/* movstat/qqracc.c

 *

 * Moving window QQR accumulator

 * 

 * 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 <gsl/gsl_math.h>

#include <gsl/gsl_vector.h>

#include <gsl/gsl_errno.h>

#include <gsl/gsl_movstat.h>

#include <gsl/gsl_sort.h>

#include <gsl/gsl_statistics.h>

typedef double qqracc_type_t;

typedef qqracc_type_t ringbuf_type_t;

#include "ringbuf.c"

typedef struct

{

  qqracc_type_t *window; /* linear array for current window */

  ringbuf *rbuf;         /* ring buffer storing current window */

} qqracc_state_t;

static size_t

qqracc_size(const size_t n)

{

  size_t size = 0;

  size += sizeof(qqracc_state_t);

  size += n * sizeof(qqracc_type_t);

  size += ringbuf_size(n);

  return size;

}

static int

qqracc_init(const size_t n, void * vstate)

{

  qqracc_state_t * state = (qqracc_state_t *) vstate;

  state->window = (qqracc_type_t *) ((unsigned char *) vstate + sizeof(qqracc_state_t));

  state->rbuf = (ringbuf *) ((unsigned char *) state->window + n * sizeof(qqracc_type_t));

  ringbuf_init(n, state->rbuf);

  return GSL_SUCCESS;

}

static int

qqracc_insert(const qqracc_type_t x, void * vstate)

{

  qqracc_state_t * state = (qqracc_state_t *) vstate;

  /* add new element to ring buffer */

  ringbuf_insert(x, state->rbuf);

  return GSL_SUCCESS;

}

static int

qqracc_delete(void * vstate)

{

  qqracc_state_t * state = (qqracc_state_t *) vstate;

  if (!ringbuf_is_empty(state->rbuf))

    ringbuf_pop_back(state->rbuf);

  return GSL_SUCCESS;

}

/* FIXME XXX: this is inefficient - could be improved by maintaining a sorted ring buffer */

static int

qqracc_get(void * params, qqracc_type_t * result, const void * vstate)

{

  const qqracc_state_t * state = (const qqracc_state_t *) vstate;

  double q = *(double *) params;

  size_t n = ringbuf_copy(state->window, state->rbuf);

  double quant1, quant2;

  gsl_sort(state->window, 1, n);

  /* compute q-quantile and (1-q)-quantile */

  quant1 = gsl_stats_quantile_from_sorted_data(state->window, 1, n, q);

  quant2 = gsl_stats_quantile_from_sorted_data(state->window, 1, n, 1.0 - q);

  /* compute q-quantile range */

  *result = quant2 - quant1;

  return GSL_SUCCESS;

}

static const gsl_movstat_accum qqr_accum_type =

{

  qqracc_size,

  qqracc_init,

  qqracc_insert,

  qqracc_delete,

  qqracc_get

};

const gsl_movstat_accum *gsl_movstat_accum_qqr = &qqr_accum_type;