Issue #25: Example C code for growth rate transformations

docs/visualisation_scripts/code_examples/transformations/growth_rates.c

@@ -0,0 +1,166 @@
+
+
+/*
+ * \fn: sum_array
+ * \brief: Sum from start to end in reverse order, sum_array(&x, start, enc) = sum[t-start,...,t-end]
+ * \brief: QoQ sum:  sum_array(&X,1,3)=sum[t-1,...,t-3]
+ * \brief: YoY sum:  sum_array(&X,1,12)=sum[t-1,...,t-12]
+ */
+void sum_array(double_array * x, int start, int end, double * sum_out)
+{
+    int i,n;
+    double sum=0.0;
+
+    n = (*x).size;
+
+/*
+    printf("\n\nSize in function: %d;", n);
+    for (i=0; i<(*x).size; i++)
+      printf(" %2.2f", (*x).array[i]);
+*/
+    if(0<=start && start<=end && end<=n-1)
+    {
+        //printf("\n\nCondition true: start %d end %d [0<=start (%d) && start<=end (%d) && end<=n-1 (%d)]", start, end, (0<=start), (start<=end), (end<=n-1));
+        for(i=start; i<=end; i++)
+        {
+            sum += (*x).array[i];
+            //printf("\nFor-loop sum %2.2f", sum);
+        }
+
+    }else
+    {
+	        fprintf(stderr, "\n\n WARNING: sum_array fails. Condition is false (1=true, 0=false): start %d end %d [0<=start (%d) && start<=end (%d) && end<=n-1 (%d)]\nExiting sum_array\n", start, end, (0<=start), (start<=end), (end<=n-1));
+    }
+
+    (*sum_out) = sum;
+}
+
+/*
+ * \fn: sum_array_backwards
+ * \brief: Sum from start to end in reverse order, sum_array(&x, start, enc) = sum[t-start,...,t-end]
+ * \brief: QoQ sum:  sum_array(&X,1,3)=sum[t-1,...,t-3]
+ * \brief: YoY sum:  sum_array(&X,1,12)=sum[t-1,...,t-12]
+ */
+void sum_array_backwards(double_array * x, int start, int end, double * sum_out)
+{
+    int i,n;
+    double sum=0.0;
+
+    n = (*x).size;
+
+/*
+    printf("\n\nSize in function: %d;", n);
+    for (i=0; i<(*x).size; i++)
+      printf(" %2.2f", (*x).array[i]);
+*/
+    if(0<start && start<=end && end<=n)
+    {
+        //printf("\n\nCondition true: start %d end %d [0<=start (%d) && start<=end (%d) && end<=n-1 (%d)]", start, end, (0<=start), (start<=end), (end<=n-1));
+        for(i=n-start; i>=n-end; i--)
+        {
+            sum += (*x).array[i];
+            //printf("\nFor-loop sum %2.2f", sum);
+        }
+    }else
+    {
+        	fprintf(stderr, "\n\nIT %d WARNING: sum_array_backwards fails. Condition is false (1=true, 0=false): start %d end %d [0<=start (%d) && start<=end (%d) && end<=n (%d)]\nExiting sum_array_backwards\n", DAY, start, end, (0<start), (start<=end), (end<=n));
+	}
+
+    (*sum_out) = sum;
+}
+
+/*
+ * Ratio
+ * QoQ:  ratio_qoq(&X)=sum[t-1,...,t-3] / sum[t-4,...,t-6] = sum_array(&X,1,3) / sum_array(&X,4,6)
+ */
+double ratio_qoq(double_array * x)
+{
+    double a =  0.0;
+    double b = 0.0;
+
+    sum_array_backwards(x,1,3, &a);
+    sum_array_backwards(x,4,6, &b);
+
+    //printf("\nBefore return a=%2.2f b=%2.2f", a, b);
+
+    return ((double)a)/((double)b);
+}
+
+/*
+ * Ratio
+ * YoY:  ratio_yoy(&X)=sum[t-1,...,t-12] / sum[t-13,...,t-24] = sum_array(&X,1,12) / sum_array(&X,13,24)
+ */
+double ratio_yoy(double_array * x)
+{
+    double a =  0.0;
+    double b = 0.0;
+
+    sum_array_backwards(x,1,12, &a);
+    sum_array_backwards(x,13,24, &b);
+
+    //printf("\nBefore return a=%2.2f b=%2.2f", a, b);
+
