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Description:
This routine finds a
value which can be associated with the half- weight value. It sums all weights then finds a value for
the half-weight. The comparison with the half-weight value proceeds in halves of the weights for each
data point (half of the first weight, then the second half of the first weight and the first half of the
second weight etc.) until the half weight is exceeded. The data values around this half weight position
are then found and a linear interpolation of these values is the weighted median. The values which
contribute to the result are flagged and passed through the USED array. This routine also
uses the order statistic covariance array (for a population EL big) to estimate the change
in the variance from a optimal measurement from the given population, returning the
adjusted variance.
Invocation
CALL CCG_WTM3x( CALCMV, EL, ORDDAT, WEIGHT, VAR,
COVAR, USED, RESULT, RESVAR, STATUS )
Arguments
CALCMV = LOGICAL (Given)
If
.FALSE. then the output variances are estimated by scaling the variance on the weighted
mean (rather than the weighted median) by pi/2. Otherwise, the output variances are
calculated using the COVEC array.
EL = INTEGER (Given)
The number of entries in the data
array.
ARR( EL ) = ? (Given)
The list of ordered data for which the weighted median
is required
WEIGHT( EL ) = ? (Given)
The weights of the values.
VAR = DOUBLE
PRECISION (Given)
The variance of the unordered sample now ordered in ARR.
COVAR(
)
= DOUBLE PRECISION (Given)
The packed variance-covariance matrix of the order
statistics from a normal distribution of size EL. Not used if CALCMV is .FALSE.
USED(
EL ) = LOGICAL (Returned)
If a value contributes to the median value it is flagged as
true in this array, otherwise the array is set to false.
RESULT = DOUBLE PRECISION
(Returned)
The weighted median
RESVAR = DOUBLE PRECISION (Returned)
The
variance of result.
NBAD = INTEGER (Returned)
The number of bad values in the
output array.
STATUS = INTEGER (Given and Returned)
The global status.
Notes:
Prior Requirements
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