/* * Copyright (C) 2012-2023 The R Core Team * Copyright (C) 2003 ff. The R Foundation * Copyright (C) 2000-2 Martin Maechler * Copyright (C) 1995 Berwin A. Turlach * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * You should have received a copy of the GNU General Public License * along with this program; if not, a copy is available at * Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA. */ /* These routines implement a running median smoother according to the * algorithm described in Haerdle und Steiger (1995), * DOI:10.2307/2986349 , see ../man/runmed.Rd * * The current implementation does not use any global variables! */ /* Changes for R port by Martin Maechler ((C) above): * * s/long/int/ R uses int, not long (as S does) * s/void/static void/ most routines are internal * * - Added print_level and end_rule arguments * - Allow to deal with NA / NaN {via ISNAN()} */ /* Variable name descri- | Identities from paper * name here paper ption | (1-indexing) * --------- ----- ----------------------------------- * window[] H the array containing the double heap * data[] X the data (left intact) * ... i 1st permuter H[i[m]] == X[i + m] * ... j 2nd permuter X[i +j[m]] == H[m] */ #include #include /* for Memcpy */ static void swap(int l, int r, double *window, int *outlist, int *nrlist, int print_level) { /* swap positions `l' and `r' in window[] and nrlist[] * * ---- Used in R_heapsort() and many other routines */ if(print_level >= 3) Rprintf(" SW(%d,%d) ", l,r); double tmp = window[l]; window[l] = window[r]; window[r] = tmp; int nl = nrlist[l], nr = nrlist[r]; nrlist[l] = nr; outlist[nr] = l; nrlist[r] = nl; outlist[nl] = r; } //------------------------ 1. inittree() and auxiliaries ---------------------- static void siftup(int l, int r, double *window, int *outlist, int *nrlist, int print_level) { /* Used only in R_heapsort() */ int i = l, j, nrold = nrlist[i]; double x = window[i]; if(print_level >= 2) Rprintf("siftup(%d,%d): x=%g: ", l,r, x); while ((j = 2*i) <= r) { if (j < r) if (window[j] < window[j+1]) j++; if (x >= window[j]) break; window[i] = window[j]; outlist[nrlist[j]] = i; nrlist[i] = nrlist[j]; i = j; } window[i] = x; outlist[nrold] = i; nrlist[i] = nrold; if(print_level >= 2) Rprintf("-> nrlist[i=%d] := %d\n", i, nrold); } static void R_heapsort(int low, int up, double *window, int *outlist, int *nrlist, int print_level) { int l = (up/2) + 1, u = up; if(print_level) Rprintf("R_heapsort(%d, %d,..): l=%d:\n", low, up, l); while(l > low) { if(print_level >= 2) Rprintf(" l > low: "); l--; // l >= low : siftup(l, u, window, outlist, nrlist, print_level); } // => l <= low while(u > low) { if(print_level >= 2) Rprintf(" u > low: "); swap(l, u, window, outlist, nrlist, print_level); u--; // u >= low : siftup(l, u, window, outlist, nrlist, print_level); } } static void inittree(R_xlen_t n, int k, int k2, const double *data, // --> initialize these three vectors: double *window, int *outlist, int *nrlist, int print_level) { // use 1-indexing for our 3 arrays {window, nrlist, outlist} for(int i=1; i <= k; i++) { window[i] = data[i-1]; nrlist[i] = (outlist[i] = i); } // MM: not all 2k+1 entries of nrlist[] are used, it seems if(print_level >= 1) { int n0 = -12345; // to be recognized easily ... double w0 = -80.08; // (ditto) nrlist[0] = n0; window[0] = w0; for(int j=k+1; j <= 2*k; j++) { nrlist[j] = n0; window[j] = w0; } } // sort window[1:k] = data["1:k"] [*only* called here] : R_heapsort(1, k, window, outlist, nrlist, print_level); double big = fabs(window[k]); if (big < fabs(window[1])) big = fabs(window[1]); // now big := max |X[1..k]| or +BIG if(first_NA <= k), i.e., data had NA|NaN for(int i=k; i > 0; i--) { window[i+k2] = window[i]; nrlist[i+k2] = nrlist[i]-1; } // outlist[0:(k-1)] := (shift down by 1 and offset by k2) for(int i=0; i < k; i++) outlist[i] = outlist[i+1] + k2; // maybe increase 