movstat.hpp

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/*
 * $Id$
 * Copyright (C) 2010, 2018, 2019, 2020 John D Lamb
 *
 * 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 2 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., 675 Mass Ave, Cambridge, MA 02139, USA.
 */
 
#ifndef CCGSL_MOVSTAT
#define CCGSL_MOVSTAT
 
#include<cmath>
#include<gsl/gsl_movstat.h>
#include"vector.hpp"
#include"movstat_function.hpp"
 
namespace gsl {
  namespace movstat {
    typedef gsl_movstat_end_t end_t;
    class workspace {
    public:
      workspace(){
    ccgsl_pointer = 0;
    count = 0; // initially nullptr will do
      }
      explicit workspace( size_t const K ){
    ccgsl_pointer = gsl_movstat_alloc( K );
    // just plausibly we could allocate workspace but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_movstat_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      workspace( size_t const H, size_t const J ){
    ccgsl_pointer = gsl_movstat_alloc2( H, J );
    // just plausibly we could allocate workspace but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_movstat_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }    
#ifndef DOXYGEN_SKIP
      workspace( size_t const accum_state_size,
         size_t const H,
         size_t const J ){
    ccgsl_pointer = gsl_movstat_alloc_with_size( accum_state_size, H, J );
    // just plausibly we could allocate workspace but not count
    try { count = new size_t; } catch( std::bad_alloc& e ){
      // try to tidy up before rethrowing
      gsl_movstat_free( ccgsl_pointer );
      throw e;
    }
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }    
#endif
      explicit workspace( gsl_movstat_workspace* v ){
    ccgsl_pointer = v;
    // just plausibly we could fail to allocate count: no further action needed.
    count = new size_t;
    *count = 1; // initially there is just one reference to ccgsl_pointer
      }
      // copy constructor
      workspace( workspace const& v ){ ccgsl_pointer = v.ccgsl_pointer;
    count = v.count; if( count != 0 ) ++*count; }
      // assignment operator
      workspace& operator=( workspace const& v ){
    // first, possibly delete anything pointed to by this
    if( count == 0 or --*count == 0 ){
      if( ccgsl_pointer != 0 ) gsl_movstat_free( ccgsl_pointer );
      delete count;
    } // Then copy
    ccgsl_pointer = v.ccgsl_pointer; count = v.count; if( count != 0 ) ++*count;
    return *this;
      }
      // destructor
      ~workspace(){
    if( count == 0 or --*count == 0 ){
      // could have allocated null pointer
      if( ccgsl_pointer != 0 ) gsl_movstat_free( ccgsl_pointer );
      delete count;
    }
      }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
      workspace( workspace&& v ) : ccgsl_pointer( v.ccgsl_pointer ), count( nullptr ){
    std::swap( count, v.count );
    v.ccgsl_pointer = nullptr;
      }
      workspace& operator=( workspace&& v ){
    workspace( std::move( v ) ).swap( *this );
    return *this;
      }
#endif
      // Refines equality comparable
      // == operator
      bool operator==( workspace const& v ) const { return ccgsl_pointer == v.ccgsl_pointer; }
      // != operator
      bool operator!=( workspace const& v ) const { return not operator==( v ); }
      // Refines forward container
      // Refines less than comparable
      // operator<
      bool operator<( workspace const& v ) const { return ccgsl_pointer < v.ccgsl_pointer; }
      // operator>
      bool operator>( workspace const& v ) const { return ccgsl_pointer > v.ccgsl_pointer; }
      // operator<=
      bool operator<=( workspace const& v ) const { return ccgsl_pointer <= v.ccgsl_pointer; }
      // operator>=
      bool operator>=( workspace const& v ) const { return ccgsl_pointer >= v.ccgsl_pointer; }
      bool empty() const { return ccgsl_pointer == 0; }
      // swap() --- should work even if sizes don't match
      void swap( workspace& v ){
    std::swap( ccgsl_pointer, v.ccgsl_pointer );
