QGpCoreTools::Stationarity Class Reference

#include <Stationarity.h>

List of all members.

Public Member Functions
bool	absoluteAtEnd ()
void	add (double newval)
double	count ()
double	maxErr ()
double	mean ()
int	nextIndex ()
int	oldestIndex ()
bool	relativeAtEnd ()
	Stationarity (int queueLength, double ratio=0.001)
	~Stationarity ()

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Constructor & Destructor Documentation

QGpCoreTools::Stationarity::Stationarity	(	int	queueLength,
		double	ratio = 0.001
	)

Sets queue length for stationarity window

References TRACE.

{
  TRACE;
  _queueLength=queueLength;
  _mean=0;
  _currentI=-1;
  _values=new double [_queueLength];
  _count=0;
  _imax=0;
  _maxdelta=1e99;
  _ratio=ratio;
}

QGpCoreTools::Stationarity::~Stationarity

(

)

References TRACE.

{
  TRACE;
  delete [] _values;
}

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Member Function Documentation

bool QGpCoreTools::Stationarity::absoluteAtEnd

(

)

Absolute criteria (_ratio is used as a threshold)

References TRACE.

{
  TRACE;
  if(_count<_queueLength) return false;
  if(_count>_imax+_queueLength) {
    _maxdelta=-1e99;
    for(int i=0;i<_queueLength;i++) {
      double delta=fabs(_mean-_values[i]);
      if(delta>_maxdelta) {
        _imax=_count-_queueLength+i;
        _maxdelta=delta;
      }
      if(_maxdelta>_ratio) return false;
    }
    return true;
  } else {
    return _maxdelta<=_ratio;
  }
}

void QGpCoreTools::Stationarity::add

(

double

newval

)

References count(), nextIndex(), oldestIndex(), TRACE, and w.

{
  TRACE;
  if(_count<_queueLength) {
    _count++;
    double w=1.0/count();
    _mean=_mean*((double)(_count-1)*w)+newval*w;
  } else {
    _count++;
    _mean=_mean+(newval-_values[oldestIndex()])/_queueLength;
  }
  _values[nextIndex()]=newval;
}

double QGpCoreTools::Stationarity::count

(

)

[inline]

Referenced by add().

{return _count;}

double QGpCoreTools::Stationarity::maxErr

(

)

[inline]

{return _maxdelta;}

double QGpCoreTools::Stationarity::mean

(

)

[inline]

{return _mean;}

int QGpCoreTools::Stationarity::nextIndex

(

)

[inline]

Referenced by add().

{if(_currentI==_queueLength-1) _currentI=-1; return ++_currentI;}

int QGpCoreTools::Stationarity::oldestIndex

(

)

[inline]

Referenced by add().

{if(_currentI==_queueLength-1) return 0; return _currentI+1;}

bool QGpCoreTools::Stationarity::relativeAtEnd

(

)

References TRACE.

{
  TRACE;
  if(_count<_queueLength) return false;
  if(_count>_imax+_queueLength) {
    _maxdelta=-1e99;
    for(int i=0;i<_queueLength;i++) {
      double delta=fabs(_mean-_values[i]);
      if(delta>_maxdelta) {
        _imax=_count-_queueLength+i;
        _maxdelta=delta;
      }
      if(_maxdelta>fabs(_ratio*_mean)) return false;
    }
    return true;
  } else {
    return _maxdelta<=fabs(_ratio*_mean);
  }
}

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The documentation for this class was generated from the following files:

• QGpCoreTools/Stationarity.h
• QGpCoreTools/Stationarity.cpp