//' Marginal correlation matrix
//'
//' Various workhorse functions to compute the marginal (or unconditional)
//' correlations (and cross-correlation) estimates efficiently.
//' They are (almost)
//' equivalent implementations of \code{\link[stats]{cor}} in Rcpp,
//' RcppArmadillo, and RcppEigen.
//'
//' @rdname corFamily
//' @aliases corFamily
//' corRcpp xcorRcpp corArma xcorArma corEigen xcorEigen
//' @param X A numeric matrix.
//' @param Y A numeric matrix of compatible dimension with the \code{X}, i.e.
//' \code{nrow(X)} equals \code{nrow(Y)}.
//' @return
//' The \code{corXX} family returns a numeric correlation matrix of size
//' \code{ncol(X)} times \code{ncol(X)}.
//'
//' The \code{xcorXX} family returns a numeric cross-correlation matrix
//' of size \code{ncol(X)} times \code{ncol(Y)}.
//' @details
//' Functions almost like \code{\link{cor}}.
//' For the \code{xcorXX} functions, the \code{i}'th and \code{j}'th
//' entry of the output matrix is the correlation between \code{X[i, ]} and
//' \code{X[j, ]}.
//' Likewise, for the \code{xcorXX} functions, the \code{i}'th and
//' \code{j}'th entry of the output is the correlation between \code{X[i, ]}
//' and \code{Y[j, ]}.
//' @note
//' \code{NA}s in \code{X} or \code{Y} will yield \code{NA}s in the correlation matrix.
//' This also includes the diagonal unlike the behavior of
//' \code{\link[stats]{cor}}.
//' @author Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
//' @export
// [[Rcpp::export]]
Rcpp::NumericMatrix corRcpp(Rcpp::NumericMatrix & X) {
const int m = X.ncol();
const int n = X.nrow();
// Centering the matrix
X = centerNumericMatrix(X);
Rcpp::NumericMatrix cor(m, m);
// Degenerate case
if (n == 0) {
std::fill(cor.begin(), cor.end(), Rcpp::NumericVector::get_na());
return cor;
}
// Compute 1 over the sample standard deviation
Rcpp::NumericVector inv_sqrt_ss(m);
for (int i = 0; i < m; ++i) {
inv_sqrt_ss(i) = 1/sqrt(Rcpp::sum(X(Rcpp::_, i)*X(Rcpp::_, i)));
}
// Computing the correlation matrix
for (int i = 0; i < m; ++i) {
for (int j = 0; j <= i; ++j) {
cor(i, j) = Rcpp::sum(X(Rcpp::_,i)*X(Rcpp::_,j)) *
inv_sqrt_ss(i) * inv_sqrt_ss(j);
cor(j, i) = cor(i, j);
}
}
return cor;
}
//T: O(ElogV), M: theta(V + E)
void dijkstra(vector<vector<Aresta> > &g, int r) {
int n = g.size();
vector<Vertice> Q;
d.clear();
d.resize(n, INT_MAX);
vector<bool> cor(n, false);
Q.push_back(r);
d[r] = 0;
cor[r] = true;
while (!Q.empty()) {
int u = Q[0];
//if(procurado == u) return;
pop_heap(Q.begin(), Q.end(), comp);
Q.pop_back();
for (int i = 0; i < g[u].size(); i++) {
if (d[u] + g[u][i].p < d[g[u][i].v])
d[g[u][i].v] = d[u] + g[u][i].p; //relaxamento
if (!cor[g[u][i].v]) {
cor[g[u][i].v] = true;
Q.push_back(g[u][i].v);
}
}
make_heap(Q.begin(), Q.end(), comp);
}
}
void tst_QTemporaryDir::nonWritableCurrentDir()
{
#ifdef Q_OS_UNIX
if (::geteuid() == 0)
QSKIP("not valid running this test as root");
struct ChdirOnReturn
{
ChdirOnReturn(const QString& d) : dir(d) {}
~ChdirOnReturn() {
QDir::setCurrent(dir);
}
QString dir;
};
ChdirOnReturn cor(QDir::currentPath());
QDir::setCurrent("/home");
// QTemporaryDir("tempXXXXXX") is probably a bad idea in any app
// where the current dir could anything...
