/* * StatArray.hpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2014 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 . */ #ifndef Latan_StatArray_hpp_ #define Latan_StatArray_hpp_ #include #include #include #define FOR_STAT_ARRAY(ar, i) \ for (Latan::Index i = -(ar).offset; i < (ar).size(); ++i) BEGIN_NAMESPACE /****************************************************************************** * Array class with statistics * ******************************************************************************/ template class StatArray: public Array { private: typedef Array Base; public: // constructors StatArray(void); explicit StatArray(const Index size); EIGEN_EXPR_CTOR(StatArray, unique_arg(StatArray), Base, ArrayBase) // destructor virtual ~StatArray(void) = default; // access Index size(void) const; void resize(const Index size); // operators T & operator[](const Index s); const T & operator[](const Index s) const; // statistics void bin(Index binSize); T mean(const Index pos = 0, const Index n = -1) const; T mean(void) const; T covariance(const StatArray &array, const Index pos = 0, const Index n = -1) const; T covarianceMatrix(const StatArray &array, const Index pos = 0, const Index n = -1) const; T variance(const Index pos = 0, const Index n = -1) const; T varianceMatrix(const Index pos = 0, const Index n = -1) const; public: static const Index offset = os; }; // reduction operations namespace ReducOp { // general templates template inline T prod(const T &a, const T &b); template inline T tensProd(const T &v1, const T &v2); template inline T sum(const T &a, const T &b); // matrix specializations template <> inline DMat prod(const DMat &a, const DMat &b); template <> inline DMat tensProd(const DMat &v1, const DMat &v2); } // Sample types #define SAMPLE_OFFSET 1 const int central = -SAMPLE_OFFSET; template using Sample = StatArray; typedef Sample DSample; /****************************************************************************** * StatArray class template implementation * ******************************************************************************/ // constructors //////////////////////////////////////////////////////////////// template StatArray::StatArray(void) : Base(static_cast(os)) {} template StatArray::StatArray(const Index size) : Base(static_cast(size + os)) {} // access ////////////////////////////////////////////////////////////////////// template Index StatArray::size(void) const { return Base::size() - os; } template void StatArray::resize(const Index size) { Base::resize(size + os); } // operators /////////////////////////////////////////////////////////////////// template T & StatArray::operator[](const Index s) { return Base::operator[](s + os); } template const T & StatArray::operator[](const Index s) const { return Base::operator[](s + os); } // statistics ////////////////////////////////////////////////////////////////// template void StatArray::bin(Index binSize) { Index q = size()/binSize, r = size()%binSize; for (Index i = 0; i < q; ++i) { (*this)[i] = mean(i*binSize, binSize); } if (r != 0) { (*this)[q] = mean(q*binSize, r); this->conservativeResize(os + q + 1); } else { this->conservativeResize(os + q); } } template T StatArray::mean(const Index pos, const Index n) const { T result; const Index m = (n >= 0) ? n : size(); if (m) { result = this->segment(pos+os, m).redux(&ReducOp::sum); } return result/static_cast(n); } template T StatArray::covariance(const StatArray &array, const Index pos, const Index n) const { T s1, s2, prs, res; const Index m = (n >= 0) ? n : size(); if (m) { auto arraySeg = array.segment(pos+os, m); auto thisSeg = this->segment(pos+os, m); s1 = thisSeg.redux(&ReducOp::sum); s2 = arraySeg.redux(&ReducOp::sum); prs = thisSeg.binaryExpr(arraySeg, &ReducOp::prod) .redux(&ReducOp::sum); res = prs - ReducOp::prod(s1, s2)/static_cast(m); } return res/static_cast(m - 1); } template T StatArray::covarianceMatrix(const StatArray &array, const Index pos, const Index n) const { T s1, s2, prs, res; const Index m = (n >= 0) ? n : size(); if (m) { auto arraySeg = array.segment(pos+os, m); auto thisSeg = this->segment(pos+os, m); s1 = thisSeg.redux(&ReducOp::sum); s2 = arraySeg.redux(&ReducOp::sum); prs = thisSeg.binaryExpr(arraySeg, &ReducOp::tensProd) .redux(&ReducOp::sum); res = prs - ReducOp::tensProd(s1, s2)/static_cast(m); } return res/static_cast(m - 1); } template T StatArray::variance(const Index pos, const Index n) const { return covariance(*this, pos, n); } template T StatArray::varianceMatrix(const Index pos, const Index n) const { return covarianceMatrix(*this, pos, n); } // reduction operations //////////////////////////////////////////////////////// template inline T ReducOp::sum(const T &a, const T &b) { return a + b; } template inline T ReducOp::prod(const T &a, const T &b) { return a*b; } template inline T ReducOp::tensProd(const T &v1 __unused, const T &v2 __unused) { LATAN_ERROR(Implementation, "tensorial product not implemented for this type"); } template <> inline DMat ReducOp::prod(const DMat &a, const DMat &b) { return a.cwiseProduct(b); } template <> inline DMat ReducOp::tensProd(const DMat &v1, const DMat &v2) { if ((v1.cols() != 1)||(v2.cols() != 1)) { LATAN_ERROR(Size, "tensorial product is only valid with column vectors"); } return v1*v2.transpose(); } END_NAMESPACE #endif // Latan_StatArray_hpp_