1 | #include <iostream.h>
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2 | #include "correl.h"
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3 |
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4 | CorrelEstimator::CorrelEstimator(int n, int wsize) {
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5 | ncor = n;
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6 | winsize = wsize;
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7 |
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8 | mT = new int_4[winsize];
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9 | mX = new r_8[winsize];
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10 | mY = new r_8[winsize];
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11 |
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12 | mC = new r_8[ncor];
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13 | mNC = new int_4[ncor];
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14 |
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15 | for (int i=0; i<ncor; i++) {
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16 | mC[i] = mNC[i] = 0;
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17 | }
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18 |
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19 | mNDat = 0;
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20 | mINext = 0;
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21 | mIFirst = 0;
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22 | }
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23 |
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24 | CorrelEstimator::~CorrelEstimator() {
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25 | delete[] mNC;
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26 | delete[] mC;
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27 | delete[] mY;
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28 | delete[] mX;
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29 | delete[] mT;
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30 | }
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31 |
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32 | void CorrelEstimator::reset() {
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33 | for (int i=0; i<ncor; i++) {
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34 | mC[i] = mNC[i] = 0;
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35 | }
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36 |
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37 | mNDat = 0;
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38 | mINext = 0;
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39 | mIFirst = 0;
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40 |
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41 | }
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42 |
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43 | void CorrelEstimator::push(int_4 t, r_8 x, r_8 y) {
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44 | if (mNDat == winsize) {
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45 | pop();
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46 | }
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47 | mT[mINext] = t;
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48 | mX[mINext] = x;
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49 | mY[mINext] = y;
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50 | int iCur = mINext;
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51 | mINext++; if (mINext == winsize) mINext=0;
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52 | mNDat++;
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53 | if (mINext > winsize) {cerr << "CorrelEstimator::push mINext > winsize"<< endl; abort();}
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54 |
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55 |
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56 | for (int i=0; i<ncor; i++) {
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57 | int ii=iCur;
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58 | while (mT[ii] > t-i) {
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59 | ii--;
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60 | if (ii<0) ii = winsize-1;
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61 | if ((mINext <= mIFirst && (ii<mIFirst && ii>=mINext)) ||
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62 | (mINext > mIFirst && (ii<mIFirst || ii>=mINext))) { // not found
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63 | ii = -1;
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64 | break;
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65 | }
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66 | }
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67 | if (ii>0) {
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68 | mNC[i]++;
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69 | mC[i] += mX[iCur] * mY[ii];
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70 | }
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71 | }
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72 | }
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73 |
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74 | void CorrelEstimator::push(int_4 t, r_8 x) {
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75 | push(t,x,x);
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76 | }
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77 |
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78 | void CorrelEstimator::pop() {
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79 | int t = mT[mIFirst];
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80 | for (int i=0; i<ncor; i++) {
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81 | int ii=mIFirst;
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82 | while (mT[ii] < t+i) {
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83 | ii++;
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84 | if (ii>=winsize) ii = 0;
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85 | if ((mINext <= mIFirst && ii<mIFirst && ii>=mINext) ||
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86 | (mINext > mIFirst && ii>=mINext)) { // not found
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87 | ii = -1;
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88 | break;
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89 | }
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90 | }
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91 | if (ii>0) {
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92 | mNC[i]--;
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93 | mC[i] -= mX[ii] * mY[mIFirst];
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94 | }
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95 |
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96 | mIFirst++;
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97 | if (mIFirst >= winsize) {
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98 | mIFirst = 0;
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99 | }
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100 | }
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101 | }
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102 |
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103 | void CorrelEstimator::recompute() {
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104 | }
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105 |
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106 | r_8 CorrelEstimator::correl(int k) {
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107 | if (k<0 || k>= ncor) {
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108 | cerr << "invalid parameter " << k << " for correl "
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109 | << "(valid : [0;" << ncor-1<<"])" << endl;
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110 | abort();
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111 | }
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112 |
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113 | if (mNC[k] == 0) {
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114 | return 0;
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115 | } else {
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116 | return mC[k]/mNC[k];
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117 | }
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118 | }
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119 |
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120 | int_4 CorrelEstimator::ns4correl(int k) {
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121 | if (k<0 || k>= ncor) {
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122 | cerr << "invalid parameter " << k << " for correl "
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123 | << "(valid : [0;" << ncor-1<<"])" << endl;
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124 | abort();
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125 | }
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126 |
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127 | return mNC[k];
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128 | }
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