| 1 | #include <Rcpp.h> |
| 2 | |
| 3 | using namespace Rcpp; |
| 4 | |
| 5 | //' filter |
| 6 | //' |
| 7 | //' Filter time-series |
| 8 | //' |
| 9 | //' @param cwt Continuous wavelets transform |
| 10 | //' |
| 11 | //' @return The filtered CWT |
| 12 | // [[Rcpp::export]] |
| 13 | NumericMatrix epclustFilter(NumericMatrix cwt) |
| 14 | { |
| 15 | int L = cwt.nrow(), |
| 16 | D = cwt.ncol(); |
| 17 | NumericMatrix fcwt(L, D); //fill with 0... TODO: back to SEXP C-style? |
| 18 | double *cwt_c = cwt.begin(), |
| 19 | *fcwt_c = fcwt.begin(); |
| 20 | |
| 21 | //TODO: coding style is terrible... no time for now. |
| 22 | for (int col=0; col<D; col++) |
| 23 | { |
| 24 | double v1 = cwt_c[0]; |
| 25 | double ma = v1 + cwt[1] + cwt_c[2]; |
| 26 | for (int i=1; i<L-2; i++) |
| 27 | { |
| 28 | fcwt_c[i] = ma / 3.; |
| 29 | ma = ma - v1 + cwt_c[i+2]; |
| 30 | v1 = cwt_c[i]; |
| 31 | } |
| 32 | fcwt_c[0] = cwt_c[0]; |
| 33 | fcwt_c[L-2] = ma / 3.; |
| 34 | fcwt_c[L-1] = cwt_c[L-1]; |
| 35 | cwt_c = cwt_c + L; |
| 36 | fcwt_c = fcwt_c + L; |
| 37 | } |
| 38 | |
| 39 | return fcwt; |
| 40 | } |