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lts.c File Reference

#include "include/lts.h"
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include "include/median.h"

Functions

int ltsQSort (const void *par1, const void *par2)
int least_trimmed_square (double data[], long int n, double *mean, double *variance)

Function Documentation

int least_trimmed_square double  data[],
long int  n,
double *  mean,
double *  variance
 

Least trimmed squares estimates for univariate location and variance. Data samples are expected to be truly real valued (i.e too many samples having the same value might lead to problems. Written by Jussi Tohka jussi.tohka@cs.tut.fi April 29th 2002. The algorithm (exact) is described in P.J. Rousseeuw and A.M. Leroy: Robust Regression and Outlier Detection John Wiley & Sons 1987.

Returns:
Returns 0, if successful.
Parameters:
data  Vector of n sample values;
n  Number of samples
mean  Output: Mean of sample values
variance  Output: Varaince of sample values

int ltsQSort const void *  par1,
const void *  par2
 


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