+    return ((double)a)/((double)b);
+}
+
+/*
+ * Growth rates
+ * QoQ:
+ * pct_change_qoq(&X) = (sum[t-1,...,t-3] / sum[t-4,...,t-6] -1)*100 = (sum_qoq(&X,1,3)/sum_qoq(&X,4,6)-1)*100 = (ratio_qoq(&X)-1)*100`
+ * YoY: 
+ * pct_change_yoy(&X) = (sum[t-1,...,t-12] / sum[t-13,...,t-24] -1)*100 = (sum_yoy(&X,1,12)/sum_yoy(&X,13,24)-1)*100 = (ratio_yoy(&X)-1)*100`
+ */
+double pct_change_qoq(double_array * x)
+{
+    return (ratio_qoq(x)-1)*100;
+}
+
+double pct_change_yoy(double_array * x)
+{
+    return (ratio_yoy(x)-1)*100;
+}
+
+void compute_statistics_economy(data_adt * x)
+{
+    //Compute statistics for time series
+    (*x).economy.levels.ts.mean   = my_stats_mean(&(*x).economy.levels.ts.data);
+    (*x).economy.levels.ts.median = my_stats_median(&(*x).economy.levels.ts.data);
+    (*x).economy.levels.ts.sd     = my_stats_sd(&(*x).economy.levels.ts.data);
+    (*x).economy.levels.ts.cv     = my_stats_cv(&(*x).economy.levels.ts.data);
+
+	// 3-month trailing sum of current time series
+	sum_array_backwards(&(*x).economy.levels.ts.data,1,3, &(*x).economy.levels.ts.trailing_sum_qtr);
+	// 3-month trailing avg of current time series
+	sum_array_backwards(&(*x).economy.levels.ts.data,1,3, &(*x).economy.levels.ts.trailing_avg_qtr);
+	(*x).economy.levels.ts.trailing_avg_qtr = (*x).economy.levels.ts.trailing_avg_qtr/3.0;
+
+	// 12-month trailing sum of current time series
+	sum_array_backwards(&(*x).economy.levels.ts.data,1,12, &(*x).economy.levels.ts.trailing_sum_year);
+	// 12-month trailing avg of current time series
+	sum_array_backwards(&(*x).economy.levels.ts.data,1,12, &(*x).economy.levels.ts.trailing_avg_year);
+	(*x).economy.levels.ts.trailing_avg_year = (*x).economy.levels.ts.trailing_avg_year/12.0;
+
+    //Compute growth rates
+    //if(DAY%(MONTH*3)==0) //only compute on quarter boundaries
+        (*x).economy.pct_change_qoq_series.current = pct_change_qoq(&(*x).economy.levels.ts.data);
+    //if(DAY%(MONTH*12)==0) //only compute on annual boundaries
+        (*x).economy.pct_change_yoy_series.current = pct_change_yoy(&(*x).economy.levels.ts.data);
+
+    //Compute statistics for time series of growth rates
+    //if(DAY%(MONTH*3)==0)   //only compute on quarter boundaries  
+    {
+        (*x).economy.pct_change_qoq_series.ts.mean  = my_stats_mean(&(*x).economy.pct_change_qoq_series.ts.data);
+        (*x).economy.pct_change_qoq_series.ts.median = my_stats_median(&(*x).economy.pct_change_qoq_series.ts.data);
+        (*x).economy.pct_change_qoq_series.ts.sd    = my_stats_sd(&(*x).economy.pct_change_qoq_series.ts.data);
+        (*x).economy.pct_change_qoq_series.ts.cv    = my_stats_cv(&(*x).economy.pct_change_qoq_series.ts.data);
+    }
+
+    //if(DAY%(MONTH*12)==0)  //only compute on annual boundaries
+    {        
+        (*x).economy.pct_change_yoy_series.ts.mean  = my_stats_mean(&(*x).economy.pct_change_yoy_series.ts.data);
+        (*x).economy.pct_change_yoy_series.ts.median = my_stats_median(&(*x).economy.pct_change_yoy_series.ts.data);
+        (*x).economy.pct_change_yoy_series.ts.sd    = my_stats_sd(&(*x).economy.pct_change_yoy_series.ts.data);
+        (*x).economy.pct_change_yoy_series.ts.cv    = my_stats_cv(&(*x).economy.pct_change_yoy_series.ts.data);
+    }
+}
+