Table of Contents

Name

ini_moment, accum_moment, decr_moment, reset_moment, show_moment, n_moment, sum_moment, mean_moment, sigma_moment, skewness_moment, kurtosis_moment, min_moment, max_moment - various (moving) moment and minmax routines

Synopsis


#include <moment.h>
void ini_moment(m, mom, ndat)
void accum_moment(m, x, w)
void decr_moment(m, x, w)
void reset_moment(m)

real show_moment(m, mom)
int n_moment(m)
real sum_moment(m)
real mean_moment(m)
real median_moment(m)
real sigma_moment(m)
real skewness_moment(m)
real kurtosis_moment(m)

real min_moment(m);
real max_moment(m);

Moment *m;
int mom, ndat;
real x, w;

Description

moment is a set of functions to compute the moments of a set of real values, but also keep track of the datamin and datamax. The routines are written in C but in an object-oriented fashion as to try and keep the use from the internal data-structures. The Moment can (and should) be treated as an opaque datastructure. All information should be obtained through the interface routines described below.

If only a datamin/max is needed, setting mom<0 can be used to prevent the more expensive moment calculations.

Moving or running averages (or moments) can be done by supplying ndat>0 to ini_moment. It will keep a memory of the last ndat data values and the moments now become running moments.

Note that the median_moment can only be used in x (the weights are ignored) and moving moment where ndat>0.

mean_moment returns the mean value, where sigma_moment returns the variance

Examples

The following code computes a weighted mean and dispersion of a set of points: 
    real x[100], w[100];
    int  i,n=100;
    Moment m;
    ...
    ini_moment(&m,2,0);      /* up to 2nd order moment, and using no circular
buffer */
    for (i=0; i<n; i)
    accum_moment(&m,x[i],w[i]);
    printf("Mean: %g   Dispersion: %g\n",
    mean_moment(&m), sigma_moment(&m));

Moment Structure

A simple data structure (referred to as moment in the above SYNOPSIS) is used to communicate between different routines: 
typedef struct { 
    int mom;
    int n;
    real *sum;
    real datamin, datamax;
    int ndat;
    int idat;
    real *dat;
    real *sum;
} Moment;
from the standard include file moment.h.

Bugs

When decr_moment is used, the data min/max is not correct. Only with ndat>0 for moving moments can it be recomputed correctly.

See Also

grid(3NEMO) 
http://apophenia.sourceforge.net/

Author

Peter Teuben

Files


~/src/kernel/misc    moment.c

Update History


30-oct-93    Created       PJT
8-nov-93    fixed init bug     PJT
13-jun-95    added decr_moment    PJT
2-feb-05    added moving moments    PJT

Table of Contents