Merge branch 'release/3.3'

.gitignore

@@ -35,3 +35,7 @@ ci-scripts/local/*
 .idea/*
 CMakeLists.txt
 cmake-build-debug/*
+
+# VS Code Studio stuff
+.vscode
+*.code-workspace

Readme.md

@@ -55,6 +55,28 @@ in the `ci-scripts` directory where `<prefix>` is where you want LatAnalyze (and
 For a more customised installation, one first needs to generate the build system by running `./bootstrap.sh` in the root directory. Then the library can be built and installed through the usual GNU mantra `./configure <options> && make && make install`. Use `./configure --help` to obtain a list of possible options for `./configure`. Because Eigen expressions rely a lot on inlining and compiler optimisations it is strongly recommended to set the `CXXFLAGS` variable to `-O3 -march=native -mtune=native`.
 
 ## History
+#### v3.3
+Additions:
+* Sample plot CL utility.
+* Infinity as a math constant.
+* Option to dump bootstrap sequence while resampling.
+* FFT through the GSL.
+
+Changes:
+* GSL integrator accepts infinite bounds.
+* `latan-sample-combine` accepts mixes of `DSample` and `DMatSample`.
+* More general `latan-sample-element` command.
+
+#### v3.2.2
+Additions:
+* The math interpreter supports `inf` for infinity.
+
+Changes:
+* Vector version of `setUnidimData`.
+
+Fixes:
+* Variance matrix computation fix.
+
 #### v3.2.1
 Fix:
 * Wrong argument number check in `latan-resample`

ci-scripts/install-hdf5.sh

@@ -1,6 +1,6 @@
 #!/usr/bin/env bash
 
-NAME='hdf5-1.8.16'
+NAME='hdf5-1.10.1'
 
 if (( $# != 1 )); then
   echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
@@ -11,7 +11,7 @@ PREFIX=$1
 set -ex
 INITDIR=`pwd`
 cd local/build
-wget http://www.hdfgroup.org/ftp/HDF5/releases/${NAME}/src/${NAME}.tar.gz
+wget https://support.hdfgroup.org/ftp/HDF5/releases/hdf5-1.10/${NAME}/src/${NAME}.tar.gz
 tar -xzvf ${NAME}.tar.gz
 mkdir ${NAME}/build
 cd ${NAME}/build

configure.ac

@@ -2,7 +2,7 @@
 
 # Initialization
 AC_PREREQ([2.63])
-AC_INIT([LatAnalyze],[3.2.1-dev],[antonin.portelli@me.com],[LatAnalyze])
+AC_INIT([LatAnalyze],[3.3],[antonin.portelli@me.com],[LatAnalyze])
 AC_CONFIG_AUX_DIR([.buildutils])
 AC_CONFIG_SRCDIR([lib/Global.cpp])
 AC_CONFIG_SRCDIR([utils/sample_read.cpp])

lib/Dataset.hpp

@@ -47,6 +47,8 @@ public:
     // resampling
     Sample<T> bootstrapMean(const Index nSample, const SeedType seed);
     Sample<T> bootstrapMean(const Index nSample);
+    void      dumpBootstrapSeq(std::ostream &out, const Index nSample,
+                               const SeedType seed);
 private:
     // mean from pointer vector for resampling
     void ptVectorMean(T &m, const std::vector<const T *> &v);
@@ -114,6 +116,23 @@ Sample<T> Dataset<T>::bootstrapMean(const Index nSample)
     return bootstrapMean(nSample, rd());
 }
 
+template <typename T>
+void Dataset<T>::dumpBootstrapSeq(std::ostream &out, const Index nSample,
+                                  const SeedType seed)
+{
+    std::mt19937                         gen(seed);
+    std::uniform_int_distribution<Index> dis(0, this->size() - 1);
+
+    for (Index i = 0; i < nSample; ++i)
+    {
+        for (unsigned int j = 0; j < this->size(); ++j)
+        {
+            out << dis(gen) << " " << std::endl;
+        }
+        out << std::endl;
+    }
+}
+
 template <typename T>
 void Dataset<T>::ptVectorMean(T &m, const std::vector<const T *> &v)
 {