    std::swap( count, v.count );
      }
    private:
      gsl_movstat_workspace* ccgsl_pointer;
      size_t* count;
    public:
      // shared reference functions
      gsl_movstat_workspace* get() const { return ccgsl_pointer; }
      bool unique() const { return count != 0 and *count == 1; }
      size_t use_count() const { return count == 0 ? 0 : *count; }
#ifdef __GXX_EXPERIMENTAL_CXX0X__
      explicit
#endif
      operator bool() const { return ccgsl_pointer != 0; }
    public:
      // member functions
#ifndef DOXYGEN_SKIP
      int apply_accum( end_t const endtype, vector const& x,
               gsl_movstat_accum const* accum, void* accum_params,
               vector& y, vector& z ){
        return gsl_movstat_apply_accum( endtype, x.get(), accum, accum_params,
                        y.get(), z.get(), get() ); }
#endif
#ifndef DOXYGEN_SKIP
      int apply( end_t const endtype, gsl_movstat_function const* F,
         vector const& x, vector& y ){
    return gsl_movstat_apply( endtype, F, x.get(), y.get(), get() ); }
#endif 
      int apply( end_t const endtype, movstat::function const& F,
         vector const& x, vector& y ){
    return gsl_movstat_apply( endtype, &F, x.get(), y.get(), get() ); }
      int mean( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_mean( endtype, x.get(), y.get(), get() ); } 
      int variance( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_variance( endtype, x.get(), y.get(), get() ); } 
      int sd( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_sd( endtype, x.get(), y.get(), get() ); } 
      int median( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_median( endtype, x.get(), y.get(), get() ); }
      int min( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_min( endtype, x.get(), y.get(), get() ); } 
      int max( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_max( endtype, x.get(), y.get(), get() ); } 
      int minmax( end_t const endtype, vector const& x, vector& y_min,
          vector& y_max ){
    return gsl_movstat_minmax( endtype, x.get(), y_min.get(), y_max.get(), get() ); }
      int mad0( end_t const endtype, vector const& x, vector& xmedian,
        vector& xmad ){
    return gsl_movstat_mad0( endtype, x.get(), xmedian.get(), xmad.get(), get() ); } 
      int mad( end_t const endtype, vector const& x, vector& xmedian,
           vector& xmad ){
    return gsl_movstat_mad( endtype, x.get(), xmedian.get(), xmad.get(), get() ); } 
      int qqr( end_t const endtype, vector const& x, double const q,
           vector& xqqr ){
    return gsl_movstat_qqr( endtype, x.get(), q, xqqr.get(), get() ); }
      int Sn( end_t const endtype, vector const& x, vector& xscale ){
    return gsl_movstat_Sn( endtype, x.get(), xscale.get(), get() ); } 
      int Qn( end_t const endtype, vector const& x, vector& xscale ){
    return gsl_movstat_Qn( endtype, x.get(), xscale.get(), get() ); } 
      int sum( end_t const endtype, vector const& x, vector& y ){
    return gsl_movstat_sum( endtype, x.get(), y.get(), get() ); } 
    };
    enum {
      PADZERO = GSL_MOVSTAT_END_PADZERO,
      PADVALUE = GSL_MOVSTAT_END_PADVALUE,
      TRUNCATE = GSL_MOVSTAT_END_TRUNCATE
    };
#ifndef DOXYGEN_SKIP
    inline int apply_accum( movstat::end_t const endtype, vector const& x,
                gsl_movstat_accum const* accum, void* accum_params,
                vector& y, vector& z, workspace& w ){
      return gsl_movstat_apply_accum( endtype, x.get(), accum, accum_params,
                      y.get(), z.get(), w.get() ); }
    inline int apply( movstat::end_t const endtype, gsl_movstat_function const* F,
              vector const& x, vector& y, workspace& w ){
      return gsl_movstat_apply( endtype, F, x.get(), y.get(), w.get() ); }
#endif
    inline int apply( movstat::end_t const endtype, movstat::function const& F,
              vector const& x, vector& y, workspace& w ){
      return gsl_movstat_apply( endtype, &F, x.get(), y.get(), w.get() ); }
 
