moving_average.h File Reference

Smoothing using simple/weighted moving average. More...

#include <cmath>
#include <stdexcept>
#include <vector>
#include "../misc/expand.h"

Go to the source code of this file.

Functions
const std::vector< double >	sablib::WeightedMovingAverage (const std::vector< double > &y, const std::vector< double > &w)
	Calculates the weighted moving average of the input signal (std::vector<double> version).
template<typename Derived>
const Derived::PlainObject	sablib::WeightedMovingAverage (const Eigen::MatrixBase< Derived > &y, const Eigen::MatrixBase< Derived > &w)
	Calculates the weighted moving average of the input signal.
const std::vector< double >	sablib::MovingAverage (const std::vector< double > &y, const unsigned int n)
	Calculates the simple moving average of the input signal (std::vector<double> version).
template<typename Derived>
const Derived::PlainObject	sablib::MovingAverage (const Eigen::MatrixBase< Derived > &y, const unsigned int n)
	Calculates the simple moving average of the input signal.
const std::vector< double >	sablib::GaussianKernel (const unsigned int n, const double sigma)
	Generates a Gaussian kernel.
const std::vector< double >	sablib::GaussianFilter (const std::vector< double > &y, const unsigned int n, const double sigma)
	Performs Gaussian smoothing on the input signal.

Detailed Description

Smoothing using simple/weighted moving average.

Author

Izadori

Definition in file moving_average.h.

Function Documentation

GaussianFilter()

const std::vector< double > sablib::GaussianFilter ( const std::vector< double > & y, const unsigned int n, const double sigma )

inline

Performs Gaussian smoothing on the input signal.

This is a convenience function that generates a Gaussian kernel and then applies it using WeightedMovingAverage.

Parameters

y	The data to be smoothed.
n	Half-width of the Gaussian window (total size is 2 * n + 1).
sigma	The standard deviation of the Gaussian distribution.

Returns

The data after applying the Gaussian filter.

Definition at line 122 of file moving_average.h.

GaussianKernel()

const std::vector< double > sablib::GaussianKernel	(	const unsigned int	n,
		const double	sigma )

Generates a Gaussian kernel.

Parameters

n	Half-width of the Gaussian window (total size is 2 * n + 1).
sigma	The standard deviation of the Gaussian distribution.

Returns

A vector containing the Gaussian kernel coefficients.

Exceptions

std::invalid_argument

If n is zero or sigma is non-positive.

Definition at line 46 of file moving_average.cpp.

MovingAverage() [1/2]

template<typename Derived>

const Derived::PlainObject sablib::MovingAverage	(	const Eigen::MatrixBase< Derived > &	y,
		const unsigned int	n )

Calculates the simple moving average of the input signal.

Parameters

y	The data to be averaged.
n	Half-width of the moving average window (calculated using 2 * n + 1 points).

Returns

The data after applying the moving average.

Exceptions

std::invalid_argument

If n is zero.

Definition at line 87 of file moving_average.h.

MovingAverage() [2/2]

const std::vector< double > sablib::MovingAverage	(	const std::vector< double > &	y,
		const unsigned int	n )

Calculates the simple moving average of the input signal (std::vector<double> version).

Parameters

y	The data to be averaged.
n	Half-width of the moving average window (calculated using 2 * n + 1 points).

Returns

The data after applying the moving average.

Definition at line 15 of file moving_average.cpp.

WeightedMovingAverage() [1/2]

template<typename Derived>

const Derived::PlainObject sablib::WeightedMovingAverage	(	const Eigen::MatrixBase< Derived > &	y,
		const Eigen::MatrixBase< Derived > &	w )

Calculates the weighted moving average of the input signal.

Parameters

y	The data to be averaged.
w	Weights.

Returns

The data after applying the moving average.

Exceptions

std::invalid_argument

If the length of y or w is zero.

Definition at line 36 of file moving_average.h.

WeightedMovingAverage() [2/2]

const std::vector< double > sablib::WeightedMovingAverage	(	const std::vector< double > &	y,
		const std::vector< double > &	w )

Calculates the weighted moving average of the input signal (std::vector<double> version).

Parameters

y	The data to be averaged.
w	Weights.

Returns

The data after applying the moving average.

Definition at line 30 of file moving_average.cpp.