lib/FFT.hpp

@@ -0,0 +1,53 @@
+/*
+ * FFT.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2017 Antonin Portelli
+ *
+ * LatAnalyze 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.
+ *
+ * LatAnalyze 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 LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_FFT_hpp_
+#define Latan_FFT_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                             FFT abstract class                             *
+ ******************************************************************************/
+
+class FFT
+{
+public:
+    enum
+    {
+      Forward  = 0,
+      Backward = 1
+    };
+public:
+  // constructor
+  FFT(void) = default;
+  FFT(const Index size);
+  // destructor
+  virtual ~FFT(void) = default;
+  // size
+  virtual void resize(const Index size) = 0;
+  // FFT
+  virtual void operator()(CMat &x, const unsigned int dir = FFT::Forward) = 0;
+};
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_FFT_hpp_

lib/GslFFT.cpp

@@ -0,0 +1,89 @@
+/*
+ * GslFFT.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2017 Antonin Portelli
+ *
+ * LatAnalyze 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.
+ *
+ * LatAnalyze 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 LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/GslFFT.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                           GslFFT implementation                            *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+GslFFT::GslFFT(const Index size)
+{
+    resize(size);
+}
+
+// destructor //////////////////////////////////////////////////////////////////
+GslFFT::~GslFFT(void)
+{
+    clear();
+}
+
+// size ////////////////////////////////////////////////////////////////////////
+void GslFFT::resize(const Index size)
+{
+    if (size_ != size)
+    {
+        size_      = size;
+        wavetable_ = gsl_fft_complex_wavetable_alloc(size_);
+        workspace_ = gsl_fft_complex_workspace_alloc(size_);
+    }
+}
+
+// fft /////////////////////////////////////////////////////////////////////////
+void GslFFT::operator()(CMat &x, const unsigned int dir)
+{
+    if (x.size() != size_)
+    {
+        LATAN_ERROR(Size, "wrong input vector size");
+    }
+    else
+    {
+        switch (dir)
+        {
+            case FFT::Forward:
+                gsl_fft_complex_forward((double *)x.data(), 1, size_,
+                                        wavetable_, workspace_);
+                break;
+            case FFT::Backward:
+                gsl_fft_complex_backward((double *)x.data(), 1, size_,
+                                         wavetable_, workspace_);
+                break;
+            default:
+                LATAN_ERROR(Argument, "invalid FT direction");
+                break;
+        }
+    }
+}
+
+// destroy GSL objects /////////////////////////////////////////////////////////
+void GslFFT::clear(void)
+{
+    if (!wavetable_)
+    {
+        gsl_fft_complex_wavetable_free(wavetable_);
+    }
+    if (!workspace_)
+    {
+        gsl_fft_complex_workspace_free(workspace_);
+    }
+}

lib/GslFFT.hpp

@@ -0,0 +1,57 @@
+/*
+ * GslFFT.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2017 Antonin Portelli
+ *
+ * LatAnalyze 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.
+ *
+ * LatAnalyze 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 LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_GslFFT_hpp_
+#define Latan_GslFFT_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Mat.hpp>
+#include <LatAnalyze/FFT.hpp>
+#include <gsl/gsl_fft_complex.h>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                                 GSL FFT                                    *
+ ******************************************************************************/
+
+class GslFFT: public FFT
+{
+public:
+    // constructors
+    GslFFT(void) = default;
+    GslFFT(const Index size);
+    // destructor
+    virtual ~GslFFT(void);
+    // size
+    void resize(const Index size);
+    // fft
+    virtual void operator()(CMat &x, const unsigned int dir = FFT::Forward);
+private:
+    // destroy GSL objects
+    void clear(void);
+private:
+    Index                     size_{0};
+    gsl_fft_complex_wavetable *wavetable_{nullptr};
+    gsl_fft_complex_workspace *workspace_{nullptr};
+};
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_GslFFT_hpp_

lib/GslQagsIntegrator.cpp

@@ -19,6 +19,7 @@
 
 #include <LatAnalyze/GslQagsIntegrator.hpp>
 #include <LatAnalyze/includes.hpp>
+#include <LatAnalyze/Math.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -55,9 +56,26 @@ double GslQagsIntegrator::operator()(const DoubleFunction &f, const double xMin,
     
