/* movstat/movqqr.c

 *

 * Compute moving q-quantile range

 * 

 * 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_qqr()

  Apply a moving q-quantile range to an input vector

Inputs: endtype - how to handle end points

        x       - input vector, size n

        q       - quantile \in [0,0.5]

        xqqr    - (output) vector of q-quantile ranges of x, size n

                  xqqr_i = q-quantile range of i-th window:

        w       - workspace

*/

int

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

                gsl_vector * xqqr, gsl_movstat_workspace * w)

{

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

    {

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

    }

  else if (q < 0.0 || q > 0.5)

    {

      GSL_ERROR("q must be between 0 and 0.5", GSL_EDOM);

    }

  else

    {

      double qq = q;

      int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_qqr, (void *) &qq, xqqr, NULL, w);

      return status;

    }

}