/* movstat/apply.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>
/*
gsl_movstat_apply_accum()
Apply moving window statistic to input vector. This is a generalized
routine to handle window endpoints and apply a given accumulator to
the input vector.
Inputs: endtype - end point handling criteria
x - input vector, size n
accum - accumulator to apply moving window statistic
accum_params - parameters to pass to accumulator
y - output vector, size n
z - second output vector (i.e. minmax), size n; can be NULL
w - workspace
Notes:
1) It is allowed to have x = y for in-place moving statistics
*/
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)
{
if (x->size != y->size)
{
GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN);
}
else if (z != NULL && x->size != z->size)
{
GSL_ERROR("input and output vectors must have same length", GSL_EBADLEN);
}
else
{
const int n = (int) x->size;
const int H = w->H; /* number of samples to left of current sample */
const int J = w->J; /* number of samples to right of current sample */
int i;
double x1 = 0.0; /* pad values for data edges */
double xN = 0.0;
double result[2];
/* initialize accumulator */
(accum->init)(w->K, w->state);
/* pad initial window if necessary */
if (endtype != GSL_MOVSTAT_END_TRUNCATE)
{
if (endtype == GSL_MOVSTAT_END_PADZERO)
{
x1 = 0.0;
xN = 0.0;
}
else if (endtype == GSL_MOVSTAT_END_PADVALUE)
{
x1 = gsl_vector_get(x, 0);
xN = gsl_vector_get(x, n - 1);
}
/* pad initial windows with H values */
for (i = 0; i < H; ++i)
(accum->insert)(x1, w->state);
}
else if (accum->delete == NULL) /* FIXME XXX */
{
/* save last K - 1 samples of x for later (needed for in-place input/output) */
int idx1 = GSL_MAX(n - J - H, 0);
int idx2 = n - 1;
for (i = idx1; i <= idx2; ++i)
w->work[i - idx1] = gsl_vector_get(x, i);
}
/* process input vector and fill y(0:n - J - 1) */
for (i = 0; i < n; ++i)
{
double xi = gsl_vector_get(x, i);
int idx = i - J;
(accum->insert)(xi, w->state);
if (idx >= 0)
{
(accum->get)(accum_params, result, w->state);
gsl_vector_set(y, idx, result[0]);
if (z != NULL)
gsl_vector_set(z, idx, result[1]);
}
}
if (endtype == GSL_MOVSTAT_END_TRUNCATE)
{
/* need to fill y(n-J:n-1) using shrinking windows */
int idx1 = GSL_MAX(n - J, 0);
int idx2 = n - 1;
if (accum->delete == NULL)
{
int wsize = n - GSL_MAX(n - J - H, 0); /* size of work array */
for (i = idx1; i <= idx2; ++i)
{
int nsamp = n - GSL_MAX(i - H, 0); /* number of samples in this window */
int j;
(accum->init)(w->K, w->state);
for (j = wsize - nsamp; j < wsize; ++j)
(accum->insert)(w->work[j], w->state);
/* yi = acc_get [ work(i:K-2) ] */
(accum->get)(accum_params, result, w->state);
gsl_vector_set(y, i, result[0]);
if (z != NULL)
gsl_vector_set(z, i, result[1]);
}
}
else
{
for (i = idx1; i <= idx2; ++i)
{
if (i - H > 0)
{
/* delete oldest window sample as we move closer to edge */
(accum->delete)(w->state);
}
/* yi = acc_get [ work(i:K-2) ] */
(accum->get)(accum_params, result, w->state);
gsl_vector_set(y, i, result[0]);
if (z != NULL)
gsl_vector_set(z, i, result[1]);
}
}
}
else
{
/* pad final windows and fill y(n-J:n-1) */
for (i = 0; i < J; ++i)
{
int idx = n - J + i;
(accum->insert)(xN, w->state);
if (idx >= 0)
{
(accum->get)(accum_params, result, w->state);
gsl_vector_set(y, idx, result[0]);
if (z != NULL)
gsl_vector_set(z, idx, result[1]);
}
}
}
return GSL_SUCCESS;
}
}
/*
gsl_movstat_apply()
Apply user-defined moving window function to input vector
Inputs: endtype - end point handling criteria
F - user-defined function
x - input vector, size n
y - output vector, size n
w - workspace
*/
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)
{
int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_userfunc, (void *) F, y, NULL, w);
return status;
}