     gslF.function = fWrap;
     gslF.params   = reinterpret_cast<void *>(&const_cast<DoubleFunction &>(f));
-    
+    if ((xMin > -Math::inf) and (xMax < Math::inf))
-    gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_, workspace_,
+    {
-                         &result, &error_);
+        gsl_integration_qags(&gslF, xMin, xMax, 0.0, precision_, limit_,
+                             workspace_, &result, &error_);
+    }
+    else if (xMax < Math::inf)
+    {
+        gsl_integration_qagil(&gslF, xMax, 0.0, precision_, limit_,
+                              workspace_, &result, &error_);
+    }
+    else if (xMin > -Math::inf)
+    {
+        gsl_integration_qagiu(&gslF, xMin, 0.0, precision_, limit_,
+                              workspace_, &result, &error_);
+    }
+    else
+    {
+        gsl_integration_qagi(&gslF, 0.0, precision_, limit_,
+                             workspace_, &result, &error_);
+    }
     
     return result;
 }

lib/Makefile.am

@@ -31,6 +31,7 @@ libLatAnalyze_la_SOURCES = \
     FitInterface.cpp       \
     Function.cpp           \
     Global.cpp             \
+    GslFFT.cpp             \
     GslHybridRootFinder.cpp\
     GslMinimizer.cpp       \
     GslQagsIntegrator.cpp  \
@@ -59,10 +60,12 @@ libLatAnalyze_la_HEADERS = \
     Dataset.hpp            \
     Derivative.hpp         \
     Exceptions.hpp         \
+    FFT.hpp                \
     Function.hpp           \
     File.hpp               \
     FitInterface.hpp       \
     Global.hpp             \
+    GslFFT.hpp             \
     GslHybridRootFinder.hpp\
     GslMinimizer.hpp       \
     GslQagsIntegrator.hpp  \

lib/Math.hpp

@@ -72,8 +72,9 @@ namespace MATH_NAMESPACE
     DMat varToCorr(const DMat &var);
     
     // Constants
-    const double pi = 3.1415926535897932384626433832795028841970;
+    constexpr double pi  = 3.1415926535897932384626433832795028841970;
-    const double e  = 2.7182818284590452353602874713526624977572;
+    constexpr double e   = 2.7182818284590452353602874713526624977572;
+    constexpr double inf = std::numeric_limits<double>::infinity();
 }
 
 

lib/MathInterpreter.cpp

@@ -689,8 +689,8 @@ void MathInterpreter::compile(RunContext &context)
     {
         if (root_)
         {
-            context.addVariable("pi", Math::pi);
+            context.addVariable("pi",  Math::pi);
-            context.addVariable("inf", HUGE_VAL);
+            context.addVariable("inf", Math::inf);
             ADD_STDMATH_FUNCS(context);
             root_->compile(program_, context);
             for (unsigned int i = 0; i < program_.size(); ++i)

lib/TabFunction.cpp

@@ -29,18 +29,11 @@ using namespace Latan;
 // constructors ////////////////////////////////////////////////////////////////
 TabFunction::TabFunction(const DVec &x, const DVec &y,
                          const InterpType interpType)
-: interpType_(interpType)
 {
     setData(x, y);
+    setInterpolationType(interpType);
 }
 
-//TabFunction::TabFunction(const XYStatData &data, const Index i, const Index j,
-//                         const InterpType interpType)
-//: interpType_(interpType)
-//{
-//    setData(data, i, j);
-//}
-
 // access //////////////////////////////////////////////////////////////////////
 void TabFunction::setData(const DVec &x, const DVec &y)
 {
@@ -54,10 +47,10 @@ void TabFunction::setData(const DVec &x, const DVec &y)
     }
 }
 
-//void TabFunction::setData(const XYStatData &data, const Index i, const Index j)
+void TabFunction::setInterpolationType(const InterpType interpType)
-//{
+{
-//    setData(data.x(i), data.y(j));
+    interpType_ = interpType;
-//}
+}
 
