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describe.h

/* 
 *  gretl -- Gnu Regression, Econometrics and Time-series Library
 *  Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
 * 
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 * 
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 * 
 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
 * 
 */

#ifndef DESCRIBE_H
#define DESCRIBE_H

typedef struct Summary_ Summary;
typedef struct FreqDist_ FreqDist;
typedef struct Xtab_ Xtab;
typedef struct MahalDist_ MahalDist;

struct Summary_ {
    gretlopt opt;
    int n;
    int missing;
    int *list;
    double *stats;
    double *mean;
    double *median;
    double *sd;
    double *skew; 
    double *xkurt;
    double *low;
    double *high;
    double *cv;
    double sw;
    double sb;
};

struct FreqDist_ {
    char varname[VNAMELEN];  /* for ID purposes */
    int discrete;            /* 1 if variable contains integers */
    int dist;                /* code for theoretical distribution */
    int numbins;             /* number of bins or intervals */
    double xbar, sdx;        /* mean and std dev of variable */
    double *midpt;           /* array of midpoints of intervals */
    double *endpt;           /* array of endpoints of intervals */
    int *f;                  /* frequencies in the intervals */
    double test;             /* either Chi-squared statistic for testing
                                for a Gaussian distribution, or z statistic
                          for testing for Gamma dist. */
    int n;
    int t1, t2;
};

struct Xtab_ {
    char rvarname[VNAMELEN]; 
    char cvarname[VNAMELEN]; 
    int rows, cols;
    double *rval, *cval;
    int *rtotal, *ctotal;
    int **f;
    int n, missing;
    int t1, t2;
};

/* functions follow */

int eval_ytest (double y, GretlOp op, double test);

int gretl_minmax (int t1, int t2, const double *x, 
              double *min, double *max);

double gretl_min (int t1, int t2, const double *x);

double gretl_max (int t1, int t2, const double *x);

double gretl_sum (int t1, int t2, const double *x);

double gretl_mean (int t1, int t2, const double *x);

double gretl_restricted_mean (int t1, int t2, const double *x,
                        const double *y, GretlOp yop, 
                        double yval);

double gretl_quantile (int t1, int t2, const double *x, 
                   double p, int *err);

int gretl_array_quantiles (double *a, int n, double *p, int k);

double gretl_array_quantile (double *a, int n, double p);

double gretl_median (int t1, int t2, const double *x);

double gretl_sst (int t1, int t2, const double *x);

double gretl_variance (int t1, int t2, const double *x);

double gretl_restricted_variance (int t1, int t2, const double *x,
                          const double *y, GretlOp yop,
                          double yval);

double gretl_stddev (int t1, int t2, const double *x);

double gretl_restricted_stddev (int t1, int t2, const double *x,
                        const double *y, GretlOp yop,
                        double yval);

double gretl_long_run_variance (int t1, int t2, const double *x, int m);

double gretl_covar (int t1, int t2, const double *x, const double *y,
                int *missing);

double gretl_corr (int t1, int t2, const double *x, const double *y,
               int *missing);

double gretl_corr_rsq (int t1, int t2, const double *x, const double *y);

int gretl_moments (int t1, int t2, const double *x, 
               double *xbar, double *sd, 
               double *skew, double *kurt, int k);

void free_freq (FreqDist *freq);

int freq_setup (int v, const double **Z, const DATAINFO *pdinfo,
            int *pn, double *pxmax, double *pxmin, int *nbins, 
            double *binwidth);

FreqDist *get_freq (int varno, const double **Z, const DATAINFO *pdinfo, 
                double fmin, double fwid, int nbins, int params, 
                gretlopt opt, int *err);

FreqDist *get_discrete_freq (int v, const double **Z, 
                       const DATAINFO *pdinfo, 
                       gretlopt opt, int *err);

int freqdist (int varno, const double **Z, const DATAINFO *pdinfo,
            int graph, gretlopt opt, PRN *prn);

int crosstab (const int *list, const double **Z, 
            const DATAINFO *pdinfo, gretlopt opt,
            PRN *prn);

int crosstab_from_matrix (gretlopt opt, PRN *prn);

int compare_xtab_rows (const void *a, const void *b);

