Blob Blame History Raw
/* movstat/alloc.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 <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_movstat.h>

/*
gsl_movstat_alloc()
  Allocate a workspace for moving window statistics.
The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: K - total samples in window (H = J = K / 2)

Return: pointer to workspace

Notes:
1) If K is even, it is rounded up to the next odd
*/

gsl_movstat_workspace *
gsl_movstat_alloc(const size_t K)
{
  const size_t H = K / 2;
  return gsl_movstat_alloc_with_size(0, H, H);
}
 
/*
gsl_movstat_alloc2()
  Allocate a workspace for moving window statistics.
The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: H - number of samples before current sample
        J - number of samples after current sample

Return: pointer to workspace
*/

gsl_movstat_workspace *
gsl_movstat_alloc2(const size_t H, const size_t J)
{
  return gsl_movstat_alloc_with_size(0, H, J);
}

/*
gsl_movstat_alloc_with_size()
  Allocate a workspace for moving window statistics with predefined workspace
size for accumulators. The window around sample x_i is defined as:

W_i^{H,J} = {x_{i-H},...,x_i,...x_{i+J}}

The total window size is:

K = H + J + 1

Inputs: accum_state_size - state size for accumulator (set to zero to use default value)
        H                - number of samples before current sample
        J                - number of samples after current sample

Return: pointer to workspace
*/

gsl_movstat_workspace *
gsl_movstat_alloc_with_size(const size_t accum_state_size, const size_t H, const size_t J)
{
  gsl_movstat_workspace *w;
  size_t state_size = accum_state_size;

  w = calloc(1, sizeof(gsl_movstat_workspace));
  if (w == 0)
    {
      GSL_ERROR_NULL ("failed to allocate space for workspace", GSL_ENOMEM);
    }

  w->H = H;
  w->J = J;
  w->K = H + J + 1;

  if (state_size == 0)
    {
      /*
       * determine maximum number of bytes needed for the various accumulators;
       * the accumulators will all share the same workspace
       */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_mad->size)(w->K));    /* MAD accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_mean->size)(w->K));   /* mean/variance/sd accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_min->size)(w->K));    /* min/max accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_sum->size)(w->K));    /* sum accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_median->size)(w->K)); /* median accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_Qn->size)(w->K));     /* Q_n accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_qqr->size)(w->K));    /* QQR accumulator */
      state_size = GSL_MAX(state_size, (gsl_movstat_accum_Sn->size)(w->K));     /* S_n accumulator */
    }

  w->state = malloc(state_size);
  if (w->state == 0)
    {
      gsl_movstat_free(w);
      GSL_ERROR_NULL ("failed to allocate space for accumulator state", GSL_ENOMEM);
    }

  w->work = malloc(w->K * sizeof(double));
  if (w->work == 0)
    {
      gsl_movstat_free(w);
      GSL_ERROR_NULL ("failed to allocate space for work", GSL_ENOMEM);
    }

  w->state_size = state_size;

  return w;
}

void
gsl_movstat_free(gsl_movstat_workspace * w)
{
  if (w->work)
    free(w->work);

  if (w->state)
    free(w->state);

  free(w);
}