#ifndef DOXYGEN_SKIP
    inline size_t fill( movstat::end_t const endtype, vector const& x,
            size_t const idx, size_t const H, size_t const J, double* window ){
      return gsl_movstat_fill( endtype, x.get(), idx, H, J, window ); } 
#endif
    inline size_t fill( movstat::end_t const endtype, vector const& x,
            size_t const idx, size_t const H, size_t const J, gsl::vector& window ){
      if( window.size() != H + J + 1 )
    gsl_error( "window is not correct size", __FILE__, __LINE__, exception::GSL_EBADLEN );
      return gsl_movstat_fill( endtype, x.get(), idx, H, J, window.get()->data ); } 
    inline int mean( movstat::end_t const endtype, vector const& x, vector& y,
             workspace& w ){
      return gsl_movstat_mean( endtype, x.get(), y.get(), w.get() ); } 
    inline int variance( movstat::end_t const endtype, vector const& x, vector& y,
             workspace& w ){
      return gsl_movstat_variance( endtype, x.get(), y.get(), w.get() ); } 
    inline int sd( movstat::end_t const endtype, vector const& x, vector& y,
           workspace& w ){
      return gsl_movstat_sd( endtype, x.get(), y.get(), w.get() ); } 
    inline int median( movstat::end_t const endtype, vector const& x, vector& y,
               workspace& w ){
      return gsl_movstat_median( endtype, x.get(), y.get(), w.get() ); }
    inline int min( movstat::end_t const endtype, vector const& x, vector& y,
            workspace& w ){
      return gsl_movstat_min( endtype, x.get(), y.get(), w.get() ); } 
    inline int max( movstat::end_t const endtype, vector const& x, vector& y,
            workspace& w ){
      return gsl_movstat_max( endtype, x.get(), y.get(), w.get() ); } 
    inline int minmax( movstat::end_t const endtype, vector const& x, vector& y_min,
               vector& y_max, workspace& w ){
      return gsl_movstat_minmax( endtype, x.get(), y_min.get(), y_max.get(), w.get() ); }
    inline int mad0( movstat::end_t const endtype, vector const& x, vector& xmedian,
             vector& xmad, workspace& w ){
      return gsl_movstat_mad0( endtype, x.get(), xmedian.get(), xmad.get(), w.get() ); } 
    inline int mad( movstat::end_t const endtype, vector const& x, vector& xmedian,
            vector& xmad, workspace& w ){
      return gsl_movstat_mad( endtype, x.get(), xmedian.get(), xmad.get(), w.get() ); } 
    inline int qqr( movstat::end_t const endtype, vector const& x, double const q,
            vector& xqqr, workspace& w ){
      return gsl_movstat_qqr( endtype, x.get(), q, xqqr.get(), w.get() ); }
    inline int Sn( movstat::end_t const endtype, vector const& x, vector& xscale,
           workspace& w ){
      return gsl_movstat_Sn( endtype, x.get(), xscale.get(), w.get() ); } 
    inline int Qn( movstat::end_t const endtype, vector const& x, vector& xscale,
           workspace& w ){
      return gsl_movstat_Qn( endtype, x.get(), xscale.get(), w.get() ); } 
    inline int sum( movstat::end_t const endtype, vector const& x, vector& y,
            workspace& w ){
      return gsl_movstat_sum( endtype, x.get(), y.get(), w.get() ); } 
    
    namespace accum {
      inline gsl_movstat_accum const* mad(){ return gsl_movstat_accum_mad; }
      inline gsl_movstat_accum const* max(){ return gsl_movstat_accum_max; }
      inline gsl_movstat_accum const* mean(){ return gsl_movstat_accum_mean; }
      inline gsl_movstat_accum const* median(){ return gsl_movstat_accum_median; }
      inline gsl_movstat_accum const* min(){ return gsl_movstat_accum_min; }
      inline gsl_movstat_accum const* minmax(){ return gsl_movstat_accum_minmax; }
      inline gsl_movstat_accum const* sd(){ return gsl_movstat_accum_sd; }
      inline gsl_movstat_accum const* Sn(){ return gsl_movstat_accum_Sn; }
      inline gsl_movstat_accum const* sum(){ return gsl_movstat_accum_sum; }
      inline gsl_movstat_accum const* Qn(){ return gsl_movstat_accum_Qn; }
      inline gsl_movstat_accum const* qqr(){ return gsl_movstat_accum_qqr; }
#ifndef DOXYGEN_SKIP
      inline gsl_movstat_accum const* userfunc(){ return gsl_movstat_accum_userfunc; }
#endif
      inline gsl_movstat_accum const* variance(){ return gsl_movstat_accum_variance; }
    }
  }
}
 
#endif