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/* $Id: stddev.c,v 1.4 2015/07/06 08:05:44 kristaps Exp $ */
/*
* Copyright (c) 2015 Kristaps Dzonsons <kristaps@bsd.lv>
*
* Permission to use, copy, modify, and distribute this software for any
* purpose with or without fee is hereby granted, provided that the above
* copyright notice and this permission notice appear in all copies.
*
* THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
* WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
* ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
* ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
* OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/
#include "compat.h"
#include <assert.h>
#include <cairo.h>
#include <math.h>
#include <stdlib.h>
#include <string.h>
#include "kplot.h"
#include "extern.h"
static int
kdata_stddev_set(struct kdata *d, size_t pos, double x, double y)
{
double delta, delta_n, term1, newy;
void *p;
size_t n1;
assert(KDATA_STDDEV == d->type);
if (pos >= d->pairsz) {
/*
* A note on this.
* Our only growable data source is the vector, which
* can only grow one at a time.
* Thus, if we attach to a vector, we'll never exceed
* this.
* If we have non-monotonically increasing data source
* sizes, this will need to be addressed.
* FIXME: this is very inefficient!
*/
assert(pos == d->pairsz);
d->pairsz = pos + 1;
p = reallocarray(d->pairs,
d->pairsz, sizeof(struct kpair));
if (NULL == p)
return(0);
d->pairs = p;
p = reallocarray(d->d.stddev.ns,
d->pairsz, sizeof(size_t));
if (NULL == p)
return(0);
d->d.stddev.ns = p;
p = reallocarray(d->d.stddev.m2s,
d->pairsz, sizeof(double));
if (NULL == p)
return(0);
d->d.stddev.m2s = p;
p = reallocarray(d->d.stddev.m1s,
d->pairsz, sizeof(double));
if (NULL == p)
return(0);
d->d.stddev.m1s = p;
}
n1 = d->d.stddev.ns[pos]++;
delta = y - d->d.stddev.m1s[pos];
delta_n = delta / (double)d->d.stddev.ns[pos];
term1 = delta * delta_n * (double)n1;
d->d.stddev.m1s[pos] += delta_n;
d->d.stddev.m2s[pos] += term1;
if (d->d.stddev.ns[pos] < 2)
newy = 0.0;
else
newy = sqrt(d->d.stddev.m2s[pos] /
((double)d->d.stddev.ns[pos] - 1.0));
return(kdata_set(d, pos, x, newy));
}
struct kdata *
kdata_stddev_alloc(struct kdata *dep)
{
struct kdata *d;
size_t i;
if (NULL == (d = calloc(1, sizeof(struct kdata))))
return(NULL);
d->refs = 1;
d->type = KDATA_STDDEV;
if (NULL == dep)
return(d);
d->pairsz = dep->pairsz;
d->pairs = calloc(d->pairsz, sizeof(struct kpair));
d->d.stddev.ns = calloc(d->pairsz, sizeof(size_t));
d->d.stddev.m1s = calloc(d->pairsz, sizeof(double));
d->d.stddev.m2s = calloc(d->pairsz, sizeof(double));
if (NULL == d->pairs ||
NULL == d->d.stddev.ns ||
NULL == d->d.stddev.m1s ||
NULL == d->d.stddev.m2s) {
free(d->pairs);
free(d->d.stddev.ns);
free(d->d.stddev.m1s);
free(d->d.stddev.m2s);
free(d);
return(NULL);
}
kdata_dep_add(d, dep, kdata_stddev_set);
for (i = 0; i < dep->pairsz; i++)
d->pairs[i].x = dep->pairs[i].x;
return(d);
}
int
kdata_stddev_attach(struct kdata *d, struct kdata *dep)
{
void *p;
size_t i;
if (KDATA_STDDEV != d->type)
return(0);
if (NULL == dep)
return(1);
if (d->pairsz < dep->pairsz) {
p = reallocarray(d->pairs,
dep->pairsz, sizeof(struct kpair));
if (NULL == p)
return(0);
d->pairs = p;
/* FIXME: don't loop, just do the math. */
for (i = d->pairsz; i < dep->pairsz; i++)
memset(&d->pairs[i], 0, sizeof(struct kpair));
p = reallocarray(d->d.stddev.ns,
dep->pairsz, sizeof(size_t));
if (NULL == p)
return(0);
d->d.stddev.ns = p;
for (i = d->pairsz; i < dep->pairsz; i++)
d->d.stddev.ns[i] = 0;
p = reallocarray(d->d.stddev.m1s,
dep->pairsz, sizeof(double));
if (NULL == p)
return(0);
d->d.stddev.m1s = p;
for (i = d->pairsz; i < dep->pairsz; i++)
d->d.stddev.m1s[i] = 0.0;
p = reallocarray(d->d.stddev.m2s,
dep->pairsz, sizeof(double));
if (NULL == p)
return(0);
d->d.stddev.m2s = p;
for (i = d->pairsz; i < dep->pairsz; i++)
d->d.stddev.m2s[i] = 0.0;
d->pairsz = dep->pairsz;
for (i = 0; i < dep->pairsz; i++)
d->pairs[i].x = dep->pairs[i].x;
}
kdata_dep_add(d, dep, kdata_stddev_set);
return(1);
}
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