/* movstat/movmad.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 <math.h>

#include <gsl/gsl_math.h>

#include <gsl/gsl_errno.h>

#include <gsl/gsl_vector.h>

#include <gsl/gsl_movstat.h>

#include <gsl/gsl_sort.h>

#include <gsl/gsl_statistics.h>

/*

gsl_movstat_mad()

  Apply a moving MAD to an input vector (with scale factor to make an

unbiased estimate of sigma)

Inputs: endtype - how to handle end points

        x       - input vector, size n

        xmedian - (output) vector of median values of x, size n

                  xmedian_i = median of window centered on x_i

        xmad    - (output) vector of estimated standard deviations of x, size n

                  xmad_i = MAD of i-th window: 1.4826 * median(|x_i - xmedian_i|)

        w       - workspace

*/

int

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

                gsl_movstat_workspace * w)

{

  if (x->size != xmedian->size)

    {

      GSL_ERROR("x and xmedian vectors must have same length", GSL_EBADLEN);

    }

  else if (x->size != xmad->size)

    {

      GSL_ERROR("x and xmad vectors must have same length", GSL_EBADLEN);

    }

  else

    {

      double scale = 1.482602218505602;

      int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_mad, &scale, xmedian, xmad, w);

      return status;

    }

}

/*

gsl_movstat_mad0()

  Apply a moving MAD to an input vector (without scale factor to make an

unbiased estimate of sigma)

Inputs: endtype - how to handle end points

        x       - input vector, size n

        xmedian - (output) vector of median values of x, size n

                  xmedian_i = median of window centered on x_i

        xmad    - (output) vector of estimated standard deviations of x, size n

                  xmad_i = MAD of i-th window: median(|x_i - xmedian_i|)

        w       - workspace

*/

int

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

                 gsl_movstat_workspace * w)

{

  if (x->size != xmedian->size)

    {

      GSL_ERROR("x and xmedian vectors must have same length", GSL_EBADLEN);

    }

  else if (x->size != xmad->size)

    {

      GSL_ERROR("x and xmad vectors must have same length", GSL_EBADLEN);

    }

  else

    {

      double scale = 1.0;

      int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_mad, &scale, xmedian, xmad, w);

      return status;

    }

}