'update'

[epclust.git] / epclust / src / filter.cpp

diff --git a/epclust/src/filter.cpp b/epclust/src/filter.cpp
deleted file mode 100644 (file)
index 1750000..0000000
--- a/epclust/src/filter.cpp
+++ /dev/null
@@ -1,50 +0,0 @@
-#include <Rcpp.h>
-
-using namespace Rcpp;
-
-//' filter
-//'
-//' Filter [time-]series by replacing all values by the moving average of previous, current and
-//' next value. Possible extensions: larger window, gaussian kernel... (but would be costly!).
-//' Note: border values are unchanged.
-//'
-//' @param cwt Continuous wavelets transform (in columns): a matrix of size LxD
-//'
-//' @return The filtered CWT, in a matrix of same size (LxD)
-// [[Rcpp::export]]
-RcppExport SEXP filterMA(SEXP cwt_)
-{
-       // NOTE: C-style for better efficiency (this must be as fast as possible)
-       int L = INTEGER(Rf_getAttrib(cwt_, R_DimSymbol))[0],
-               D = INTEGER(Rf_getAttrib(cwt_, R_DimSymbol))[1];
-       double *cwt = REAL(cwt_);
-
-       SEXP fcwt_; //the filtered result
-       PROTECT(fcwt_ = Rf_allocMatrix(REALSXP, L, D));
-       double* fcwt = REAL(fcwt_); //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]; //first value
-               double ms = v1 + cwt[1] + cwt[2]; //moving sum at second value
-               for (int i=1; i<L-2; i++)
-               {
-                       fcwt[i] = ms / 3.; //ms / 3: moving average at current index i
-                       ms = ms - v1 + cwt[i+2]; //update ms: remove oldest items, add next
-                       v1 = cwt[i]; //update first value for next iteration
-               }
-
-               // Fill a few border values not computed in the loop
-               fcwt[0] = cwt[0];
-               fcwt[L-2] = ms / 3.;
-               fcwt[L-1] = cwt[L-1];
-
-               // Shift by L == increment column index by 1 (storage per column)
-               cwt = cwt + L;
-               fcwt = fcwt + L;
-       }
-
-       UNPROTECT(1);
-       return fcwt_;
-}