X-Git-Url: https://git.auder.net/?p=epclust.git;a=blobdiff_plain;f=epclust%2Fsrc%2Ffilter.cpp;h=5268a5fefbb187070c3072ce16bff9aeddc385fb;hp=ee24af604ab2c5cd35a4c754635b7716ca9d477f;hb=d9bb53c5e1392018bf67f92140edb10137f3423c;hpb=363ae13430cdee6ba76b42b7316aa4b292b04d93

diff --git a/epclust/src/filter.cpp b/epclust/src/filter.cpp
index ee24af6..5268a5f 100644
--- a/epclust/src/filter.cpp
+++ b/epclust/src/filter.cpp
@@ -4,37 +4,47 @@ using namespace Rcpp;
 
 //' filter
 //'
-//' Filter time-series
+//' 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
+//' @param cwt Continuous wavelets transform (in columns): a matrix of size LxD
 //'
-//' @return The filtered CWT
+//' @return The filtered CWT, in a matrix of same size (LxD)
 // [[Rcpp::export]]
-NumericMatrix epclustFilter(NumericMatrix cwt)
+RcppExport SEXP epclustFilter(SEXP cwt_)
 {
-	int L = cwt.nrow(),
-		D = cwt.ncol();
-	NumericMatrix fcwt(L, D); //fill with 0... TODO: back to SEXP C-style?
-	double *cwt_c = cwt.begin(),
-		*fcwt_c = fcwt.begin();
+	// 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_);
 
-	//TODO: coding style is terrible... no time for now.
-	for (int col=0; col<D; col++)
+	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_c[0];
-		double ma = v1 + cwt[1] + cwt_c[2];
+		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_c[i] = ma / 3.;
-			ma = ma - v1 + cwt_c[i+2];
-			v1 = cwt_c[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
 		}
-		fcwt_c[0] = cwt_c[0];
-		fcwt_c[L-2] = ma / 3.;
-		fcwt_c[L-1] = cwt_c[L-1];
-		cwt_c = cwt_c + L;
-		fcwt_c = fcwt_c + L;
+
+		// 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;
 	}
 
-	return fcwt;
+	UNPROTECT(1);
+	return fcwt_;
 }