lts.c File Reference

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

Include dependency graph for lts.c:

Go to the source code of this file.

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.nosp@m..toh.nosp@m.ka@cs.nosp@m..tut.nosp@m..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: Variance of sample values

Definition at line 51 of file lts.c.

References CHI2INV_1, dmedian(), and ltsQSort().

Referenced by test_re().

Here is the call graph for this function:

int ltsQSort	(	const void *	par1,
		const void *	par2
	)

Compares two numbers

Returns:

Returns the -1 if value1<value2, 1 if value1>value2 and 0 otherwise

Parameters:

par1	value nr 1
par2	value nr 2

Definition at line 127 of file lts.c.

Referenced by least_trimmed_square().