 // function call ///////////////////////////////////////////////////////////////
 double TabFunction::operator()(const double *arg) const
@@ -154,12 +147,6 @@ DoubleFunction Latan::interpolate(const DVec &x, const DVec &y,
     return TabFunction(x, y, interpType).makeFunction();
 }
 
-//DoubleFunction Latan::interpolate(const XYStatData &data, const Index i,
-//                                  const Index j, const InterpType interpType)
-//{
-//    return TabFunction(data, i, j, interpType).makeFunction();
-//}
-
 map<double, double>::const_iterator TabFunction::nearest(const double x) const
 {
     map<double, double>::const_iterator ret;

lib/TabFunction.hpp

@@ -45,13 +45,11 @@ public:
     TabFunction(void) = default;
     TabFunction(const DVec &x, const DVec &y,
                 const InterpType interpType = InterpType::LINEAR);
-    //TabFunction(const XYStatData &data, const Index i = 0, const Index j = 0,
-    //            const InterpType interpType = InterpType::LINEAR);
     // destructor
     virtual ~TabFunction(void) = default;
     // access
     void setData(const DVec &x, const DVec &y);
-    // void setData(const XYStatData &data, const Index i = 0, const Index j = 0);
+    void setInterpolationType(const InterpType interpType);
     // function call
     double operator()(const double *arg) const;
     // factory
@@ -65,9 +63,6 @@ private:
 
 DoubleFunction interpolate(const DVec &x, const DVec &y,
                            const InterpType interpType = InterpType::LINEAR);
-//DoubleFunction interpolate(const XYStatData &data, const Index i = 0,
-//                           const Index j = 0,
-//                           const InterpType interpType = InterpType::LINEAR);
 
 END_LATAN_NAMESPACE
 

utils/Makefile.am

@@ -10,6 +10,8 @@ bin_PROGRAMS =            \
     latan-sample-combine  \
     latan-sample-element  \
     latan-sample-fake     \
+    latan-sample-ft       \
+    latan-sample-plot     \
     latan-sample-plot-corr\
     latan-sample-read     \
     latan-resample
@@ -26,10 +28,18 @@ latan_sample_fake_SOURCES  = sample-fake.cpp
 latan_sample_fake_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_fake_LDFLAGS  = -L../lib/.libs -lLatAnalyze
 
+latan_sample_ft_SOURCES  = sample-ft.cpp
+latan_sample_ft_CXXFLAGS = $(COM_CXXFLAGS)
+latan_sample_ft_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+
 latan_sample_plot_corr_SOURCES  = sample-plot-corr.cpp
 latan_sample_plot_corr_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_plot_corr_LDFLAGS  = -L../lib/.libs -lLatAnalyze
 
+latan_sample_plot_SOURCES  = sample-plot.cpp
+latan_sample_plot_CXXFLAGS = $(COM_CXXFLAGS)
+latan_sample_plot_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+
 latan_sample_read_SOURCES  = sample-read.cpp
 latan_sample_read_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_read_LDFLAGS  = -L../lib/.libs -lLatAnalyze

utils/resample.cpp

@@ -39,7 +39,7 @@ int main(int argc, char *argv[])
 {
     // argument parsing ////////////////////////////////////////////////////////
     OptParser     opt;
-    bool          parsed;
+    bool          parsed, dumpBoot;
     random_device rd;
     SeedType      seed = rd();
     string        manFileName, nameFileName, outDirName;
@@ -56,6 +56,8 @@ int main(int argc, char *argv[])
                   "output directory", ".");
     opt.addOption("f", "format"    , OptParser::OptType::value,   true,
                   "output file format", DEF_FMT);
+    opt.addOption("d", "dump-boot" , OptParser::OptType::trigger, true,
+                  "dump bootstrap sequence");
     opt.addOption("" , "help"      , OptParser::OptType::trigger, true,
                   "show this help message and exit");
     parsed = opt.parse(argc, argv);
@@ -75,6 +77,7 @@ int main(int argc, char *argv[])
     }
     ext          = opt.optionValue("f");
     outDirName   = opt.optionValue("o");
+    dumpBoot     = opt.gotOption("d");
     manFileName  = opt.getArgs()[0];
     nameFileName = opt.getArgs()[1];
     
