Mercurial > octave
annotate scripts/statistics/movmean.m @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | 81d26e8481a6 |
children | 597f3ee61a48 |
rev | line source |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 2018-2022 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
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7 ## |
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8 ## This file is part of Octave. |
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9 ## |
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10 ## Octave is free software: you can redistribute it and/or modify it |
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11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
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14 ## |
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15 ## Octave is distributed in the hope that it will be useful, but |
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16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
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19 ## |
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20 ## You should have received a copy of the GNU General Public License |
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21 ## along with Octave; see the file COPYING. If not, see |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
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25 |
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26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {@var{y} =} movmean (@var{x}, @var{wlen}) |
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28 ## @deftypefnx {} {@var{y} =} movmean (@var{x}, [@var{nb}, @var{na}]) |
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29 ## @deftypefnx {} {@var{y} =} movmean (@dots{}, @var{dim}) |
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30 ## @deftypefnx {} {@var{y} =} movmean (@dots{}, "@var{nancond}") |
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31 ## @deftypefnx {} {@var{y} =} movmean (@dots{}, @var{property}, @var{value}) |
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32 ## Calculate the moving average over a sliding window of length @var{wlen} on |
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33 ## data @var{x}. |
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34 ## |
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35 ## If @var{wlen} is a scalar, the function @code{mean} is applied to a |
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36 ## moving window of length @var{wlen}. When @var{wlen} is an odd number the |
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37 ## window is symmetric and includes @w{@code{(@var{wlen} - 1) / 2}} elements on |
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38 ## either side of the central element. For example, when calculating the |
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39 ## output at index 5 with a window length of 3, @code{movmean} uses data |
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40 ## elements @w{@code{[4, 5, 6]}}. If @var{wlen} is an even number, the window |
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41 ## is asymmetric and has @w{@code{@var{wlen}/2}} elements to the left of the |
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42 ## central element and @w{@code{@var{wlen}/2 - 1}} elements to the right of the |
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43 ## central element. For example, when calculating the output at index 5 with a |
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44 ## window length of 4, @code{movmean} uses data elements |
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45 ## @w{@code{[3, 4, 5, 6]}}. |
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46 ## |
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47 ## If @var{wlen} is an array with two elements @w{@code{[@var{nb}, @var{na}]}}, |
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48 ## the function is applied to a moving window @code{-@var{nb}:@var{na}}. This |
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49 ## window includes @var{nb} number of elements @emph{before} the current |
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50 ## element and @var{na} number of elements @emph{after} the current element. |
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51 ## The current element is always included. For example, given |
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52 ## @w{@code{@var{wlen} = [3, 0]}}, the data used to calculate index 5 is |
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53 ## @w{@code{[2, 3, 4, 5]}}. |
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54 ## |
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55 ## If the optional argument @var{dim} is given, operate along this dimension. |
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56 ## |
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57 ## The optional string argument @qcode{"@var{nancond}"} controls whether |
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58 ## @code{NaN} and @code{NA} values should be included (@qcode{"includenan"}), |
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59 ## or excluded (@qcode{"omitnan"}), from the data passed to @code{mean}. The |
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60 ## default is @qcode{"includenan"}. Caution: the @qcode{"omitnan"} option is |
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61 ## not yet implemented. |
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62 ## |
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63 ## The calculation can be controlled by specifying @var{property}/@var{value} |
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64 ## pairs. Valid properties are |
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65 ## |
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66 ## @table @asis |
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67 ## |
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68 ## @item @qcode{"Endpoints"} |
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69 ## |
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70 ## This property controls how results are calculated at the boundaries |
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71 ## (@w{endpoints}) of the window. Possible values are: |
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72 ## |
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73 ## @table @asis |
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74 ## @item @qcode{"shrink"} (default) |
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75 ## The window is truncated at the beginning and end of the array to exclude |
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76 ## elements for which there is no source data. For example, with a window of |
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77 ## length 3, @code{@var{y}(1) = mean (@var{x}(1:2))}, and |
