mad()

std::vector< double > MayaFlux::Kinesis::Discrete::mad	(	std::span< const double >	data,
		size_t	n_windows,
		uint32_t	hop_size,
		uint32_t	window_size
	)

Median absolute deviation per window.

Definition at line 501 of file Analysis.cpp.

{
    std::vector<double> out(n_windows);
    std::vector<size_t> idx(n_windows);
    std::iota(idx.begin(), idx.end(), 0);
 
    Parallel::for_each(Parallel::par_unseq, idx.begin(), idx.end(),
        [&](size_t i) {
            const size_t start = i * hop_size;
            auto w = data.subspan(start, std::min<size_t>(window_size, data.size() - start));
            if (w.empty()) {
                out[i] = 0.0;
                return;
            }
            std::vector<double> buf(w.begin(), w.end());
            const size_t mid = buf.size() / 2;
            std::nth_element(buf.begin(), buf.begin() + static_cast<ptrdiff_t>(mid), buf.end());
            const double med = (buf.size() % 2 != 0)
                ? buf[mid]
                : [&] {
                      const double upper = buf[mid];
                      std::nth_element(buf.begin(), buf.begin() + static_cast<ptrdiff_t>(mid - 1), buf.begin() + static_cast<ptrdiff_t>(mid));
                      return (buf[mid - 1] + upper) / 2.0;
                  }();
 
            std::vector<double> dev;
            dev.reserve(w.size());
            for (double v : w)
                dev.push_back(std::abs(v - med));
 
            const size_t dm = dev.size() / 2;
            std::nth_element(dev.begin(), dev.begin() + static_cast<ptrdiff_t>(dm), dev.end());
            out[i] = (dev.size() % 2 != 0)
                ? dev[dm]
                : [&] {
                      const double upper = dev[dm];
                      std::nth_element(dev.begin(), dev.begin() + static_cast<ptrdiff_t>(dm - 1), dev.begin() + static_cast<ptrdiff_t>(dm));
                      return (dev[dm - 1] + upper) / 2.0;
                  }();
        });
 
    return out;
}

References mad().

Referenced by mad().

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