autocorr.h

统计软件包

#ifndef AUTOCORR_H
#define AUTOCORR_H

#include <vector>

/**
   Calculate the autocorrelation function for a vector


<h4>
   Copyright and Use
</h4>

   You may use this source code without limitation and without
   fee as long as you include:

<p>
<i>
     This software was written and is copyrighted by Ian Kaplan, Bear
     Products International, www.bearcave.com, 2001.
</i>
</p>

   This software is provided "as is", without any warranty or
   claim as to its usefulness.  Anyone who uses this source code
   uses it at their own risk.  Nor is any support provided by
   Ian Kaplan and Bear Products International.

   Please send any bug fixes or suggested source changes to:

<pre>
     [e-mail]
</pre>

 */
class autocorr 
{
private:
  autocorr( const autocorr &rhs );
  // Minimum correlation value
  const double limit_;
  // Total number of points to calculate
  const size_t numPoints_;

public:

  /**
    A container for the autocorrelation function result.
   */
  class acorrInfo 
  {
  private:
    acorrInfo(const acorrInfo &rhs );
    std::vector<double> points_;
    /** slope of the autocorrelation line on a log/log plot */
    double slope_;
    double slopeErr_;
  public:
    acorrInfo() { slope_ = 0; }
    ~acorrInfo() {}

    double slope() { return slope_; }
    void slope( double s ) { slope_ = s; }

    double slopeErr() { return slopeErr_; }
    void slopeErr( double sE ) { slopeErr_ = sE; }

    std::vector<double> &points() { return points_; }
  }; // class acorrInfo

private:
  void acorrSlope( acorrInfo &info );

public:
  autocorr( double lim = 0.01, size_t numPts = 32 ) : limit_(lim), 
                                                      numPoints_(numPts) {}
  ~autocorr() {}

  // Autocorrelation function
  void ACF( const double *v, const size_t N, acorrInfo &info );
}; // autocorr

#endif