Xtab *single_crosstab (const int *list, const double **Z, 
                   const DATAINFO *pdinfo, gretlopt opt, 
                   PRN *prn, int *err);

gretl_matrix *xtab_to_matrix (const Xtab *tab);

void free_xtab (Xtab *tab);

int model_error_dist (const MODEL *pmod, double ***pZ,
                  DATAINFO *pdinfo, gretlopt opt,
                  PRN *prn);

int auto_acf_order (int pd, int nobs);

int auto_spectrum_order (int T, gretlopt opt);

int corrgram (int varno, int order, int nparam,
            const double **Z, DATAINFO *pdinfo, 
            PRN *prn, gretlopt opt);

int xcorrgram (const int *list, int order, 
             const double **Z, DATAINFO *pdinfo, 
             PRN *prn, gretlopt opt);

int periodogram (int varno, int width, 
             const double **Z, const DATAINFO *pdinfo, 
             gretlopt opt, PRN *prn);

gretl_matrix *periodogram_func (const double *x, 
                        const DATAINFO *pdinfo,
                        int width, int *err);

Summary *get_summary (const int *list, const double **Z, 
                  const DATAINFO *pdinfo,
                  gretlopt opt, PRN *prn, 
                  int *err);

int list_summary (const int *list, const double **Z, 
              const DATAINFO *pdinfo, 
              gretlopt opt, PRN *prn);

void print_summary (const Summary *summ,
                const DATAINFO *pdinfo,
                PRN *prn); 

void free_summary (Summary *summ);

VMatrix *corrlist (int *list, const double **Z, const DATAINFO *pdinfo,
               gretlopt opt, int *err);

VMatrix *vmatrix_new (void);

void free_vmatrix (VMatrix *vmat);

int gretl_corrmx (int *list, const double **Z, const DATAINFO *pdinfo, 
              gretlopt opt, PRN *prn);

int means_test (const int *list, const double **Z, 
            const DATAINFO *pdinfo, 
            gretlopt opt, PRN *prn);

int vars_test (const int *list, const double **Z, 
             const DATAINFO *pdinfo, PRN *prn);

void print_corrmat (VMatrix *corr, const DATAINFO *pdinfo, PRN *prn);

double dh_root_b1_to_z1 (double rb1, double n);

double dh_b2_to_z2 (double b1, double b2, double n);

double doornik_chisq (double skew, double xkurt, int n);

int multivariate_normality_test (const gretl_matrix *E, 
                         const gretl_matrix *Sigma, 
                         PRN *prn);

int mahalanobis_distance (const int *list, double ***pZ,
                    DATAINFO *pdinfo, gretlopt opt,
                    PRN *prn);

MahalDist *get_mahal_distances (const int *list, double ***pZ,
                        DATAINFO *pdinfo, gretlopt opt,
                        PRN *prn, int *err);

void free_mahal_dist (MahalDist *md);

const double *mahal_dist_get_distances (const MahalDist *md);

int mahal_dist_get_n (const MahalDist *md);

const int *mahal_dist_get_varlist(const MahalDist *md);

double gretl_gini (int t1, int t2, const double *x);

int gini (int vnum, const double **Z, DATAINFO *pdinfo, 
        gretlopt opt, PRN *prn);

int shapiro_wilk (const double *x, int t1, int t2, double *W, double *pval);

int gretl_normality_test (const char *param,
                    const double **Z,
                    const DATAINFO *pdinfo,
                    gretlopt opt,
                    PRN *prn);

gretl_matrix *acf_vec (const double *x, int order,
                   const DATAINFO *pdinfo, int n,
                   int *err);

gretl_matrix *xcf_vec (const double *x, const double *y,
                   int p, const DATAINFO *pdinfo,
                   int n, int *err);

double ljung_box (int m, int t1, int t2, const double *y, int *err);

#endif /* DESCRIBE_H */

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