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/* movstat/test_Sn.c
*
* Copyright (C) 2018 Patrick Alken
*
* This program 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.
*
* This program 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 this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_statistics.h>
#include <gsl/gsl_sort_vector.h>
#include <gsl/gsl_test.h>
/* calculate S_n statistic for input vector using slow/naive algorithm */
static int
slow_movSn(const gsl_movstat_end_t etype, const gsl_vector * x, gsl_vector * y,
const int H, const int J)
{
const size_t n = x->size;
const int K = H + J + 1;
double *window = malloc(K * sizeof(double));
double *work = malloc(K * sizeof(double));
size_t i;
for (i = 0; i < n; ++i)
{
size_t wsize = gsl_movstat_fill(etype, x, i, H, J, window);
double Sn;
gsl_sort(window, 1, wsize);
Sn = gsl_stats_Sn_from_sorted_data(window, 1, wsize, work);
gsl_vector_set(y, i, Sn);
}
free(window);
free(work);
return GSL_SUCCESS;
}
static double
func_Sn(const size_t n, double x[], void * params)
{
double *work = malloc(n * sizeof(double));
double Sn;
(void) params;
gsl_sort(x, 1, n);
Sn = gsl_stats_Sn_from_sorted_data(x, 1, n, work);
free(work);
return Sn;
}
static void
test_Sn_proc(const double tol, const size_t n, const size_t H, const size_t J,
const gsl_movstat_end_t etype, gsl_rng *rng_p)
{
gsl_movstat_workspace *w;
gsl_vector *x = gsl_vector_alloc(n);
gsl_vector *y = gsl_vector_alloc(n);
gsl_vector *z = gsl_vector_alloc(n);
gsl_movstat_function F;
char buf[2048];
F.function = func_Sn;
F.params = NULL;
if (H == J)
w = gsl_movstat_alloc(2*H + 1);
else
w = gsl_movstat_alloc2(H, J);
/* test moving median with random input */
random_vector(x, rng_p);
/* y = S_n(x) with slow brute force algorithm */
slow_movSn(etype, x, y, H, J);
/* z = S_n(x) */
gsl_movstat_Sn(etype, x, z, w);
/* test y = z */
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u Sn random", n, H, J, etype);
compare_vectors(tol, z, y, buf);
/* z = S_n(x) in-place */
gsl_vector_memcpy(z, x);
gsl_movstat_Sn(etype, z, z, w);
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u Sn random in-place", n, H, J, etype);
compare_vectors(tol, z, y, buf);
/* z = S_n(x) with user-defined function */
gsl_movstat_apply(etype, &F, x, z, w);
sprintf(buf, "n=%zu H=%zu J=%zu endtype=%u Sn user", n, H, J, etype);
compare_vectors(tol, z, y, buf);
gsl_vector_free(x);
gsl_vector_free(y);
gsl_vector_free(z);
gsl_movstat_free(w);
}
static void
test_Sn(gsl_rng * rng_p)
{
test_Sn_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 2, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 2, 5, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 50, 0, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 0, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 1, 50, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 1, GSL_MOVSTAT_END_PADZERO, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 2, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 2, 5, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 50, 0, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 0, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 1, 50, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 1, GSL_MOVSTAT_END_PADVALUE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 0, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 5, 2, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 1000, 2, 5, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 50, 0, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 2000, 0, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 1, 50, GSL_MOVSTAT_END_TRUNCATE, rng_p);
test_Sn_proc(GSL_DBL_EPSILON, 20, 50, 1, GSL_MOVSTAT_END_TRUNCATE, rng_p);
}
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