Detailed Description

Routine for finding bias in median for exponential distribution.

Author: Krishnan, B., Itoh, Y.

Synopsis

#include <lal/RngMedBias.h>

Prototypes
REAL8	XLALRngMedBias (INT4 blkSize)
	Function for finding bias in median for exponential distribution to be used with any code which uses the running median to estimate PSD. More...

void	LALRngMedBias (LALStatus status, REAL8 biasFactor, INT4 blkSize)

Error Codes
#define	RNGMEDBIASH_ENULL 1
	Null pointer. More...

#define	RNGMEDBIASH_EVAL 5
	Invalid value. More...

Function Documentation

◆ XLALRngMedBias()

REAL8 XLALRngMedBias ( INT4 blkSize )

Function for finding bias in median for exponential distribution to be used with any code which uses the running median to estimate PSD.

For the exponential distribution with unit mean and variance, the value of the median is \(\log(2.0)\) in the limit of infinite sample size. Thus, if we are using the running median to estimate the PSD, there is a correction factor of \(\log(2.0)\). However, for finite sample sizes (i.e. for finite block size values), there is a bias in the estimator of the median and the correction factor is different. This program returns the correct normalization factor for block sizes from 1 to 1000. For larger values it returns \(\log(2.0)\) and returns and error for smaller values.

Definition at line 54 of file RngMedBias.c.

◆ LALRngMedBias()

void LALRngMedBias	(	LALStatus *	status,
		REAL8 *	biasFactor,
		INT4	blkSize
	)

Deprecated:: use XLALRngMedBias() instead.

Just a wrapper for XLALRngMedBias()

Definition at line 87 of file RngMedBias.c.

Macro Definition Documentation

◆ RNGMEDBIASH_ENULL

#define RNGMEDBIASH_ENULL 1

Null pointer.

Definition at line 65 of file RngMedBias.h.

◆ RNGMEDBIASH_EVAL

#define RNGMEDBIASH_EVAL 5

Invalid value.

Definition at line 66 of file RngMedBias.h.