RobustStats.hpp File Reference

Detailed Description

Namespace Robust includes basic robust statistical computations, including median, median average deviation, quartiles and m-estimate, as well as implementation of of stem-and-leaf plots, quantile plots and robust least squares estimation of a polynomial. Reference: Mason, Gunst and Hess, "Statistical Design and Analysis of Experiments," Wiley, New York, 1989.

Definition in file RobustStats.hpp.

#include <cmath>
#include <string>
#include "Exception.hpp"

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Namespaces
	gnsstk
	For Sinex::InputHistory.
	gnsstk::Robust
	Robust statistics.

Macros
#define	ABSOLUTE(x)   ((x) < T() ? -(x) : (x))
#define	RobustTuningA   (0.778)
	tuning constant used in robust estimate of variance More...
#define	RobustTuningE   (0.6745)
	tuning constant used in MAD More...
#define	RobustTuningT   (1.5)
	tuning constant used in M-estimate and Robust least squares (SRIFilter.cpp) More...

Functions
double	gnsstk::ADtest (double *xd, const int nd, double m, double s, bool save_flag=true)
template<typename T >
T	gnsstk::errfc (T x)
template<typename T >
void	gnsstk::insert (T *sa, int na, int(*comp)(const T &, const T &)=gnsstk::Qsort_compare)
template<typename T , typename S >
void	gnsstk::insert (T *sa, S *pa, int na, int(*comp)(const T &, const T &)=gnsstk::Qsort_compare)
template<typename T >
T	gnsstk::Robust::MAD (T *xd, int nd, T &M, bool save_flag=true)
template<typename T >
T	gnsstk::Robust::Median (T *xd, const int nd, bool save_flag=true)
template<typename T >
T	gnsstk::Robust::MedianAbsoluteDeviation (T *xd, int nd, T &M, bool save_flag=true)
template<typename T >
T	gnsstk::Robust::MEstimate (const T *xd, int nd, const T &M, const T &MAD, T *w=NULL)
template<typename T >
T	gnsstk::normalCDF (T m, T s, T x)
template<typename T >
void	gnsstk::QSort (T *sa, int na, int(*comp)(const T &, const T &)=gnsstk::Qsort_compare)
template<typename T , typename S >
void	gnsstk::QSort (T *sa, S *pa, int na, int(*comp)(const T &, const T &)=gnsstk::Qsort_compare)
template<typename T >
int	gnsstk::Qsort_compare (const T &a, const T &b)
void	gnsstk::Robust::Quantiles (double *xd, long nd)
template<typename T >
void	gnsstk::Robust::Quartiles (const T *xd, const int nd, T &Q1, T &Q3)
int	gnsstk::Robust::RobustPolyFit (double *xd, const double *td, int nd, int n, double *c, double *w=NULL)
void	gnsstk::Robust::StemLeafPlot (std::ostream &os, double *xd, long nd, const std::string &msg=std::string(""))

Macro Definition Documentation

ABSOLUTE

#define ABSOLUTE

(

x

)

((x) < T() ? -(x) : (x))

Definition at line 60 of file RobustStats.hpp.

RobustTuningA

#define RobustTuningA   (0.778)

tuning constant used in robust estimate of variance

Definition at line 66 of file RobustStats.hpp.

RobustTuningE

#define RobustTuningE   (0.6745)

tuning constant used in MAD

Definition at line 69 of file RobustStats.hpp.

RobustTuningT

#define RobustTuningT   (1.5)

tuning constant used in M-estimate and Robust least squares (SRIFilter.cpp)

Definition at line 63 of file RobustStats.hpp.