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corr_slide.cpp
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corr_slide.cpp
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/*
* Author Telnov Victor, v-telnov@yandex.ru
*/
#include "corr_slide.h"
#include "tls.h"
CorrSlide::Res CorrSlide::get_res(KindCorr kc, int i_res) {
if (i_res < c_lens)
return get_res(simple_dist, kc, i_res);
return get_res(accum_dist, kc, i_res - c_lens);
}
CorrSlide::Res CorrSlide::get_res(KindDist kd, KindCorr kc, int i_dist) {
Calc* calc;
if (kd == simple_dist) {
calc = &ar_calc[i_dist];
} else if (kd == accum_dist) {
calc = &ar_calc_2[i_dist];
} else { myassert(false); }
Res res;
double su_x_2 = calc->su_m_pow2;
double su_y_2 = calc->su_s_pow2;
double su_y_x = calc->su_s_m;
double su_x = calc->su_m;
double su_y = calc->su_s;
double n = dbl(calc->cnt);
if (kc == simple_diff) {
// sqrt( sum( (x-y)^2 ) / n )
double er_pow2 = (su_x_2 + su_y_2 - 2.0 * su_y_x) / n;
res.res_koef = -sqrt(er_pow2);
res.res_a = 1;
res.res_b = 0;
} else if (kc == diff_sub_zero) {
// sqrt( sum( ( (x-x_last) - (y-y_last) )^2 ) / n )
double A = last_first_m;
double B = ar_static.at(0);
double d1 = su_x_2 + su_y_2 - 2.0 * su_y_x + 2.0 * (- A*su_x - B*su_y + B*su_x + A*su_y);
double er_pow2 = d1/n + pow2(A-B);
res.res_koef = -sqrt(er_pow2);
res.res_a = 1.0;
res.res_b = B - A;
} else if (kc == diff_sub_mean) {
// sqrt( sum( ( (x-sum(x)/n) - (y-sum(y)/n) )^2 ) / n )
double d2 = pow2(su_y - su_x) / n;
double er_pow2 = (su_x_2 + su_y_2 - 2.0 * su_y_x - d2) / n;
res.res_koef = - sqrt(er_pow2);
res.res_a = 1.0;
res.res_b = (su_y - su_x) / n;
} else if (kc == diff_div_mean) {
// sqrt( sum( (x/sum(x)/n - y/sum(y)/n)^2 ) / n )
double d1 = su_x_2 / (su_x*su_x) + su_y_2 / (su_y*su_y) - 2.0 * su_y_x / (su_x * su_y);
res.res_koef = - sqrt(d1/n);
res.res_a = su_y / su_x;
res.res_b = 0;
} else if (kc == corr_Pearson) {
// корреляция Пирсона
double d1 = n * su_y_x - su_y * su_x;
double d2 = n * su_x_2 - su_x * su_x;
double d4 = calc->div_s * d2;
// в квадрате, но с сохранением знака
res.res_koef = (d1 < 0 ? -d1 : d1) *d1 / d4;
res.res_a = d1 / d2;
res.res_b = (su_y - res.res_a * su_x) / n;
} else if (kc == without) {
// не используется
res.res_koef = 1.0;
res.res_a = 0;
res.res_b = 0;
}
if (std::isfinite(res.res_koef)==false ||
std::isfinite(res.res_a)==false ||
std::isfinite(res.res_b)==false ) {
res.fail = true;
}
return res;
}
void CorrSlide::make_res_2() {
for (int i_len = 0; i_len < c_lens-1; ++i_len) {
Calc& calc = ar_calc_2[i_len];
if (i_len == 0)
calc = ar_calc[i_len];
else
calc = ar_calc_2[i_len-1];
Calc& calc_plus = ar_calc[i_len+1];
calc.cnt += calc_plus.cnt;
calc.su_s += calc_plus.su_s;
calc.su_s_pow2 += calc_plus.su_s_pow2;
calc.su_m += calc_plus.su_m;
calc.su_m_pow2 += calc_plus.su_m_pow2;
calc.su_s_m += calc_plus.su_s_m;
calc.div_s = dbl(calc.cnt) * calc.su_s_pow2 - calc.su_s * calc.su_s;
}
}
void CorrSlide::init(const ArInts& _ar_lens, const double* ar_s) {
c_lens = _ar_lens.size();
ar_lens = _ar_lens;
for (int i = 1; i < ar_lens.size(); ++i)
myassert( ar_lens.at(i-1) < ar_lens.at(i) );
int ma_len = ar_lens.at(c_lens-1);
ar_static.resize(ma_len);
for (int i = 0; i < ma_len; ++i)
ar_static[i] = ar_s[i];
i_step = 0;
}
void CorrSlide::private_calc_first(const double* ar_m) {
ar_calc.fill(Calc(), c_lens);
ar_calc_2.fill(Calc(), c_lens-1);
const double* ar_s = ar_static.constData();
int i_pos = 0;
for (int i_len = 0; i_len < c_lens; ++i_len) {
int c_pos = ar_lens.at(i_len);
Calc& calc = ar_calc[i_len];
if (i_len > 0)
calc = ar_calc.at(i_len-1);
for (; i_pos < c_pos; ++i_pos) {
double s = ar_s[i_pos];
double m = ar_m[i_pos];
calc.su_s += s;
calc.su_s_pow2 += s*s;
calc.su_m += m;
calc.su_m_pow2 += m*m;
calc.su_s_m += s*m;
}
calc.cnt = c_pos;
calc.div_s = dbl(c_pos) * calc.su_s_pow2 - calc.su_s * calc.su_s;
}
make_res_2();
last_first_m = ar_m[0];
}
void CorrSlide::calc_next(const double* ar_m) {
if (i_step-- == 0) {
i_step = 1000; // иначе накапливается ошибка
private_calc_first(ar_m);
return;
}
double su_s_m = 0;
const double* ar_s = ar_static.constData();
int i_pos = 0;
for (int i_len = 0; i_len < c_lens; ++i_len) {
int c_pos = ar_lens.at(i_len);
double last_m = ar_m[c_pos-1];
Calc& calc = ar_calc[i_len];
calc.su_m += last_m - last_first_m;
calc.su_m_pow2 += last_m*last_m - last_first_m*last_first_m;
for (; i_pos < c_pos; ++i_pos)
su_s_m += ar_m[i_pos] * ar_s[i_pos];
calc.su_s_m = su_s_m;
}
make_res_2();
last_first_m = ar_m[0];
}