/* movstat/apply.c * * Copyright (C) 2018 Patrick Alken * * 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, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include #include #include #include /* gsl_movstat_apply_accum() Apply moving window statistic to input vector. This is a generalized routine to handle window endpoints and apply a given accumulator to the input vector. Inputs: endtype - end point handling criteria x - input vector, size n accum - accumulator to apply moving window statistic accum_params - parameters to pass to accumulator y - output vector, size n z - second output vector (i.e. minmax), size n; can be NULL w - workspace Notes: 1) It is allowed to have x = y for in-place moving statistics */ int gsl_movstat_apply_accum(const gsl_movstat_end_t endtype, const gsl_vector * x, const gsl_movstat_accum * accum, void * accum_params, gsl_vector * y, gsl_vector * z, gsl_movstat_workspace * w) { if (x->size != y->size) { GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN); } else if (z != NULL && x->size != z->size) { GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN); } else { const int n = (int) x->size; const int H = w->H; /* number of samples to left of current sample */ const int J = w->J; /* number of samples to right of current sample */ int i; double x1 = 0.0; /* pad values for data edges */ double xN = 0.0; double result[2]; /* initialize accumulator */ (accum->init)(w->K, w->state); /* pad initial window if necessary */ if (endtype != GSL_MOVSTAT_END_TRUNCATE) { if (endtype == GSL_MOVSTAT_END_PADZERO) { x1 = 0.0; xN = 0.0; } else if (endtype == GSL_MOVSTAT_END_PADVALUE) { x1 = gsl_vector_get(x, 0); xN = gsl_vector_get(x, n - 1); } /* pad initial windows with H values */ for (i = 0; i < H; ++i) (accum->insert)(x1, w->state); } else if (accum->delete_oldest == NULL) /* FIXME XXX */ { /* save last K - 1 samples of x for later (needed for in-place input/output) */ int idx1 = GSL_MAX(n - J - H, 0); int idx2 = n - 1; for (i = idx1; i <= idx2; ++i) w->work[i - idx1] = gsl_vector_get(x, i); } /* process input vector and fill y(0:n - J - 1) */ for (i = 0; i < n; ++i) { double xi = gsl_vector_get(x, i); int idx = i - J; (accum->insert)(xi, w->state); if (idx >= 0) { (accum->get)(accum_params, result, w->state); gsl_vector_set(y, idx, result[0]); if (z != NULL) gsl_vector_set(z, idx, result[1]); } } if (endtype == GSL_MOVSTAT_END_TRUNCATE) { /* need to fill y(n-J:n-1) using shrinking windows */ int idx1 = GSL_MAX(n - J, 0); int idx2 = n - 1; if (accum->delete_oldest == NULL) { int wsize = n - GSL_MAX(n - J - H, 0); /* size of work array */ for (i = idx1; i <= idx2; ++i) { int nsamp = n - GSL_MAX(i - H, 0); /* number of samples in this window */ int j; (accum->init)(w->K, w->state); for (j = wsize - nsamp; j < wsize; ++j) (accum->insert)(w->work[j], w->state); /* yi = acc_get [ work(i:K-2) ] */ (accum->get)(accum_params, result, w->state); gsl_vector_set(y, i, result[0]); if (z != NULL) gsl_vector_set(z, i, result[1]); } } else { for (i = idx1; i <= idx2; ++i) { if (i - H > 0) { /* delete oldest window sample as we move closer to edge */ (accum->delete_oldest)(w->state); } /* yi = acc_get [ work(i:K-2) ] */ (accum->get)(accum_params, result, w->state); gsl_vector_set(y, i, result[0]); if (z != NULL) gsl_vector_set(z, i, result[1]); } } } else { /* pad final windows and fill y(n-J:n-1) */ for (i = 0; i < J; ++i) { int idx = n - J + i; (accum->insert)(xN, w->state); if (idx >= 0) { (accum->get)(accum_params, result, w->state); gsl_vector_set(y, idx, result[0]); if (z != NULL) gsl_vector_set(z, idx, result[1]); } } } return GSL_SUCCESS; } } /* gsl_movstat_apply() Apply user-defined moving window function to input vector Inputs: endtype - end point handling criteria F - user-defined function x - input vector, size n y - output vector, size n w - workspace */ int gsl_movstat_apply(const gsl_movstat_end_t endtype, const gsl_movstat_function * F, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w) { int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_userfunc, (void *) F, y, NULL, w); return status; }