@@ -124,6 +127,15 @@ int main(int argc, char *argv[])
         
         cout << '\r' << ProgressBar(i + 1, name.size());
         data[name[i]].bin(binSize);
+        if ((i == 0) and dumpBoot)
+        {
+            ofstream file(outDirName + "/" + manFileName + ".bootseq");
+
+            file << "# bootstrap sequences" << endl;
+            file << "# manifest file: " << manFileName << endl;
+            file << "#      bin size: " << binSize << endl;
+            data[name[i]].dumpBootstrapSeq(file, nSample, seed);
+        }
         s = data[name[i]].bootstrapMean(nSample, seed);
         Io::save<DMatSample>(s, outDirName + "/" + outFileName,
                              File::Mode::write, outFileName);

utils/sample-combine.cpp

@@ -25,14 +25,21 @@ using namespace std;
 using namespace Latan;
 
 template <typename T>
-static void loadAndCheck(vector<T> &sample, const vector<string> &fileName)
+static void loadAndCheck(vector<T> &sample __dumb,
+                         const vector<string> &fileName __dumb)
 {
-    const unsigned int n = sample.size();
+    abort();
+}
+
+template <>
+void loadAndCheck(vector<DSample> &sample, const vector<string> &fileName)
+{
+    const unsigned int n = static_cast<unsigned int>(sample.size());
     Index              nSample = 0;
     
     for (unsigned int i = 0; i < n; ++i)
     {
-        sample[i] = Io::load<T>(fileName[i]);
+        sample[i] = Io::load<DSample>(fileName[i]);
         if (i == 0)
         {
             nSample = sample[i].size();
@@ -46,6 +53,62 @@ static void loadAndCheck(vector<T> &sample, const vector<string> &fileName)
     }
 }
 
+template <>
+void loadAndCheck(vector<DMatSample> &sample, const vector<string> &fileName)
+{
+    const unsigned int n = static_cast<unsigned int>(sample.size());
+    Index              nSample = 0;
+    set<unsigned int>  failed;
+    bool               gotSize = false;
+    Index              nRow = 0, nCol = 0;
+    
+    for (unsigned int i = 0; i < n; ++i)
+    {
+        try
+        {
+            sample[i] = Io::load<DMatSample>(fileName[i]);
+            if (!gotSize)
+            {
+                nSample = sample[i].size();
+                nRow    = sample[i][central].rows();
+                nCol    = sample[i][central].cols();
+                gotSize = true;
+            }
+        }
+        catch (Exceptions::Definition)
+        {
+            failed.insert(i);
+        }
+    }
+    for (unsigned int i: failed)
+    {
+        DSample buf;
+        
+        buf = Io::load<DSample>(fileName[i]);
+        sample[i].resize(nSample);
+        FOR_STAT_ARRAY(sample[i], s)
+        {
+            sample[i][s] = DMat::Constant(nRow, nCol, buf[s]);
+        }
+    }
+    for (unsigned int i = 0; i < n; ++i)
+    {
+        if (sample[i].size() != nSample)
+        {
+            cerr << "error: number of sample mismatch (between '";
+            cerr << fileName[0] << "' and '" << fileName[i] << "')" << endl;
+            abort();
+        }
+        if ((sample[i][central].rows() != nRow) and
+            (sample[i][central].cols() != nCol))
+        {
+            cerr << "error: matrix size mismatch (between '";
+            cerr << fileName[0] << "' and '" << fileName[i] << "')" << endl;
+            abort();
+        }
+    }
+}
+
 template <typename T>
 static void combine(const string &outFileName __dumb,
                     const vector<T> &sample __dumb, const string &code __dumb)
@@ -57,7 +120,7 @@ template <>
 void combine(const string &outFileName, const vector<DSample> &sample,
              const string &code)
 {
-    const unsigned int n = sample.size();
+    const unsigned int n = static_cast<unsigned int>(sample.size());
     DoubleFunction     f = compile(code, n);
     DSample            result(sample[0]);
     DVec               buf(n);
@@ -87,7 +150,7 @@ template <>
 void combine(const string &outFileName, const vector<DMatSample> &sample,
              const string &code)
 {
-    const unsigned int n = sample.size();
+    const unsigned int n = static_cast<unsigned int>(sample.size());
     DoubleFunction     f = compile(code, n);
     DVec               buf(n);
     DMatSample         result(sample[0]);

utils/sample-element.cpp

@@ -1,39 +1,103 @@
-#include <iostream>
+/*
-#include <string>
+ * sample-element.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 Antonin Portelli, Matt Spraggs
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
 
