/* movstat/qqracc.c
*
* Moving window QQR accumulator
*
* 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 <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_movstat.h>
#include <gsl/gsl_sort.h>
#include <gsl/gsl_statistics.h>
typedef double qqracc_type_t;
typedef qqracc_type_t ringbuf_type_t;
#include "ringbuf.c"
typedef struct
{
qqracc_type_t *window; /* linear array for current window */
ringbuf *rbuf; /* ring buffer storing current window */
} qqracc_state_t;
static size_t
qqracc_size(const size_t n)
{
size_t size = 0;
size += sizeof(qqracc_state_t);
size += n * sizeof(qqracc_type_t);
size += ringbuf_size(n);
return size;
}
static int
qqracc_init(const size_t n, void * vstate)
{
qqracc_state_t * state = (qqracc_state_t *) vstate;
state->window = (qqracc_type_t *) ((unsigned char *) vstate + sizeof(qqracc_state_t));
state->rbuf = (ringbuf *) ((unsigned char *) state->window + n * sizeof(qqracc_type_t));
ringbuf_init(n, state->rbuf);
return GSL_SUCCESS;
}
static int
qqracc_insert(const qqracc_type_t x, void * vstate)
{
qqracc_state_t * state = (qqracc_state_t *) vstate;
/* add new element to ring buffer */
ringbuf_insert(x, state->rbuf);
return GSL_SUCCESS;
}
static int
qqracc_delete(void * vstate)
{
qqracc_state_t * state = (qqracc_state_t *) vstate;
if (!ringbuf_is_empty(state->rbuf))
ringbuf_pop_back(state->rbuf);
return GSL_SUCCESS;
}
/* FIXME XXX: this is inefficient - could be improved by maintaining a sorted ring buffer */
static int
qqracc_get(void * params, qqracc_type_t * result, const void * vstate)
{
const qqracc_state_t * state = (const qqracc_state_t *) vstate;
double q = *(double *) params;
size_t n = ringbuf_copy(state->window, state->rbuf);
double quant1, quant2;
gsl_sort(state->window, 1, n);
/* compute q-quantile and (1-q)-quantile */
quant1 = gsl_stats_quantile_from_sorted_data(state->window, 1, n, q);
quant2 = gsl_stats_quantile_from_sorted_data(state->window, 1, n, 1.0 - q);
/* compute q-quantile range */
*result = quant2 - quant1;
return GSL_SUCCESS;
}
static const gsl_movstat_accum qqr_accum_type =
{
qqracc_size,
qqracc_init,
qqracc_insert,
qqracc_delete,
qqracc_get
};
const gsl_movstat_accum *gsl_movstat_accum_qqr = &qqr_accum_type;