//' 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_;
}