+#include <LatCore/OptParser.hpp>
 #include <LatAnalyze/Io.hpp>
 #include <LatAnalyze/MatSample.hpp>
 
+using namespace std;
+using namespace Latan;
 
 int main(int argc, char* argv[])
 {
-    using namespace std;
+    // argument parsing ////////////////////////////////////////////////////////
-    using namespace Latan;
+    OptParser opt;
-
+    bool      parsed;
-    if (argc != 4 and argc != 5) {
+    string    inFilename, outFilename;
-        cout << "Usage: " << argv[0] << " <input filename> <row> <column> ";
+    Index     r, c, nr, nc;
-        cout << "[output filename]" << endl;
+    
-        return -1;
+    opt.addOption("r", "row",    OptParser::OptType::value  , false,
+                  "row");
+    opt.addOption("c", "col",    OptParser::OptType::value  , false,
+                  "column");
+    opt.addOption("" , "nrow",   OptParser::OptType::value  , true,
+                  "number of rows (default: 1)", "1");
+    opt.addOption("" , "ncol",   OptParser::OptType::value  , true,
+                  "number of columns (default: 1)", "1");
+    opt.addOption("o", "output", OptParser::OptType::value  , true,
+                  "output file name (default: result not saved)", "");
+    opt.addOption("" , "help"  , OptParser::OptType::trigger, true,
+                  "show this help message and exit");
+    parsed = opt.parse(argc, argv);
+    if (!parsed or (opt.getArgs().size() != 1) or opt.gotOption("help"))
+    {
+        cerr << "usage: " << argv[0];
+        cerr << " <options> <input file>" << endl;
+        cerr << endl << "Possible options:" << endl << opt << endl;
+        
+        return EXIT_FAILURE;
     }
-
+    inFilename  = opt.getArgs()[0];
-    string inFileName = argv[1];
+    outFilename = opt.optionValue("o");
-    auto row = strTo<Index>(argv[2]);
+    r           = opt.optionValue<Index>("r");
-    auto col = strTo<Index>(argv[3]);
+    c           = opt.optionValue<Index>("c");
-    string outFileName = (argc == 5) ? argv[4] : "";
+    nr          = opt.optionValue<Index>("nrow");
-
+    nc          = opt.optionValue<Index>("ncol");
-    auto inputData = Io::load<DMatSample>(inFileName);
+    
-    cout << scientific;
+    // Data extraction /////////////////////////////////////////////////////////
-    cout << "central value:\n" << inputData[central](row, col) << endl;
+    auto inputData = Io::load<DMatSample>(inFilename);
-    cout << "standard deviation:\n";
+    
-    cout << inputData.variance().cwiseSqrt()(row, col) << endl;
+    if ((nr == 1) and (nc == 1))
-
-    if (not outFileName.empty())
     {
         DSample outputData(inputData.size());
-        FOR_STAT_ARRAY(inputData, s) {
+        
-            outputData[s] = inputData[s](row, col);
+        FOR_STAT_ARRAY(inputData, s)
+        {
+            outputData[s] = inputData[s](r, c);
+        }
+        
+        cout << scientific;
+        cout << "central value:\n" << outputData[central] << endl;
+        cout << "standard deviation:\n";
+        cout << sqrt(outputData.variance()) << endl;
+        if (not outFilename.empty())
+        {
+            Io::save(outputData, outFilename);
         }
-
-        Io::save(outputData, outFileName);
     }
+    else
+    {
+        DMatSample outputData(inputData.size(), nr, nc);
+        
+        FOR_STAT_ARRAY(inputData, s)
+        {
+            outputData[s] = inputData[s].block(r, c, nr, nc);
+        }
+        cout << scientific;
+        cout << "central value:\n" << outputData[central] << endl;
+        cout << "standard deviation:\n";
+        cout << outputData.variance().cwiseSqrt() << endl;
+        if (not outFilename.empty())
+        {
+            Io::save(outputData, outFilename);
+        }
+    }
+
+    return EXIT_SUCCESS;
 }

