/* movstat/gsl_movstat.h

 * 

 * 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.

 */

#ifndef __GSL_MOVSTAT_H__

#define __GSL_MOVSTAT_H__

#include <gsl/gsl_math.h>

#include <gsl/gsl_vector.h>

#undef __BEGIN_DECLS

#undef __END_DECLS

#ifdef __cplusplus

# define __BEGIN_DECLS extern "C" {

# define __END_DECLS }

#else

# define __BEGIN_DECLS /* empty */

# define __END_DECLS /* empty */

#endif

__BEGIN_DECLS

typedef enum

{

  GSL_MOVSTAT_END_PADZERO,

  GSL_MOVSTAT_END_PADVALUE,

  GSL_MOVSTAT_END_TRUNCATE

} gsl_movstat_end_t;

/* accumulator struct

 * size   - return number of bytes needed for accumulator with maximum of n elements

 * init   - initialize accumulator state

 * insert - insert a single sample into accumulator; if there are already n

 *          samples in accumulator, oldest sample is overwritten

 * delete - delete oldest sample from accumulator

 * get    - return accumulated value

 */

typedef struct

{

  size_t (*size) (const size_t n);

  int (*init) (const size_t n, void * vstate);

  int (*insert) (const double x, void * vstate);

  int (*delete) (void * vstate);

  int (*get) (void * params, double * result, const void * vstate);

} gsl_movstat_accum;

typedef struct

{

  double (* function) (const size_t n, double x[], void * params);

  void * params;

} gsl_movstat_function;

#define GSL_MOVSTAT_FN_EVAL(F,n,x) (*((F)->function))((n),(x),(F)->params)

/* workspace for moving window statistics */

typedef struct

{

  size_t H;          /* number of previous samples in window */

  size_t J;          /* number of after samples in window */

  size_t K;          /* window size K = H + J + 1 */

  double *work;      /* workspace, size K */

  void *state;       /* state workspace for various accumulators */

  size_t state_size; /* bytes allocated for 'state' */

} gsl_movstat_workspace;

/* alloc.c */

gsl_movstat_workspace *gsl_movstat_alloc(const size_t K);

gsl_movstat_workspace *gsl_movstat_alloc2(const size_t H, const size_t J);

gsl_movstat_workspace *gsl_movstat_alloc_with_size(const size_t accum_state_size, const size_t H, const size_t J);

void gsl_movstat_free(gsl_movstat_workspace * w);

/* apply.c */

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);

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);

/* fill.c */

size_t gsl_movstat_fill(const gsl_movstat_end_t endtype, const gsl_vector * x, const size_t idx,

                        const size_t H, const size_t J, double * window);

int gsl_movstat_mean(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_variance(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_sd(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_median(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_min(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_max(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

int gsl_movstat_minmax(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y_min, gsl_vector * y_max, gsl_movstat_workspace * w);

int gsl_movstat_mad0(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * xmedian,

                     gsl_vector * xmad, gsl_movstat_workspace * w);

int gsl_movstat_mad(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * xmedian,

                    gsl_vector * xmad, gsl_movstat_workspace * w);

int gsl_movstat_qqr(const gsl_movstat_end_t endtype, const gsl_vector * x, const double q,

                    gsl_vector * xqqr, gsl_movstat_workspace * w);

int gsl_movstat_Sn(const gsl_movstat_end_t endtype, const gsl_vector * x,

                   gsl_vector * xscale, gsl_movstat_workspace * w);

int gsl_movstat_Qn(const gsl_movstat_end_t endtype, const gsl_vector * x,

                   gsl_vector * xscale, gsl_movstat_workspace * w);

int gsl_movstat_sum(const gsl_movstat_end_t endtype, const gsl_vector * x, gsl_vector * y, gsl_movstat_workspace * w);

/* accumulator variables */

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_mad;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_max;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_mean;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_median;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_min;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_minmax;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_sd;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_Sn;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_sum;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_Qn;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_qqr;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_userfunc;

GSL_VAR const gsl_movstat_accum * gsl_movstat_accum_variance;

__END_DECLS

#endif /* __GSL_MOVSTAT_H__ */