statistic.c

/*
* Copyright (c) 2015-2019 Sergey Bakhurin
* Digital Signal Processing Library [http://dsplib.org]
*
* This file is part of DSPL.
*
* 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.
*
* DSPL 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 Foobar.    If not, see <http://www.gnu.org/licenses/>.
*/
 
 
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "dspl.h"
 
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API find_max_abs(double* a, int n, double* m, int* ind)
{
    int k, i;
    double t;
    if(!a)
        return ERROR_PTR;
    if(n < 1)
        return ERROR_SIZE;
    t = fabs(a[0]);
    i = 0;
    for(k = 1; k < n; k++)
    {
        if(fabs(a[k]) > t)
        {
            t = fabs(a[k]);
            i = k;
        }
    }
    if(m)
        *m = t;
    if(ind)
        *ind = i;
    return RES_OK;
}
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API histogram(double* x, int n, int nh, double* pedges, double* ph)
{
    double xmin, xmax;
    int k, ind;
    int res;
    
    if(!x || !pedges || !ph)
        return ERROR_PTR;
 
    if(n<1 || nh<1)
        return ERROR_SIZE;
 
    res = minmax(x, n, &xmin, &xmax);
    if(res != RES_OK)
        return res;
    
    res = linspace(xmin, xmax, nh+1, DSPL_SYMMETRIC, pedges);
    if(res != RES_OK)
        return res;
    
    memset(ph, 0, nh*sizeof(double));
    for(k = 0; k < n; k++)
    {
        ind = 0;
        while(ind<nh && x[k]>=pedges[ind])
            ind++;
        ph[ind-1]+=1.0;
    }
    return RES_OK;
}
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API histogram_norm(double* y, int n, int nh, double* x, double* w)
{
    double *pedges = NULL;
    int k, res;
    
    if(!y || !x || !w)
        return ERROR_PTR;
 
    if(n<1 || nh<1)
        return ERROR_SIZE;
    
    pedges = (double*)malloc((nh+1)*sizeof(double));
    
    res = histogram(y, n, nh, pedges, w);
    if(res != RES_OK)
        goto exit_label;
 
    for(k = 1; k < nh+1; k++)
    {
        x[k-1] = 0.5*(pedges[k] + pedges[k-1]);
        w[k-1] /= ((double)n * (pedges[k] - pedges[k-1]));
    }
    
    res = RES_OK;    
exit_label: 
 
    if(pedges)
        free(pedges);
    return res;
 
}
 
 
 
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API mean(double* x, int n, double* m)
{
    int k; 
    double sum;
    if(!x || !m)
        return ERROR_PTR;
    if(n<1)
        return ERROR_SIZE;
 
    sum = x[0];
    for(k = 1; k < n; k++)
        sum += x[k];
 
    (*m) = sum / (double)n;
    return RES_OK;
}
 
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API mean_cmplx(complex_t* x, int n, complex_t* m)
{
    int k; 
    complex_t sum;
    if(!x || !m)
        return ERROR_PTR;
    if(n<1)
        return ERROR_SIZE;
 
    RE(sum) = RE(x[0]);
    IM(sum) = IM(x[0]);
    for(k = 1; k < n; k++)
    {
        RE(sum) += RE(x[k]);
        IM(sum) += IM(x[k]);
    }
    RE(sum) /= (double)n;
    IM(sum) /= (double)n;
    memcpy(m, sum, sizeof(complex_t));
    
    return RES_OK;
}
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API minmax(double* x, int n, double* xmin, double* xmax)
{
    int k; 
    double min, max;
    
    if(!x)
        return ERROR_PTR;
 
    if(n<1)
        return ERROR_SIZE;
 
    min = max = x[0];
    for(k = 1; k < n; k++)
    {
        min = x[k] < min ? x[k] : min;
        max = x[k] > max ? x[k] : max;
    }
    
    if(xmin)
        *xmin = min;
    if(xmax)
        *xmax = max;
    
    return RES_OK;
}
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API std(double* x, int n, double* s)
{
    int k, err; 
    double sum, m;
    err = mean(x, n, &m);
    if(err != RES_OK)
        goto exit_label;
    sum = (x[0] - m) * (x[0] - m);
    for(k = 1; k < n; k++)
        sum += (x[k] - m) * (x[k] - m);
    (*s) = sqrt(sum / (double)(n-1));
exit_label:
    return err;
}
 
 
 
 
 
#ifdef DOXYGEN_ENGLISH
 
#endif
#ifdef DOXYGEN_RUSSIAN
 
#endif
int DSPL_API std_cmplx(complex_t* x, int n, double* s)
{
    int k, err; 
    complex_t tmp, m;
    double sum;
    err = mean_cmplx(x, n, &m);
    if(err != RES_OK)
        goto exit_label;
      
    RE(tmp) = RE(x[0]) - RE(m);
    IM(tmp) = IM(x[0]) - IM(m);
    sum = ABSSQR(tmp);
    for(k = 1; k < n; k++)
    {
        RE(tmp) = RE(x[k]) - RE(m);
        IM(tmp) = IM(x[k]) - IM(m);
        sum += ABSSQR(tmp);
    }
    *s = sqrt(sum / (double)(n-1));
exit_label:
    return err;
}