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#include "convex.h"
#include "measurement.h"
meas_t *meas_initialize(count_t W) {
meas_t *m = (meas_t *)calloc(1, sizeof(meas_t));
m->W = W;
m->xx = (double *)calloc(2 * W + 1, sizeof(double));
return m;
}
double add_to_avg(double mx, double x, count_t n) {
return mx * (n / (n + 1.0)) + x / (n + 1.0);
}
void meas_update(meas_t *m, double x) {
count_t n = m->n;
m->x = add_to_avg(m->x, x, n);
m->x2 = add_to_avg(m->x2, pow(x, 2), n);
m->x4 = add_to_avg(m->x4, pow(x, 4), n);
m->m2 = add_to_avg(m->m2, pow(x - m->x, 2), n);
m->m4 = add_to_avg(m->m4, pow(x - m->x, 4), n);
dll_t *tmp_window = m->x_window;
dll_t *pos_save;
count_t t = 0;
while (tmp_window != NULL) {
m->xx[t] = add_to_avg(m->xx[t], x * (tmp_window->x), m->n - t - 1);
t++;
if (t == 2 * (m->W)) {
pos_save = tmp_window;
}
tmp_window = tmp_window->next;
}
if (t == 2 * (m->W) + 1) {
if (2 * (m->W) + 1 == 1) {
free(m->x_window);
m->x_window = NULL;
} else {
free(pos_save->next);
pos_save->next = NULL;
}
}
stack_push_d(&(m->x_window), x);
(m->n)++;
}
double meas_dx(const meas_t *m) {
return 2 * get_tau(m) * Cxx(m, 0) / m->n;
// return sqrt(1. / (m->n - 1.) * (m->x2 - pow(m->x, 2)));
}
double meas_c(const meas_t *m) {
return m->n / (m->n - 1.) * (m->x2 - pow(m->x, 2));
}
double meas_dc(const meas_t *m) {
return sqrt((m->m4 - (m->n - 3.)/(m->n - 1.) * pow(m->m2, 2)) / m->n);
}
void update_autocorr(autocorr_t *OO, double O) {
OO->O = add_to_avg(OO->O, O, OO->n);
OO->O2 = add_to_avg(OO->O2, pow(O, 2), OO->n);
dll_t *Otmp = OO->Op;
dll_t *Osave;
count_t t = 0;
while (Otmp != NULL) {
OO->OO[t] = add_to_avg(OO->OO[t], O * (Otmp->x), OO->n - t - 1);
t++;
if (t == OO->W - 1) {
Osave = Otmp;
}
Otmp = Otmp->next;
}
if (t == OO->W) {
if (OO->W == 1) {
free(OO->Op);
OO->Op = NULL;
} else {
free(Osave->next);
Osave->next = NULL;
}
}
stack_push_d(&(OO->Op), O);
OO->n++;
}
double rho(const autocorr_t *o, count_t i) {
return (o->OO[i] - pow(o->O, 2)) / (o->O2 - pow(o->O, 2));
}
double Cxx(const meas_t *m, count_t t) {
return m->xx[t] - pow(m->x, 2);
}
double rho_m(const meas_t *m, count_t t) {
return Cxx(m, t) / Cxx(m, 0);
}
double get_tau(const meas_t *m) {
double *Gammas = (double *)malloc((m->W + 1) * sizeof(double));
Gammas[0] = 1 + rho_m(m, 0);
for (uint64_t i = 0; i < m->W; i++) {
Gammas[1 + i] = rho_m(m, 2 * i + 1) + rho_m(m, 2 * i + 2);
}
uint64_t n;
for (n = 0; n < m->W + 1; n++) {
if (Gammas[n] <= 0) {
break;
}
}
double *conv_Gamma = get_convex_minorant(n, Gammas);
double tau = - 0.5;
for (uint64_t i = 0; i < n + 1; i++) {
tau += conv_Gamma[i];
}
free(Gammas);
return tau;
}
void print_meas(const meas_t *m, const char *sym, FILE *outfile) {
fprintf(outfile, "%s-><|n->%" PRIcount ",x->%.15f,x^2->%.15f,x^4->%.15f,xx->{", sym, m->n, m->x, m->x2, m->x4);
for (count_t i = 0; i < 2 * (m->W) + 1; i++) {
fprintf(outfile, "%.15f", m->xx[i]);
if (i < 2 * (m->W)) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "}|>");
}
void print_vec_meas(q_t q, const meas_t **m, const char *sym, FILE *outfile) {
fprintf(outfile, "%s-><|n->{", sym);
for (q_t i = 0; i < q; i++) {
fprintf(outfile, "%" PRIcount, m[i]->n);
if (i < q - 1) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "},x->{");
for (q_t i = 0; i < q; i++) {
fprintf(outfile, "%.15f", m[i]->x);
if (i < q - 1) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "},x^2->{");
for (q_t i = 0; i < q; i++) {
fprintf(outfile, "%.15f", m[i]->x2);
if (i < q - 1) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "},x^4->{");
for (q_t i = 0; i < q; i++) {
fprintf(outfile, "%.15f", m[i]->x4);
if (i < q - 1) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "},xx->{");
for (q_t i = 0; i < q; i++) {
fprintf(outfile, "{");
for (count_t j = 0; j < 2 * (m[i]->W) + 1; j++) {
fprintf(outfile, "%.15f", m[i]->xx[j]);
if (j < 2 * (m[i]->W)) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "}");
if (i < q - 1) {
fprintf(outfile, ",");
}
}
fprintf(outfile, "}|>");
}
void free_meas(meas_t *m) {
free(m->xx);
while (m->x_window != NULL) {
stack_pop_d(&(m->x_window));
}
free(m);
}
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