|
Packit |
67cb25 |
/* movstat/alloc.c
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* Copyright (C) 2018 Patrick Alken
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* This program is free software; you can redistribute it and/or modify
|
|
Packit |
67cb25 |
* it under the terms of the GNU General Public License as published by
|
|
Packit |
67cb25 |
* the Free Software Foundation; either version 3 of the License, or (at
|
|
Packit |
67cb25 |
* your option) any later version.
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* This program is distributed in the hope that it will be useful, but
|
|
Packit |
67cb25 |
* WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
Packit |
67cb25 |
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
|
|
Packit |
67cb25 |
* General Public License for more details.
|
|
Packit |
67cb25 |
*
|
|
Packit |
67cb25 |
* You should have received a copy of the GNU General Public License
|
|
Packit |
67cb25 |
* along with this program; if not, write to the Free Software
|
|
Packit |
67cb25 |
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
#include <config.h>
|
|
Packit |
67cb25 |
#include <stdlib.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_math.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_errno.h>
|
|
Packit |
67cb25 |
#include <gsl/gsl_movstat.h>
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/*
|
|
Packit |
67cb25 |
gsl_movstat_alloc()
|
|
Packit |
67cb25 |
Allocate a workspace for moving window statistics.
|
|
Packit |
67cb25 |
The window around sample x_i is defined as:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
The total window size is:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
K = H + J + 1
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Inputs: K - total samples in window (H = J = K / 2)
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Return: pointer to workspace
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Notes:
|
|
Packit |
67cb25 |
1) If K is even, it is rounded up to the next odd
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_movstat_workspace *
|
|
Packit |
67cb25 |
gsl_movstat_alloc(const size_t K)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
const size_t H = K / 2;
|
|
Packit |
67cb25 |
return gsl_movstat_alloc_with_size(0, H, H);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/*
|
|
Packit |
67cb25 |
gsl_movstat_alloc2()
|
|
Packit |
67cb25 |
Allocate a workspace for moving window statistics.
|
|
Packit |
67cb25 |
The window around sample x_i is defined as:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
The total window size is:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
K = H + J + 1
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Inputs: H - number of samples before current sample
|
|
Packit |
67cb25 |
J - number of samples after current sample
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Return: pointer to workspace
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_movstat_workspace *
|
|
Packit |
67cb25 |
gsl_movstat_alloc2(const size_t H, const size_t J)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
return gsl_movstat_alloc_with_size(0, H, J);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
/*
|
|
Packit |
67cb25 |
gsl_movstat_alloc_with_size()
|
|
Packit |
67cb25 |
Allocate a workspace for moving window statistics with predefined workspace
|
|
Packit |
67cb25 |
size for accumulators. The window around sample x_i is defined as:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
The total window size is:
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
K = H + J + 1
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Inputs: accum_state_size - state size for accumulator (set to zero to use default value)
|
|
Packit |
67cb25 |
H - number of samples before current sample
|
|
Packit |
67cb25 |
J - number of samples after current sample
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
Return: pointer to workspace
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
gsl_movstat_workspace *
|
|
Packit |
67cb25 |
gsl_movstat_alloc_with_size(const size_t accum_state_size, const size_t H, const size_t J)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
gsl_movstat_workspace *w;
|
|
Packit |
67cb25 |
size_t state_size = accum_state_size;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
w = calloc(1, sizeof(gsl_movstat_workspace));
|
|
Packit |
67cb25 |
if (w == 0)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
GSL_ERROR_NULL ("failed to allocate space for workspace", GSL_ENOMEM);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
w->H = H;
|
|
Packit |
67cb25 |
w->J = J;
|
|
Packit |
67cb25 |
w->K = H + J + 1;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
if (state_size == 0)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
/*
|
|
Packit |
67cb25 |
* determine maximum number of bytes needed for the various accumulators;
|
|
Packit |
67cb25 |
* the accumulators will all share the same workspace
|
|
Packit |
67cb25 |
*/
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_mad->size)(w->K)); /* MAD accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_mean->size)(w->K)); /* mean/variance/sd accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_min->size)(w->K)); /* min/max accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_sum->size)(w->K)); /* sum accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_median->size)(w->K)); /* median accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_Qn->size)(w->K)); /* Q_n accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_qqr->size)(w->K)); /* QQR accumulator */
|
|
Packit |
67cb25 |
state_size = GSL_MAX(state_size, (gsl_movstat_accum_Sn->size)(w->K)); /* S_n accumulator */
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
w->state = malloc(state_size);
|
|
Packit |
67cb25 |
if (w->state == 0)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
gsl_movstat_free(w);
|
|
Packit |
67cb25 |
GSL_ERROR_NULL ("failed to allocate space for accumulator state", GSL_ENOMEM);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
w->work = malloc(w->K * sizeof(double));
|
|
Packit |
67cb25 |
if (w->work == 0)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
gsl_movstat_free(w);
|
|
Packit |
67cb25 |
GSL_ERROR_NULL ("failed to allocate space for work", GSL_ENOMEM);
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
w->state_size = state_size;
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
return w;
|
|
Packit |
67cb25 |
}
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
void
|
|
Packit |
67cb25 |
gsl_movstat_free(gsl_movstat_workspace * w)
|
|
Packit |
67cb25 |
{
|
|
Packit |
67cb25 |
if (w->work)
|
|
Packit |
67cb25 |
free(w->work);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
if (w->state)
|
|
Packit |
67cb25 |
free(w->state);
|
|
Packit |
67cb25 |
|
|
Packit |
67cb25 |
free(w);
|
|
Packit |
67cb25 |
}
|