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Extend runs test

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Double the number of samples that are used in the runs test. E.g. with 64
samples in regression the runs test will be tried over the 64 samples and
up to 64 previous samples. The minimum number of samples in now 4.

This improves the response with low-mid jitters by about 50%.
This commit is contained in:
Miroslav Lichvar
2010-08-17 16:40:25 +02:00
parent d8fc5fee0a
commit e591e3622b
3 changed files with 146 additions and 121 deletions
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27
regress.c
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@@ -226,6 +226,9 @@ RGR_FindBestRegression
less reliable) */
int n, /* number of data points */
int m, /* number of extra samples in x and y arrays
(negative index) which can be used to
extend runs test */
/* And now the results */
@@ -249,15 +252,15 @@ RGR_FindBestRegression
)
{
double P, Q, U, V, W; /* total */
double resid[MAX_POINTS];
double resid[MAX_POINTS * REGRESS_RUNS_RATIO];
double ss;
double a, b, u, ui, aa;
int start, nruns, npoints, npoints_left;
int start, resid_start, nruns, npoints;
int i;
assert(n <= MAX_POINTS);
assert(MAX_POINTS < sizeof (critical_runs10) / sizeof (critical_runs10[0]));
assert(n * REGRESS_RUNS_RATIO < sizeof (critical_runs10) / sizeof (critical_runs10[0]));
if (n < MIN_SAMPLES_FOR_REGRESS) {
return 0;
@@ -282,20 +285,22 @@ RGR_FindBestRegression
V += ui * ui / w[i];
}
npoints = n - start;
b = Q / V;
a = (P / W) - (b * u);
for (i=start; i<n; i++) {
resid[i] = y[i] - a - b*x[i];
/* Get residuals also for the extra samples before start */
resid_start = n - (n - start) * REGRESS_RUNS_RATIO;
if (resid_start < -m)
resid_start = -m;
for (i=resid_start; i<n; i++) {
resid[i - resid_start] = y[i] - a - b*x[i];
}
/* Count number of runs */
nruns = n_runs_from_residuals(resid + start, npoints);
nruns = n_runs_from_residuals(resid, n - resid_start);
npoints_left = n - start - 1;
if ((nruns > critical_runs10[npoints]) || (npoints_left < MIN_SAMPLES_FOR_REGRESS)) {
if (nruns > critical_runs10[n - resid_start] || n - start <= MIN_SAMPLES_FOR_REGRESS) {
break;
} else {
/* Try dropping one sample at a time until the runs test passes. */
@@ -310,7 +315,7 @@ RGR_FindBestRegression
ss = 0.0;
for (i=start; i<n; i++) {
ss += resid[i]*resid[i] / w[i];
ss += resid[i - resid_start]*resid[i - resid_start] / w[i];
}
npoints = n - start;