|
Packit |
67cb25 |
#include <stdio.h>
|
|
Packit |
67cb25 |
#include <stdlib.h>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#include <gsl/gsl_math.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_filter.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_rng.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_randist.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_vector.h>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
int
|
|
Packit |
67cb25 |
main(void)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
const size_t N = 500; /* length of time series */
|
|
Packit |
67cb25 |
const size_t K = 51; /* window size */
|
|
Packit |
67cb25 |
const double alpha[3] = { 0.5, 3.0, 10.0 }; /* alpha values */
|
|
Packit |
67cb25 |
gsl_vector *x = gsl_vector_alloc(N); /* input vector */
|
|
Packit |
67cb25 |
gsl_vector *y1 = gsl_vector_alloc(N); /* filtered output vector for alpha1 */
|
|
Packit |
67cb25 |
gsl_vector *y2 = gsl_vector_alloc(N); /* filtered output vector for alpha2 */
|
|
Packit |
67cb25 |
gsl_vector *y3 = gsl_vector_alloc(N); /* filtered output vector for alpha3 */
|
|
Packit |
67cb25 |
gsl_vector *k1 = gsl_vector_alloc(K); /* Gaussian kernel for alpha1 */
|
|
Packit |
67cb25 |
gsl_vector *k2 = gsl_vector_alloc(K); /* Gaussian kernel for alpha2 */
|
|
Packit |
67cb25 |
gsl_vector *k3 = gsl_vector_alloc(K); /* Gaussian kernel for alpha3 */
|
|
Packit |
67cb25 |
gsl_rng *r = gsl_rng_alloc(gsl_rng_default);
|
|
Packit |
67cb25 |
gsl_filter_gaussian_workspace *gauss_p = gsl_filter_gaussian_alloc(K);
|
|
Packit |
67cb25 |
size_t i;
|
|
Packit |
67cb25 |
double sum = 0.0;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* generate input signal */
|
|
Packit |
67cb25 |
for (i = 0; i < N; ++i)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double ui = gsl_ran_gaussian(r, 1.0);
|
|
Packit |
67cb25 |
sum += ui;
|
|
Packit |
67cb25 |
gsl_vector_set(x, i, sum);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* compute kernels without normalization */
|
|
Packit |
67cb25 |
gsl_filter_gaussian_kernel(alpha[0], 0, 0, k1);
|
|
Packit |
67cb25 |
gsl_filter_gaussian_kernel(alpha[1], 0, 0, k2);
|
|
Packit |
67cb25 |
gsl_filter_gaussian_kernel(alpha[2], 0, 0, k3);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* apply filters */
|
|
Packit |
67cb25 |
gsl_filter_gaussian(GSL_FILTER_END_PADVALUE, alpha[0], 0, x, y1, gauss_p);
|
|
Packit |
67cb25 |
gsl_filter_gaussian(GSL_FILTER_END_PADVALUE, alpha[1], 0, x, y2, gauss_p);
|
|
Packit |
67cb25 |
gsl_filter_gaussian(GSL_FILTER_END_PADVALUE, alpha[2], 0, x, y3, gauss_p);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* print kernels */
|
|
Packit |
67cb25 |
for (i = 0; i < K; ++i)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double k1i = gsl_vector_get(k1, i);
|
|
Packit |
67cb25 |
double k2i = gsl_vector_get(k2, i);
|
|
Packit |
67cb25 |
double k3i = gsl_vector_get(k3, i);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
printf("%e %e %e\n", k1i, k2i, k3i);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
printf("\n\n");
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/* print filter results */
|
|
Packit |
67cb25 |
for (i = 0; i < N; ++i)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
double xi = gsl_vector_get(x, i);
|
|
Packit |
67cb25 |
double y1i = gsl_vector_get(y1, i);
|
|
Packit |
67cb25 |
double y2i = gsl_vector_get(y2, i);
|
|
Packit |
67cb25 |
double y3i = gsl_vector_get(y3, i);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
printf("%.12e %.12e %.12e %.12e\n", xi, y1i, y2i, y3i);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_vector_free(x);
|
|
Packit |
67cb25 |
gsl_vector_free(y1);
|
|
Packit |
67cb25 |
gsl_vector_free(y2);
|
|
Packit |
67cb25 |
gsl_vector_free(y3);
|
|
Packit |
67cb25 |
gsl_vector_free(k1);
|
|
Packit |
67cb25 |
gsl_vector_free(k2);
|
|
Packit |
67cb25 |
gsl_vector_free(k3);
|
|
Packit |
67cb25 |
gsl_rng_free(r);
|
|
Packit |
67cb25 |
gsl_filter_gaussian_free(gauss_p);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
return 0;
|
|
Packit |
67cb25 |
}
|