1 |
greg |
2.1 |
#ifndef lint |
2 |
|
|
static const char RCSid[] = "$Id$"; |
3 |
|
|
#endif |
4 |
|
|
#include <stdio.h> |
5 |
|
|
#include <stdlib.h> |
6 |
|
|
|
7 |
|
|
#include "fvect.h" |
8 |
|
|
#include "muc_randvar.h" |
9 |
|
|
|
10 |
|
|
int muc_rvar_init(struct muc_rvar* rv) |
11 |
|
|
{ |
12 |
|
|
rv->n = 0; |
13 |
|
|
rv->w = 0.0; |
14 |
|
|
if (!(rv->samples = g3fl_create(1))) |
15 |
|
|
return 0; |
16 |
|
|
rv->sum = NULL; |
17 |
|
|
rv->sum_sqr = NULL; |
18 |
|
|
rv->min = NULL; |
19 |
|
|
rv->max = NULL; |
20 |
|
|
rv->save_samp = 1; |
21 |
|
|
return muc_rvar_set_dim(rv,1); |
22 |
|
|
} |
23 |
|
|
|
24 |
|
|
struct muc_rvar* muc_rvar_create() |
25 |
|
|
{ |
26 |
|
|
struct muc_rvar* res; |
27 |
|
|
|
28 |
|
|
if (!(res = (struct muc_rvar*) malloc(sizeof(struct muc_rvar)))) |
29 |
|
|
return NULL; |
30 |
|
|
if (!(muc_rvar_init(res))) { |
31 |
|
|
free(res); |
32 |
|
|
return NULL; |
33 |
|
|
} |
34 |
|
|
return res; |
35 |
|
|
} |
36 |
|
|
|
37 |
|
|
void muc_rvar_free(struct muc_rvar* rv) |
38 |
|
|
{ |
39 |
|
|
free(rv->sum); |
40 |
|
|
free(rv->sum_sqr); |
41 |
|
|
free(rv->min); |
42 |
|
|
free(rv->max); |
43 |
|
|
g3fl_free(rv->samples); |
44 |
|
|
free(rv); |
45 |
|
|
} |
46 |
|
|
|
47 |
|
|
int muc_rvar_set_dim(struct muc_rvar* rv,int dim) |
48 |
|
|
{ |
49 |
|
|
if (rv->n != 0) { |
50 |
|
|
fprintf(stderr,"muc_rvar_set_dim: variable not cleared\n"); |
51 |
|
|
return 0; |
52 |
|
|
} |
53 |
|
|
if (!(rv->sum = realloc(rv->sum,dim*sizeof(double)))) |
54 |
|
|
return 0; |
55 |
|
|
if (!(rv->sum_sqr = realloc(rv->sum_sqr,dim*sizeof(double)))) |
56 |
|
|
return 0; |
57 |
|
|
if (!(rv->min = realloc(rv->min,dim*sizeof(double)))) |
58 |
|
|
return 0; |
59 |
|
|
if (!(rv->max = realloc(rv->max,dim*sizeof(double)))) |
60 |
|
|
return 0; |
61 |
|
|
rv->samples->comp_size = dim; |
62 |
|
|
muc_rvar_clear(rv); |
63 |
|
|
return 1; |
64 |
|
|
} |
65 |
|
|
|
66 |
|
|
void muc_rvar_clear(struct muc_rvar* rv) |
67 |
|
|
{ |
68 |
|
|
int i; |
69 |
|
|
|
70 |
|
|
rv->samples->size=0; |
71 |
|
|
rv->w = 0.0; |
72 |
|
|
rv->n = 0; |
73 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
74 |
|
|
rv->sum[i] = 0.0; |
75 |
|
|
rv->sum_sqr[i] = 0.0; |
76 |
|
|
rv->min[i] = FHUGE; |
77 |
|
|
rv->max[i] = -FHUGE; |
78 |
|
|
} |
79 |
|
|
} |
80 |
|
|
|
81 |
|
|
void muc_rvar_no_samples(struct muc_rvar* rv) |
82 |
|
|
{ |
83 |
|
|
rv->samples->size = 0; |
84 |
|
|
rv->save_samp = 0; |
85 |
|
|
} |
86 |
|
|
|
87 |
|
|
int muc_rvar_store_sample(struct muc_rvar* rv, int on) |
88 |
|
|
{ |
89 |
|
|
if (rv->n != 0) { |
90 |
|
|
fprintf(stderr,"muc_rvar_store_sample: clear samples first\n"); |
91 |
|
|
return 0; |
92 |
|
|
} |
93 |
|
|
rv->save_samp = on; |
94 |
|
|
return 1; |
95 |
|
|
} |
96 |
|
|
|
97 |
|
|
int muc_rvar_add_sample(struct muc_rvar* rv,double* s) |
98 |
|
|
{ |
99 |
|
|
return muc_rvar_add_weighted_sample(rv,1.0,s); |
100 |
|
|
} |
101 |
|
|
|
102 |
|
|
int muc_rvar_add_weighted_sample(struct muc_rvar* rv,double w,double* s) |
103 |
|
|
{ |
104 |
|
|
int i; |
105 |
|
|
double val; |
106 |
|
|
|
107 |
|
|
if (rv->save_samp) |
108 |
|
|
if (!(g3fl_append(rv->samples,s))) |
109 |
|
|
return 0; |
