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54 lines
1,008 B
C++
54 lines
1,008 B
C++
/*
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Theil–Sen estimator
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Copyright 2021 Ahmet Inan <inan@aicodix.de>
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*/
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#pragma once
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#include "quick.hh"
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namespace DSP {
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template <typename TYPE, int LEN_MAX>
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class TheilSenEstimator
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{
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static const int size_ = ((LEN_MAX-1)*LEN_MAX)/2;
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TYPE temp_[size_];
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TYPE xint_, yint_, slope_;
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public:
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TheilSenEstimator() : xint_(0), yint_(0), slope_(0) {}
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void compute(const TYPE *x, const TYPE *y, int LEN)
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{
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int count = 0;
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for (int i = 0; count < size_ && i < LEN; ++i)
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for (int j = i+1; count < size_ && j < LEN; ++j)
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if (x[j] != x[i])
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temp_[count++] = (y[j] - y[i]) / (x[j] - x[i]);
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slope_ = quick_select(temp_, count/2, count);
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count = 0;
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for (int i = 0; count < size_ && i < LEN; ++i)
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temp_[count++] = y[i] - slope_ * x[i];
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yint_ = quick_select(temp_, count/2, count);
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xint_ = - yint_ / slope_;
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}
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TYPE xint()
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{
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return xint_;
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}
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TYPE slope()
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{
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return slope_;
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}
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TYPE yint()
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{
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return yint_;
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}
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TYPE operator () (TYPE x)
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{
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return yint_ + slope_ * x;
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}
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};
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}
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