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78 ## @code{@var{y}(end) = mean (@var{x}(end-1:end))}. |
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79 ## |
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80 ## @item @qcode{"discard"} |
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81 ## Any @var{y} values that use a window extending beyond the original |
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82 ## data array are deleted. For example, with a 10-element data vector and a |
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83 ## window of length 3, the output will contain only 8 elements. The first |
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84 ## element would require calculating the function over indices |
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85 ## @w{@code{[0, 1, 2]}} and is therefore discarded. The last element would |
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86 ## require calculating the function over indices @w{@code{[9, 10, 11]}} and is |
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87 ## therefore discarded. |
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88 ## |
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89 ## @item @qcode{"fill"} |
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90 ## Any window elements outside the data array are replaced by @code{NaN}. For |
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91 ## example, with a window of length 3, |
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92 ## @code{@var{y}(1) = mean ([NaN, @var{x}(1:2)])}, and |
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93 ## @code{@var{y}(end) = mean ([@var{x}(end-1:end), NaN])}. |
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94 ## This option usually results in @var{y} having @code{NaN} values at the |
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95 ## boundaries, although it is influenced by how @code{mean} handles @code{NaN}, |
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96 ## and also by the property @qcode{"nancond"}. |
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97 ## |
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98 ## @item @var{user_value} |
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99 ## Any window elements outside the data array are replaced by the specified |
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100 ## value @var{user_value} which must be a numeric scalar. For example, with a |
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101 ## window of length 3, |
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102 ## @code{@var{y}(1) = mean ([@var{user_value}, @var{x}(1:2)])}, and |
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103 ## @code{@var{y}(end) = mean ([@var{x}(end-1:end), @var{user_value}])}. |
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104 ## A common choice for @var{user_value} is 0. |
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105 ## |
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106 ## @item @qcode{"same"} |
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107 ## Any window elements outside the data array are replaced by the value of |
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108 ## @var{x} at the boundary. For example, with a window of length 3, |
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109 ## @code{@var{y}(1) = mean ([@var{x}(1), @var{x}(1:2)])}, and |
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110 ## @code{@var{y}(end) = mean ([@var{x}(end-1:end), @var{x}(end)])}. |
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111 ## |
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112 ## @item @qcode{"periodic"} |
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113 ## The window is wrapped so that any missing data elements are taken from |
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114 ## the other side of the data. For example, with a window of length 3, |
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115 ## @code{@var{y}(1) = mean ([@var{x}(end), @var{x}(1:2)])}, and |
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116 ## @code{@var{y}(end) = mean ([@var{x}(end-1:end), @var{x}(1)])}. |
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117 ## |
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118 ## @end table |
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119 ## |
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120 ## @item @qcode{"SamplePoints"} |
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121 ## Caution: This option is not yet implemented. |
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122 ## |
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123 ## @end table |
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124 ## |
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125 ## Programming Note: This function is a wrapper which calls @code{movfun}. |
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126 ## For additional options and documentation, @pxref{XREFmovfun,,@code{movfun}}. |
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127 ## |
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128 ## @seealso{movfun, movslice, movmad, movmax, movmedian, movmin, movprod, |
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129 ## movstd, movsum, movvar} |
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130 ## @end deftypefn |
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131 |
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132 function y = movmean (x, wlen, varargin) |
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133 |
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134 if (nargin < 2) |
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135 print_usage (); |
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136 endif |
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137 |
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138 y = movfun (@mean, x, wlen, __parse_movargs__ ("movmean", varargin{:}){:}); |
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139 |
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140 endfunction |
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141 |
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142 |
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143 ## FIXME: Need functional BIST tests |
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144 ## test for bug #55241 |
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145 %!assert ([1.5; (2:9).'; 9.5], movmean ((1:10).', 3)) |
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146 |
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147 ## Test input validation |
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148 %!error <Invalid call> movmean () |
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149 %!error <Invalid call> movmean (1) |