QTemporaryDir dir("tempXXXXXX");
dir.setAutoRemove(true);
QVERIFY(!dir.isValid());
QVERIFY(dir.path().isEmpty());
#endif
}
char obj_figura::exibe()
{
if (!carquivo_definido)
return FALSO;
else
{
if (!cbuffer_definido)
{
cbuffer = (estrutura_circular*) malloc(sizeof(estrutura_circular) * cnumero_de_nos);
cbuffer_definido = VERDADEIRO;
rewind(carquivo);
fread(cbuffer, sizeof(estrutura_circular), cnumero_de_nos, carquivo);
}
if (cgrossura == 3)
setlinestyle(SOLID_LINE, 1, 3);
else
setlinestyle(SOLID_LINE, 1, 1);
for (unsigned int cont = 0; cont < cnumero_de_nos; cont++)
{
tipo_xy x1, y1, x2, y2;
converte(cbuffer[cont].angulo1 + cangulo, cbuffer[cont].raio1 * craio, &x1, &y1, cx, cy);
converte(cbuffer[cont].angulo2 + cangulo, cbuffer[cont].raio2 * craio, &x2, &y2, cx, cy);
cor(cbuffer[cont].cor);
line(x1, y1, x2, y2);
}
return VERDADEIRO;
}
}
double Fractais::leftRigth(Mat image, int op, int p)
{
Mat aux;
cvtColor(image,image,CV_BGR2GRAY);
threshold(image,image,200.0,255.0,THRESH_BINARY);
cvtColor(image,aux,CV_GRAY2RGB);
int c;
switch (op) {
case 1:
c = image.cols-1;
break;
default:
c = 0;
break;
}
Vec3b cor(0,0,0);
for(int i=0; i<aux.rows;i++){
if(aux.at<Vec3b>(i,c) != cor){
floodFill(aux, Point(c,i), Scalar(0.0,0.0,0.0));
}
}
cvtColor(aux,aux,CV_RGB2GRAY);
absdiff(aux,image,aux);
return press(aux,1, p);
}
char obj_figura::apaga(const tipo_cor& vcor)
{
if (!carquivo_definido)
return FALSO;
else
{
if (!cbuffer_definido)
{
cbuffer = (estrutura_circular*) malloc(sizeof(estrutura_circular) * cnumero_de_nos);
cbuffer_definido = VERDADEIRO;
rewind(carquivo);
fread(cbuffer, sizeof(estrutura_circular), cnumero_de_nos, carquivo);
}
for (unsigned int cont = 0; cont < cnumero_de_nos; cont++)
{
tipo_xy x1, y1, x2, y2;
converte(cbuffer[cont].angulo1 + cangulo, cbuffer[cont].raio1 * craio, &x1, &y1, cx, cy);
converte(cbuffer[cont].angulo2 + cangulo, cbuffer[cont].raio2 * craio, &x2, &y2, cx, cy);
cor(vcor);
line(x1, y1, x2, y2);
}
return VERDADEIRO;
}
}
double Fractais::topDown(Mat image, int op, int p)
{
Mat aux;
cvtColor(image,image,CV_BGR2GRAY);
threshold(image,image,200.0,255.0,THRESH_BINARY);
cvtColor(image,aux,CV_GRAY2RGB);
int r;
switch (op) {
case 1:
r=image.rows-1;
break;
default:
r = 0;
break;
}
Vec3b cor(0,0,0);
for(int i=0; i<aux.cols;i++){
Vec3b c = aux.at<Vec3b>(r,i);
if(c != cor){
Point x(i,r);
floodFill(aux, x, Scalar(0.0,0.0,0.0));
}
}
cvtColor(aux,aux,CV_RGB2GRAY);
absdiff(aux,image,aux);
return press(aux,0,p);
}
arma::vec Vespucci::Math::Quantification::CorrelationMat(const arma::mat &X, arma::vec control)