'big' for(R_xlen_t i=k; i < n; i++) if (big < fabs(data[i])) big = fabs(data[i]); /* big == max(|data_i|, i = 1,..,n) */ big = 1 + 2. * big;/* such that -big < data[] < +big (strictly, only if no +/-Inf in data! */ int k2p1 = k2+1; // window[0] := .. for(int i=0; i < k2p1; i++) { window[i] = -big; window[k+k2p1+i] = big; } /* For Printing `diagnostics' : */ #define Rm_PR(_F_,_A_, _k_) for(int j = 0; j <= _k_; j++) Rprintf(_F_, _A_) #define RgPRINT_j(A_J, _k_) Rm_PR("% 6.4g", A_J, _k_); Rprintf("\n") #define RdPRINT_j(A_J, _k_) Rm_PR("% 6d" , A_J, _k_); Rprintf("\n") //--- smart printing of "Big" / "2B" [BIG_dbl := .... -> ./Srunmed.c ] #define RwwPRINTj(A_J, _k_) \ for(int j = 0; j <= _k_; j++) { \ if (A_J == BIG_dbl ) Rprintf("%6s", "+BIG"); \ else if(A_J == -BIG_dbl ) Rprintf("%6s", "-BIG"); \ else if(A_J == 2*BIG_dbl) Rprintf("%6s", "+2B"); \ else if(A_J == -2*BIG_dbl) Rprintf("%6s", "-2B"); \ else Rprintf("% 6.4g", A_J); \ } \ Rprintf("\n") #define R_PRINT_4vec() \ Rprintf(" %9s: ","j"); RdPRINT_j( j, 2*k); \ Rprintf(" %9s: ","window []"); RwwPRINTj(window[j], 2*k); \ Rprintf(" %9s: "," nrlist[]"); RdPRINT_j(nrlist[j], 2*k); \ Rprintf(" %9s: ","outlist[]"); RdPRINT_j(outlist[j], k ) /* window[], outlist[], and nrlist[] are all 1-based (indices) */ if(print_level) { R_PRINT_4vec(); } } /* inittree*/ //------------------------ 2. runmedint() and auxiliaries ------------------- static void toroot(int outvirt, int k, R_xlen_t nrnew, int outnext, const double *data, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf(" toroot(%d,%d, nn=%d, outn=%d) ", outvirt, k, (int) nrnew, outnext); int father; do { father = outvirt/2; window[outvirt+k] = window[father+k]; outlist[nrlist[father+k]] = outvirt+k; if(print_level >= 3) Rprintf(" nrl[%d] := nrl[%d] = %d;", outvirt+k, father+k, nrlist[father+k]); nrlist[outvirt+k] = nrlist[father+k]; outvirt = father; } while (father != 0); if(print_level >= 2) Rprintf("\n "); window[k] = data[nrnew]; outlist[outnext] = k; nrlist[k] = outnext; } static void downtoleave(int outvirt, int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf(" downtoleave(%d, %d) ", outvirt,k); for(;;) { int childl = outvirt*2, childr = childl -1; if (window[childl+k] < window[childr+k]) childl = childr; if (window[outvirt+k] >= window[childl+k]) break; /* seg.fault may happen here: invalid outvirt+k/ childl+k ? */ swap(outvirt+k, childl+k, window, outlist, nrlist, print_level); outvirt = childl; } if(print_level >= 2) Rprintf("\n "); } static void uptoleave(int outvirt, int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf(" uptoleave(%d, %d) ", outvirt,k); for(;;) { int childl = outvirt*2, childr = childl +1; if (window[childl+k] > window[childr+k]) childl = childr; if (window[outvirt+k] <= window[childl+k]) break; /* seg.fault may happen here: invalid outvirt+k/ childl+k ? */ swap(outvirt+k, childl+k, window, outlist, nrlist, print_level); outvirt = childl; } if(print_level >= 2) Rprintf("\n "); } static void upperoutupperin(int outvirt, int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf("UpperoutUPPERin(%d, %d)\n ", outvirt,k); uptoleave(outvirt, k, window, outlist, nrlist, print_level); int father = outvirt/2; while (window[outvirt+k] < window[father+k]) { if(print_level >= 2) Rprintf(" UpperoutUP(win[%d]): ", outvirt+k); swap(outvirt+k, father+k, window, outlist, nrlist, print_level); outvirt = father; father = outvirt/2; } if(print_level >= 2) Rprintf("\n"); } static void upperoutdownin(int outvirt, int k, R_xlen_t nrnew, int outnext, const double *data, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf("__upperoutDOWNin(%d, %d, ..)