/* 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);
}