/* movstat/alloc.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 <config.h>

#include <stdlib.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_errno.h>

#include <gsl/gsl_movstat.h>

/*

gsl_movstat_alloc()

  Allocate a workspace for moving window statistics.

The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: K - total samples in window (H = J = K / 2)

Return: pointer to workspace

Notes:

1) If K is even, it is rounded up to the next odd

*/

gsl_movstat_workspace *

gsl_movstat_alloc(const size_t K)

{

  const size_t H = K / 2;

  return gsl_movstat_alloc_with_size(0, H, H);

}

/*

gsl_movstat_alloc2()

  Allocate a workspace for moving window statistics.

The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: H - number of samples before current sample

        J - number of samples after current sample

Return: pointer to workspace

*/

gsl_movstat_workspace *

gsl_movstat_alloc2(const size_t H, const size_t J)

{

  return gsl_movstat_alloc_with_size(0, H, J);

}

/*

gsl_movstat_alloc_with_size()

  Allocate a workspace for moving window statistics with predefined workspace

size for accumulators. The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: accum_state_size - state size for accumulator (set to zero to use default value)

        H                - number of samples before current sample

        J                - number of samples after current sample

Return: pointer to workspace

*/

gsl_movstat_workspace *

gsl_movstat_alloc_with_size(const size_t accum_state_size, const size_t H, const size_t J)

{

  gsl_movstat_workspace *w;

  size_t state_size = accum_state_size;

  w = calloc(1, sizeof(gsl_movstat_workspace));

  if (w == 0)

    {

      GSL_ERROR_NULL ("failed to allocate space for workspace", GSL_ENOMEM);

    }

  w->H = H;

  w->J = J;

  w->K = H + J + 1;

  if (state_size == 0)

    {

      /*

       * determine maximum number of bytes needed for the various accumulators;

       * the accumulators will all share the same workspace

       */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_mad->size)(w->K));    /* MAD accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_mean->size)(w->K));   /* mean/variance/sd accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_min->size)(w->K));    /* min/max accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_sum->size)(w->K));    /* sum accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_median->size)(w->K)); /* median accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_Qn->size)(w->K));     /* Q_n accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_qqr->size)(w->K));    /* QQR accumulator */

      state_size = GSL_MAX(state_size, (gsl_movstat_accum_Sn->size)(w->K));     /* S_n accumulator */

    }

  w->state = malloc(state_size);

  if (w->state == 0)

    {

      gsl_movstat_free(w);

      GSL_ERROR_NULL ("failed to allocate space for accumulator state", GSL_ENOMEM);

    }

  w->work = malloc(w->K * sizeof(double));

  if (w->work == 0)

    {

      gsl_movstat_free(w);

      GSL_ERROR_NULL ("failed to allocate space for work", GSL_ENOMEM);

    }

  w->state_size = state_size;

  return w;

}

void

gsl_movstat_free(gsl_movstat_workspace * w)

{

  if (w->work)

    free(w->work);

  if (w->state)

    free(w->state);

  free(w);

}