/* 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 #include #include #include #include /* 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); }