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/* movstat/apply.c
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*
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* Copyright (C) 2018 Patrick Alken
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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#include <config.h>
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#include <stdlib.h>
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#include <math.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_vector.h>
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#include <gsl/gsl_movstat.h>
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/*
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gsl_movstat_apply_accum()
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Apply moving window statistic to input vector. This is a generalized
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routine to handle window endpoints and apply a given accumulator to
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the input vector.
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Inputs: endtype - end point handling criteria
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x - input vector, size n
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accum - accumulator to apply moving window statistic
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accum_params - parameters to pass to accumulator
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y - output vector, size n
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z - second output vector (i.e. minmax), size n; can be NULL
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w - workspace
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Notes:
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1) It is allowed to have x = y for in-place moving statistics
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*/
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int
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gsl_movstat_apply_accum(const gsl_movstat_end_t endtype,
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const gsl_vector * x,
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const gsl_movstat_accum * accum,
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void * accum_params,
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gsl_vector * y,
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gsl_vector * z,
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gsl_movstat_workspace * w)
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{
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if (x->size != y->size)
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{
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GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN);
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}
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else if (z != NULL && x->size != z->size)
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{
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GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN);
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}
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else
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{
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const int n = (int) x->size;
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const int H = w->H; /* number of samples to left of current sample */
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const int J = w->J; /* number of samples to right of current sample */
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int i;
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double x1 = 0.0; /* pad values for data edges */
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double xN = 0.0;
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double result[2];
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/* initialize accumulator */
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(accum->init)(w->K, w->state);
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/* pad initial window if necessary */
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if (endtype != GSL_MOVSTAT_END_TRUNCATE)
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{
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if (endtype == GSL_MOVSTAT_END_PADZERO)
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{
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x1 = 0.0;
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xN = 0.0;
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}
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else if (endtype == GSL_MOVSTAT_END_PADVALUE)
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{
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x1 = gsl_vector_get(x, 0);
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xN = gsl_vector_get(x, n - 1);
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}
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/* pad initial windows with H values */
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for (i = 0; i < H; ++i)
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(accum->insert)(x1, w->state);
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}
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else if (accum->delete == NULL) /* FIXME XXX */
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{
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/* save last K - 1 samples of x for later (needed for in-place input/output) */
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int idx1 = GSL_MAX(n - J - H, 0);
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int idx2 = n - 1;
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for (i = idx1; i <= idx2; ++i)
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w->work[i - idx1] = gsl_vector_get(x, i);
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}
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/* process input vector and fill y(0:n - J - 1) */
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for (i = 0; i < n; ++i)
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{
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double xi = gsl_vector_get(x, i);
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int idx = i - J;
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(accum->insert)(xi, w->state);
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if (idx >= 0)
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{
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(accum->get)(accum_params, result, w->state);
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gsl_vector_set(y, idx, result[0]);
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if (z != NULL)
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gsl_vector_set(z, idx, result[1]);
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}
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}
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if (endtype == GSL_MOVSTAT_END_TRUNCATE)
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{
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/* need to fill y(n-J:n-1) using shrinking windows */
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int idx1 = GSL_MAX(n - J, 0);
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int idx2 = n - 1;
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if (accum->delete == NULL)
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{
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int wsize = n - GSL_MAX(n - J - H, 0); /* size of work array */
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for (i = idx1; i <= idx2; ++i)
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{
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int nsamp = n - GSL_MAX(i - H, 0); /* number of samples in this window */
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int j;
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(accum->init)(w->K, w->state);
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for (j = wsize - nsamp; j < wsize; ++j)
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(accum->insert)(w->work[j], w->state);
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/* yi = acc_get [ work(i:K-2) ] */
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(accum->get)(accum_params, result, w->state);
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gsl_vector_set(y, i, result[0]);
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if (z != NULL)
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gsl_vector_set(z, i, result[1]);
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}
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}
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else
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{
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for (i = idx1; i <= idx2; ++i)
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{
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if (i - H > 0)
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{
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/* delete oldest window sample as we move closer to edge */
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(accum->delete)(w->state);
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}
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/* yi = acc_get [ work(i:K-2) ] */
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(accum->get)(accum_params, result, w->state);
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gsl_vector_set(y, i, result[0]);
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if (z != NULL)
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gsl_vector_set(z, i, result[1]);
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}
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}
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}
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else
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{
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/* pad final windows and fill y(n-J:n-1) */
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for (i = 0; i < J; ++i)
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{
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int idx = n - J + i;
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(accum->insert)(xN, w->state);
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if (idx >= 0)
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{
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(accum->get)(accum_params, result, w->state);
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gsl_vector_set(y, idx, result[0]);
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if (z != NULL)
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gsl_vector_set(z, idx, result[1]);
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}
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}
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}
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return GSL_SUCCESS;
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}
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}
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/*
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gsl_movstat_apply()
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Apply user-defined moving window function to input vector
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Inputs: endtype - end point handling criteria
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F - user-defined function
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x - input vector, size n
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y - output vector, size n
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w - workspace
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*/
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int
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gsl_movstat_apply(const gsl_movstat_end_t endtype, const gsl_movstat_function * F,
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const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w)
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{
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int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_userfunc, (void *) F, y, NULL, w);
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return status;
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}
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