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#include <stdio.h>
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_movstat.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <gsl/gsl_vector.h>
int
main(void)
{
const size_t N = 500; /* length of time series */
const size_t K = 11; /* window size */
gsl_movstat_workspace * w = gsl_movstat_alloc(K);
gsl_vector *x = gsl_vector_alloc(N);
gsl_vector *xmean = gsl_vector_alloc(N);
gsl_vector *xmin = gsl_vector_alloc(N);
gsl_vector *xmax = gsl_vector_alloc(N);
gsl_rng *r = gsl_rng_alloc(gsl_rng_default);
size_t i;
for (i = 0; i < N; ++i)
{
double xi = cos(4.0 * M_PI * i / (double) N);
double ei = gsl_ran_gaussian(r, 0.1);
gsl_vector_set(x, i, xi + ei);
}
/* compute moving statistics */
gsl_movstat_mean(GSL_MOVSTAT_END_PADVALUE, x, xmean, w);
gsl_movstat_minmax(GSL_MOVSTAT_END_PADVALUE, x, xmin, xmax, w);
/* print results */
for (i = 0; i < N; ++i)
{
printf("%zu %f %f %f %f\n",
i,
gsl_vector_get(x, i),
gsl_vector_get(xmean, i),
gsl_vector_get(xmin, i),
gsl_vector_get(xmax, i));
}
gsl_vector_free(x);
gsl_vector_free(xmean);
gsl_rng_free(r);
gsl_movstat_free(w);
return 0;
}
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