/* movstat/movqqr.c
*
* Compute moving q-quantile range
*
* 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>
#include <gsl/gsl_sort.h>
#include <gsl/gsl_statistics.h>
/*
gsl_movstat_qqr()
Apply a moving q-quantile range to an input vector
Inputs: endtype - how to handle end points
x - input vector, size n
q - quantile \in [0,0.5]
xqqr - (output) vector of q-quantile ranges of x, size n
xqqr_i = q-quantile range of i-th window:
w - workspace
*/
int
gsl_movstat_qqr(const gsl_movstat_end_t endtype, const gsl_vector * x, const double q,
gsl_vector * xqqr, gsl_movstat_workspace * w)
{
if (x->size != xqqr->size)
{
GSL_ERROR("x and xqqr vectors must have same length", GSL_EBADLEN);
}
else if (q < 0.0 || q > 0.5)
{
GSL_ERROR("q must be between 0 and 0.5", GSL_EDOM);
}
else
{
double qq = q;
int status = gsl_movstat_apply_accum(endtype, x, gsl_movstat_accum_qqr, (void *) &qq, xqqr, NULL, w);
return status;
}
}