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#ifndef lint
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static const char RCSid[] = "$Id$";
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#endif
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#include <stdio.h>
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#include <stdlib.h>
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#include "fvect.h"
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#include "muc_randvar.h"
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int muc_rvar_init(struct muc_rvar* rv)
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{
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rv->n = 0;
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rv->w = 0.0;
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if (!(rv->samples = g3fl_create(1)))
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return 0;
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rv->sum = NULL;
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rv->sum_sqr = NULL;
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rv->min = NULL;
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rv->max = NULL;
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rv->save_samp = 1;
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return muc_rvar_set_dim(rv,1);
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}
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struct muc_rvar* muc_rvar_create()
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{
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struct muc_rvar* res;
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if (!(res = (struct muc_rvar*) malloc(sizeof(struct muc_rvar))))
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return NULL;
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if (!(muc_rvar_init(res))) {
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free(res);
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return NULL;
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}
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return res;
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}
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void muc_rvar_free(struct muc_rvar* rv)
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{
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free(rv->sum);
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free(rv->sum_sqr);
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free(rv->min);
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free(rv->max);
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g3fl_free(rv->samples);
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free(rv);
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}
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int muc_rvar_set_dim(struct muc_rvar* rv,int dim)
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{
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if (rv->n != 0) {
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fprintf(stderr,"muc_rvar_set_dim: variable not cleared\n");
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return 0;
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}
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if (!(rv->sum = realloc(rv->sum,dim*sizeof(double))))
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return 0;
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if (!(rv->sum_sqr = realloc(rv->sum_sqr,dim*sizeof(double))))
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return 0;
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if (!(rv->min = realloc(rv->min,dim*sizeof(double))))
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return 0;
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if (!(rv->max = realloc(rv->max,dim*sizeof(double))))
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return 0;
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rv->samples->comp_size = dim;
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muc_rvar_clear(rv);
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return 1;
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}
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void muc_rvar_clear(struct muc_rvar* rv)
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{
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int i;
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rv->samples->size=0;
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rv->w = 0.0;
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rv->n = 0;
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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rv->sum[i] = 0.0;
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rv->sum_sqr[i] = 0.0;
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rv->min[i] = FHUGE;
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rv->max[i] = -FHUGE;
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}
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}
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void muc_rvar_no_samples(struct muc_rvar* rv)
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{
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rv->samples->size = 0;
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rv->save_samp = 0;
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}
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int muc_rvar_store_sample(struct muc_rvar* rv, int on)
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{
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if (rv->n != 0) {
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fprintf(stderr,"muc_rvar_store_sample: clear samples first\n");
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return 0;
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}
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rv->save_samp = on;
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return 1;
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}
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int muc_rvar_add_sample(struct muc_rvar* rv,double* s)
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{
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return muc_rvar_add_weighted_sample(rv,1.0,s);
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}
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int muc_rvar_add_weighted_sample(struct muc_rvar* rv,double w,double* s)
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{
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int i;
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double val;
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if (rv->save_samp)
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if (!(g3fl_append(rv->samples,s)))
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return 0;
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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val = s[i]*w;
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rv->sum[i] += val;
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rv->sum_sqr[i] += s[i]*s[i]*w;
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if (rv->min[i] > val)
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rv->min[i] = val;
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if (rv->max[i] < val)
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rv->max[i] = val;
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}
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rv->w += w;
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rv->n++;
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return 1;
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}
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int muc_rvar_get_vx(struct muc_rvar* rv,double* vx)
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{
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int i;
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double ex,ex2;
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if (rv->w == 0.0) {
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return 0;
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}
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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ex = rv->sum[i]/rv->w;
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ex2 = rv->sum_sqr[i]/rv->w;
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vx[i] = ex2 - ex*ex;
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}
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return 1;
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}
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int muc_rvar_get_ex(struct muc_rvar* rv,double* ex)
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{
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int i;
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if (rv->w == 0.0) {
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return 0;
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}
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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ex[i] = rv->sum[i]/rv->w;
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}
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return 1;
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}
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int muc_rvar_get_sum(struct muc_rvar* rv,double* sum2)
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{
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int i;
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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sum2[i] = rv->sum[i];
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}
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return 1;
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}
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int muc_rvar_get_median(struct muc_rvar* rv, double* median)
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{
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double val;
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int i;
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if (!(rv->save_samp)) {
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fprintf(stderr,"muc_rvar_get_median: samples are not stored\n");
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return 0;
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}
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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g3fl_sort(rv->samples, i);
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val = g3fl_get(rv->samples, rv->n/2)[i];
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if (rv->n % 2 == 0) {
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val += g3fl_get(rv->samples,rv->n/2 - 1)[i];
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val /= 2.0;
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}
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median[i] = val;
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}
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return 1;
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}
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int muc_rvar_get_percentile(struct muc_rvar* rv, double* median, double percentile)
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{
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double val;
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int i;
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if (!(rv->save_samp)) {
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fprintf(stderr,"muc_rvar_get_median: samples are not stored\n");
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return 0;
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}
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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g3fl_sort(rv->samples, i);
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val = g3fl_get(rv->samples, rv->n*percentile)[i];
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if (rv->n % 1/percentile == 0) {
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val += g3fl_get(rv->samples,rv->n*percentile - 1)[i];
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val /= 2.0;
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}
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median[i] = val;
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}
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return 1;
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}
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int muc_rvar_get_bounding_box(struct muc_rvar* rv, double* bounds)
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{
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int i;
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if (rv->n == 0)
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return 0;
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for(i=0;i<muc_rvar_get_dim(rv);i++) {
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bounds[2*i] = rv->min[i];
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bounds[2*i + 1] = rv->max[i];
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}
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return 1;
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}
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