upstream version 4.5.upstream/4.5

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

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 */