X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=epclust%2Fsrc%2Ffilter.c;h=8ece9c3f439dc7eaf2e23f3962e816fec42e829a;hb=282342bafdc9ff65c5df98c6e2304d63b33b9fb2;hp=382910a89f0dc024bed4a3c8da520ac5d7582c2e;hpb=e161499b97c782aadfc287c22b55f85724f86fae;p=epclust.git

diff --git a/epclust/src/filter.c b/epclust/src/filter.c
index 382910a..8ece9c3 100644
--- a/epclust/src/filter.c
+++ b/epclust/src/filter.c
@@ -1,37 +1,70 @@
-#include <stdlib.h>
 #include <R.h>
-#include <Rinternals.h>
-#include <Rmath.h>
+#include <Rdefines.h>
 
-#include <stdio.h>
-
-SEXP filter(SEXP cwt_)
+// filterMA
+//
+// Filter [time-]series by replacing all values by the moving average of values
+// centered around current one. Border values are averaged with available data.
+//
+// @param M_ A real matrix of size LxD
+// @param w_ The (odd) number of values to average
+//
+// @return The filtered matrix, of same size as the input
+SEXP filterMA(SEXP M_, SEXP w_)
 {
-	int L = INTEGER(getAttrib(cwt_, R_DimSymbol))[0],
-		D = INTEGER(getAttrib(cwt_, R_DimSymbol))[1];
-	double *cwt = REAL(cwt_);
-	SEXP R_fcwt;
-	PROTECT(R_fcwt = allocMatrix(REALSXP, L, D));
-	double* fcwt = REAL(R_fcwt);
-
-	//TODO: coding style is terrible... no time for now.
-	for (int col=0; col<D; col++)
+	int L = INTEGER(getAttrib(M_, R_DimSymbol))[0],
+		D = INTEGER(getAttrib(M_, R_DimSymbol))[1],
+		w = INTEGER_VALUE(w_),
+		half_w = (w-1)/2,
+		i,
+		nt; //number of terms in the current sum (max: w)
+	double *M = REAL(M_),
+		cs, //current sum (max: w terms)
+		left; //leftward term in the current moving sum
+
+	SEXP fM_; //the filtered result
+	PROTECT(fM_ = allocMatrix(REALSXP, L, D));
+	double* fM = REAL(fM_); //pointer to the encapsulated vector
+
+	// NOTE: unused loop parameter: shifting at the end of the loop is more efficient
+	for (int col=D-1; col>=0; col--)
 	{
-		double v1 = cwt[0];
-		double ma = v1 + cwt[1] + cwt[2];
-		for (int i=1; i<L-2; i++)
+		// Initialization
+		nt = half_w + 1;
+		left = M[0];
+		cs = 0.;
+		for (i=half_w; i>=0; i--)
+			cs += M[i];
+
+		// Left border
+		for (i=0; i<half_w; i++)
 		{
-			fcwt[i] = ma / 3.;
-			ma = ma - v1 + cwt[i+2];
-			v1 = cwt[i];
+			fM[i] = cs / nt; //(partial) moving average at current index i
+			cs += M[i+half_w+1];
+			nt++;
 		}
-		fcwt[0] = cwt[0];
-		fcwt[L-2] = ma / 3.;
-		fcwt[L-1] = cwt[L-1];
-		cwt = cwt + L;
-		fcwt = fcwt + L;
+
+		// Middle: now nt == w, i == half_w
+		for (; i<L-half_w-1; i++)
+		{
+			fM[i] = cs / w; //moving average at current index i
+			cs = cs - left + M[i+half_w+1]; //remove oldest items, add next
+			left = M[i-half_w+1]; //update first value for next iteration
+		}
+
+		// (Last "fully averaged" index +) Right border
+		for (; i<L; i++)
+		{
+			fM[i] = cs / nt; //(partial) moving average at current index i
+			cs -= M[i-half_w];
+			nt--;
+		}
+
+		// Shift by L == increment column index by 1 (storage per column)
+		M = M + L;
+		fM = fM + L;
 	}
 
 	UNPROTECT(1);
-	return R_fcwt;
+	return fM_;
 }