/* movstat/madacc.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.
*/
/*
* This module contains routines for computing the median absolute deviation (MAD)
* of a moving fixed-sized window.
*/
#include <config.h>
#include <stdlib.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_movstat.h>
#include <gsl/gsl_statistics.h>
typedef double madacc_type_t;
typedef madacc_type_t ringbuf_type_t;
#include "ringbuf.c"
typedef struct
{
size_t n; /* window size */
const gsl_movstat_accum *medacc; /* median accumulator */
void *median_state; /* median accumulator workspace */
ringbuf *rbuf; /* ring buffer storing current window, size n */
madacc_type_t *work; /* workspace, size n */
} madacc_state_t;
static size_t madacc_size(const size_t n);
static int madacc_init(const size_t n, void * vstate);
static int madacc_insert(const madacc_type_t x, void * vstate);
static int madacc_delete(void * vstate);
static int madacc_medmad(void * params, madacc_type_t * result, const void * vstate);
static size_t
madacc_size(const size_t n)
{
size_t size = 0;
const gsl_movstat_accum * acc = gsl_movstat_accum_median;
size += sizeof(madacc_state_t);
size += (acc->size)(n); /* median accumulator */
size += ringbuf_size(n); /* rbuf */
size += n * sizeof(madacc_type_t); /* work */
return size;
}
static int
madacc_init(const size_t n, void * vstate)
{
madacc_state_t * state = (madacc_state_t *) vstate;
state->n = n;
state->medacc = gsl_movstat_accum_median;
state->median_state = (void *) ((unsigned char *) vstate + sizeof(madacc_state_t));
state->rbuf = (ringbuf *) ((unsigned char *) state->median_state + (state->medacc->size)(n));
state->work = (madacc_type_t *) ((unsigned char *) state->rbuf + ringbuf_size(n));
(state->medacc->init)(n, state->median_state);
ringbuf_init(n, state->rbuf);
return GSL_SUCCESS;
}
static int
madacc_insert(const madacc_type_t x, void * vstate)
{
madacc_state_t * state = (madacc_state_t *) vstate;
/* insert element into median accumulator */
(state->medacc->insert)(x, state->median_state);
/* insert element into ring buffer */
ringbuf_insert(x, state->rbuf);
return GSL_SUCCESS;
}
static int
madacc_delete(void * vstate)
{
madacc_state_t * state = (madacc_state_t *) vstate;
if (!ringbuf_is_empty(state->rbuf))
ringbuf_pop_back(state->rbuf);
return GSL_SUCCESS;
}
static int
madacc_medmad(void * params, madacc_type_t * result, const void * vstate)
{
const madacc_state_t * state = (const madacc_state_t *) vstate;
if (ringbuf_is_empty(state->rbuf))
{
GSL_ERROR("no samples yet added to workspace", GSL_EINVAL);
}
else
{
int status;
const double scale = *(double *) params;
const int n = ringbuf_n(state->rbuf);
int i;
double median, mad;
/* compute median of current window */
status = (state->medacc->get)(NULL, &median, state->median_state);
if (status)
return status;
/* compute current window absolute deviations from median */
for (i = 0; i < n; ++i)
{
double xi = state->rbuf->array[(state->rbuf->head + i) % state->rbuf->size];
state->work[i] = fabs(xi - median);
}
/* compute MAD of current window */
mad = gsl_stats_median(state->work, 1, n);
result[0] = median;
result[1] = scale * mad;
return GSL_SUCCESS;
}
}
static const gsl_movstat_accum mad_accum_type =
{
madacc_size,
madacc_init,
madacc_insert,
NULL, /*XXX*/
madacc_medmad
};
const gsl_movstat_accum *gsl_movstat_accum_mad = &mad_accum_type;