mestim.c File Reference

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

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Functions
double	mEstim (double *data, int nr, int iterNr, double cutoff)
double	huber (double x, double b)

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Function Documentation

double huber	(	double	x,
		double	b
	)

Hubers function

Returns:

Returns x if |x|<b, and b otherwise.

Parameters:

x	parameter x
b	cutoff point

Definition at line 96 of file mestim.c.

Referenced by mEstim().

double mEstim	(	double *	data,
		int	nr,
		int	iterNr,
		double	cutoff
	)

Fit a constant (horisontal straight line) to the data with M-estimator.

The algorithm is described in the lecture notes of Nonlinear signal processing course of Tampere university of technology http://www.cs.tut.fi/~eeroh/nonlin.html

Returns:

Returns Hubers M-estimator for single dataset.

Parameters:

data	Data array
nr	Number of data values
iterNr	Number of iterations
cutoff	cutoff point

Definition at line 59 of file mestim.c.

References dmedian(), and huber().

Referenced by test_re().

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