\n ", outvirt,k); toroot(outvirt, k, nrnew, outnext, data, window, outlist, nrlist, print_level); if(window[k] < window[k-1]) { if(print_level >= 2) Rprintf(" upperoutDN(win[%d]): ", k); swap(k, k-1, window, outlist, nrlist, print_level); downtoleave(/*outvirt = */ -1, k, window, outlist, nrlist, print_level); } } static void downoutdownin(int outvirt, int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf("DownoutDOWNin(%d, %d)\n ", outvirt,k); downtoleave(outvirt, k, window, outlist, nrlist, print_level); int father = outvirt/2; while (window[outvirt+k] > window[father+k]) { swap(outvirt+k, father+k, window, outlist, nrlist, print_level); outvirt = father; father = outvirt/2; } // if(print_level >= 2) Rprintf("\n"); } static void downoutupperin(int outvirt, int k, R_xlen_t nrnew, int outnext, const double *data, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf("__downoutUPPERin(%d, %d, ..)\n ", outvirt,k); toroot(outvirt, k, nrnew, outnext, data, window, outlist, nrlist, print_level); if(window[k] > window[k+1]) { swap(k, k+1, window, outlist, nrlist, print_level); uptoleave(/*outvirt = */ +1, k, window, outlist, nrlist, print_level); } } static void wentoutone(int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf(" wentOUT_1(%d)\n ", k); swap(k, k+1, window, outlist, nrlist, print_level); uptoleave(/*outvirt = */ +1, k, window, outlist, nrlist, print_level); } static void wentouttwo(int k, double *window, int *outlist, int *nrlist, int print_level) { if(print_level >= 2) Rprintf(" wentOUT_2(%d)\n ", k); swap(k, k-1, window, outlist, nrlist, print_level); downtoleave(/*outvirt = */ -1, k, window, outlist, nrlist, print_level); } static void runmedint(R_xlen_t n, int k, int k2, const double *data, double *median, double *window, int *outlist, int *nrlist, int end_rule, int print_level) { /* Running Median of `k' , k == 2*k2 + 1 * * end_rule == 0: leave values at the end, * otherwise: "constant" end values */ int outnext, out, outvirt; if(end_rule) for(int i = 0; i <= k2; median[i++] = window[k]); else { for(int i = 0; i < k2; median[i] = data[i], i++); median[k2] = window[k]; } R_xlen_t every_i = 1; // -Wall: only used for print_level >= 2. if(print_level >= 2) every_i = (n > 100) ? n/10 : 10; outnext = 0; for(R_xlen_t i = k2+1; i < n-k2; i++) {/* compute (0-index) median[i] == X*_{i+1} */ out = outlist[outnext]; R_xlen_t nrnew = i+k2; window[out] = data[nrnew]; outvirt = out-k; if (out > k) if(data[nrnew] >= window[k]) upperoutupperin(outvirt, k, window, outlist, nrlist, print_level); else upperoutdownin(outvirt, k, nrnew, outnext, data, window, outlist, nrlist, print_level); else if(out < k) if(data[nrnew] < window[k]) downoutdownin(outvirt, k, window, outlist, nrlist, print_level); else downoutupperin(outvirt, k, nrnew, outnext, data, window, outlist, nrlist, print_level); else if(window[k] > window[k+1]) wentoutone(k, window, outlist, nrlist, print_level); else if(window[k] < window[k-1]) wentouttwo(k, window, outlist, nrlist, print_level); median[i] = window[k]; outnext = (outnext+1) % k; if(print_level >= 2) { Rprintf("i=%2lld (out=%2d, *virt=%2d): med[i] := window[k]=%11g, outnext=%3d\n", (long long)i, out, outvirt, median[i], outnext); if(print_level >= 3 || (i % every_i) == 0) { R_PRINT_4vec(); } } } if(print_level >= 2) Rprintf("\n"); if(end_rule) for(R_xlen_t i = n-k2; i < n; median[i++] = window[k]); else for(R_xlen_t i = n-k2; i < n; median[i] = data[i], i++); }/* runmedint() */ //------------------------ 3. Trunmed() -------------------------------------- // Main function called from runmed() in ./Srunmed.c : static void Trunmed(const double *x,// (n) double *median, // (n) R_xlen_t n,/* = length(x) */ int k, /* is odd <= n */ int end_rule, int print_level) { int k2 = (k - 1)/2; // always odd k == 2 * k2 + 1 double *window = (double *) R_alloc(2*k + 1, sizeof(double)); int *nrlist = (int *) R_alloc(2*k + 1, sizeof(int)), *outlist = (int *) R_alloc( k + 1, sizeof(int)); inittree(n, k, k2, x, /* initialize the 3 vectors: */ window, outlist, nrlist, print_level); runmedint(n, k, k2, x, median, window, outlist, nrlist, end_rule, print_level); }