110 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
111 |
|
|
val = s[i]*w; |
112 |
|
|
rv->sum[i] += val; |
113 |
|
|
rv->sum_sqr[i] += s[i]*s[i]*w; |
114 |
|
|
if (rv->min[i] > val) |
115 |
|
|
rv->min[i] = val; |
116 |
|
|
if (rv->max[i] < val) |
117 |
|
|
rv->max[i] = val; |
118 |
|
|
} |
119 |
|
|
rv->w += w; |
120 |
|
|
rv->n++; |
121 |
|
|
return 1; |
122 |
|
|
} |
123 |
|
|
|
124 |
|
|
int muc_rvar_get_vx(struct muc_rvar* rv,double* vx) |
125 |
|
|
{ |
126 |
|
|
int i; |
127 |
|
|
double ex,ex2; |
128 |
|
|
|
129 |
|
|
if (rv->w == 0.0) { |
130 |
|
|
return 0; |
131 |
|
|
} |
132 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
133 |
|
|
ex = rv->sum[i]/rv->w; |
134 |
|
|
ex2 = rv->sum_sqr[i]/rv->w; |
135 |
|
|
vx[i] = ex2 - ex*ex; |
136 |
|
|
} |
137 |
|
|
return 1; |
138 |
|
|
} |
139 |
|
|
|
140 |
|
|
int muc_rvar_get_ex(struct muc_rvar* rv,double* ex) |
141 |
|
|
{ |
142 |
|
|
int i; |
143 |
|
|
|
144 |
|
|
if (rv->w == 0.0) { |
145 |
|
|
return 0; |
146 |
|
|
} |
147 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
148 |
|
|
ex[i] = rv->sum[i]/rv->w; |
149 |
|
|
} |
150 |
|
|
return 1; |
151 |
|
|
} |
152 |
|
|
int muc_rvar_get_sum(struct muc_rvar* rv,double* sum2) |
153 |
|
|
{ |
154 |
|
|
int i; |
155 |
|
|
|
156 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
157 |
|
|
sum2[i] = rv->sum[i]; |
158 |
|
|
} |
159 |
|
|
return 1; |
160 |
|
|
} |
161 |
|
|
|
162 |
|
|
int muc_rvar_get_median(struct muc_rvar* rv, double* median) |
163 |
|
|
{ |
164 |
|
|
double val; |
165 |
|
|
int i; |
166 |
|
|
|
167 |
|
|
if (!(rv->save_samp)) { |
168 |
|
|
fprintf(stderr,"muc_rvar_get_median: samples are not stored\n"); |
169 |
|
|
return 0; |
170 |
|
|
} |
171 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
172 |
|
|
g3fl_sort(rv->samples, i); |
173 |
|
|
val = g3fl_get(rv->samples, rv->n/2)[i]; |
174 |
|
|
|
175 |
|
|
if (rv->n % 2 == 0) { |
176 |
|
|
val += g3fl_get(rv->samples,rv->n/2 - 1)[i]; |
177 |
|
|
val /= 2.0; |
178 |
|
|
} |
179 |
|
|
median[i] = val; |
180 |
|
|
} |
181 |
|
|
return 1; |
182 |
|
|
} |
183 |
|
|
int muc_rvar_get_percentile(struct muc_rvar* rv, double* median, double percentile) |
184 |
|
|
{ |
185 |
|
|
double val; |
186 |
|
|
int i; |
187 |
|
|
|
188 |
|
|
if (!(rv->save_samp)) { |
189 |
|
|
fprintf(stderr,"muc_rvar_get_median: samples are not stored\n"); |
190 |
|
|
return 0; |
191 |
|
|
} |
192 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
193 |
|
|
g3fl_sort(rv->samples, i); |
194 |
|
|
val = g3fl_get(rv->samples, rv->n*percentile)[i]; |
195 |
|
|
|
196 |
|
|
if (rv->n % 1/percentile == 0) { |
197 |
|
|
val += g3fl_get(rv->samples,rv->n*percentile - 1)[i]; |
198 |
|
|
val /= 2.0; |
199 |
|
|
} |
200 |
|
|
median[i] = val; |
201 |
|
|
} |
202 |
|
|
return 1; |
203 |
|
|
} |
204 |
|
|
|
205 |
|
|
int muc_rvar_get_bounding_box(struct muc_rvar* rv, double* bounds) |
206 |
|
|
{ |
207 |
|
|
int i; |
208 |
|
|
|
209 |
|
|
if (rv->n == 0) |
210 |
|
|
return 0; |
211 |
|
|
for(i=0;i<muc_rvar_get_dim(rv);i++) { |
212 |
|
|
bounds[2*i] = rv->min[i]; |
213 |
|
|
bounds[2*i + 1] = rv->max[i]; |
214 |
|
|
} |
215 |
|
|
return 1; |
216 |
|
|
} |
217 |
|
|
|