utils/sample-ft.cpp

@@ -0,0 +1,94 @@
+/*
+ * sample-ft.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 Antonin Portelli
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatCore/OptParser.hpp>
+#include <LatAnalyze/GslFFT.hpp>
+#include <LatAnalyze/Io.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(int argc, char *argv[])
+{
+    // argument parsing ////////////////////////////////////////////////////////
+    OptParser    opt;
+    bool         parsed;
+    string       inFilename, outFilename;
+    unsigned int dir = FFT::Forward;
+    
+    opt.addOption("o", "output", OptParser::OptType::value  , true,
+                  "output file name (default: result not saved)", "");
+    opt.addOption("b", "backward", OptParser::OptType::trigger, true,
+                  "backward Fourier transform (forward by default)");
+    opt.addOption("" , "help"  , OptParser::OptType::trigger, true,
+                  "show this help message and exit");
+    parsed = opt.parse(argc, argv);
+    if (!parsed or (opt.getArgs().size() != 1) or opt.gotOption("help"))
+    {
+        cerr << "usage: " << argv[0];
+        cerr << " <options> <input file>" << endl;
+        cerr << endl << "Possible options:" << endl << opt << endl;
+        
+        return EXIT_FAILURE;
+    }
+    inFilename  = opt.getArgs()[0];
+    outFilename = opt.optionValue("o");
+    if (opt.gotOption("b"))
+    {
+        dir = FFT::Backward;
+    }
+    
+    // Fourier transform ///////////////////////////////////////////////////////
+    DMatSample in          = Io::load<DMatSample>(inFilename);
+    Index      nSample     = in.size(), l = in[central].rows();
+    bool       isInComplex = (in[central].cols() > 1);
+    CMatSample res(nSample, l, 1);
+    DMatSample out(nSample, l, 2);
+    GslFFT     ft(l);
+    
+    cout << "-- computing Fourier transform..." << endl;
+    FOR_STAT_ARRAY(in, s)
+    {
+        res[s].real() = in[s].col(0);
+        if (isInComplex)
+        {
+            res[s].imag() = in[s].col(1);
+        }
+        else
+        {
+            res[s].imag() = DVec::Constant(l, 0.);
+        }
+        ft(res[s], dir);
+        out[s].col(0) = res[s].real();
+        out[s].col(1) = res[s].imag();
+    }
+    
+    // output /////////////////////////////////////////////////////////////////
+    cout << scientific;
+    cout << "central value:\n"      << out[central];
+    cout << endl;
+    cout << "standard deviation:\n" << out.variance().cwiseSqrt();
+    cout << endl;
+    if (!outFilename.empty())
+    {
+        Io::save<DMatSample>(out, outFilename);
+    }
+    
+    return EXIT_SUCCESS;
+}

utils/sample-plot.cpp

@@ -0,0 +1,51 @@
+/*
+ * sample-plot.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 Antonin Portelli
+ *
+ * LatAnalyze 3 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.
+ *
+ * LatAnalyze 3 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 LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Io.hpp>
+#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Plot.hpp>
+
+using namespace std;
+using namespace Latan;
+using namespace Math;
+
+int main(int argc, char *argv[])
+{
+    string xFileName, yFileName;
+    
+    if (argc != 3)
+    {
+        cerr << "usage: " << argv[0] << " <x sample> <y sample>" << endl;
+        
+        return EXIT_FAILURE;
+    }
+    xFileName = argv[1];
+    yFileName = argv[2];
+    
+    Plot p;
+    DMatSample x, y;
+    
+    x = Io::load<DMatSample>(xFileName);
+    y = Io::load<DMatSample>(yFileName);
+    
+    p << PlotData(x, y);
+    p.display();
+    
+    return EXIT_SUCCESS;
+}