{
arma::vec results;
results.set_size(X.n_cols);
for(arma::uword i = 0; i < X.n_cols; ++i){
results(i) = arma::as_scalar(cor(control, X.col(i)));
}
return results;
}
Arv* moveDirRed(Arv* arv)
{
trocarCor(arv);
if(cor(arv->esq->esq) == RED)
{
arv = rDir(arv);
trocaCor(arv);
}
return arv;
}
vector<vector<size_t> > match2corv(const vector<vector<cv::DMatch> >& matches)
{
vector<vector<size_t> > cor(matches.size());
for(size_t i=0; i<matches.size(); i++) {
cor[i].resize(matches[i].size());
for(size_t j=0; j<matches[i].size(); j++)
cor[i][j] = matches[i][j].trainIdx;
}
return cor;
}
Arv* moveEsqRed(Arv* arv)
{
trocarCor(arv);
if(cor(arv->dir->esq) == RED)
{
arv->dir = rDir(arv->dir);
arv = rEsq(arv);
trocarCor(arv);
}
return arv;
}
// [[Rcpp::export]]
arma::mat BeQTL2(const arma::mat & A, const arma::mat & B, const arma::umat & Bootmat){
int bsi= Bootmat.n_rows;
arma::mat C(A.n_cols*B.n_cols,Bootmat.n_rows);
arma::mat tC(A.n_rows,B.n_rows);
for(int i=0; i<bsi; i++){
tC = cor(A.rows(Bootmat.row(i)),B.rows(Bootmat.row(i)));
C.col(i) = vectorise(tC,0);
}
C.elem(find_nonfinite(C)).zeros();
return reshape(median(C,1),A.n_cols,B.n_cols);
}
// Cross-correlation implementation in Rcpp
//' @rdname corFamily
//' @export
// [[Rcpp::export]]
Rcpp::NumericMatrix xcorRcpp(Rcpp::NumericMatrix & X,
Rcpp::NumericMatrix & Y) {
const int m_X = X.ncol();
const int m_Y = Y.ncol();
const int n = X.nrow();
// Centering the matrices
X = centerNumericMatrix(X);
Y = centerNumericMatrix(Y);
Rcpp::NumericMatrix cor(m_X, m_Y);
// Degenerate case
if (n == 0) {
std::fill(cor.begin(), cor.end(), Rcpp::NumericVector::get_na());
return cor;
}
// Compute 1 over square root the sum of squares
Rcpp::NumericVector inv_sqrt_ss_X(m_X);
for (int i = 0; i < m_X; ++i) {
inv_sqrt_ss_X(i) = 1/sqrt(Rcpp::sum(X(Rcpp::_, i)*X(Rcpp::_, i)));
}
Rcpp::NumericVector inv_sqrt_ss_Y(m_Y);
for (int i = 0; i < m_Y; ++i) {
inv_sqrt_ss_Y(i) = 1/sqrt(Rcpp::sum(Y(Rcpp::_, i)*Y(Rcpp::_, i)));
}
// Computing the cross-correlation matrix
for (int i = 0; i < m_X; ++i) {
for (int j = 0; j < m_Y; ++j) {
cor(i, j) = Rcpp::sum(X(Rcpp::_, i)*Y(Rcpp::_, j)) *
inv_sqrt_ss_X(i) * inv_sqrt_ss_Y(j);
}
}
return cor;
}
int run_as_correlation(int argc,const char *argv[])
{
CTimeSegmentedQuote ct,dt;
bool bRet;
double dPrice0[2000],dPrice1[2000];
double dHigh,dLow,dPre,dCor;
bRet = ct.ReadFromFile(argv[2]);
if (bRet == false)
{
EVENT("不能打开文件:%s",argv[2]);
return 0;
}
bRet = dt.ReadFromFile(argv[3]);
if (bRet == false)
{
EVENT("不能打开文件:%s",argv[3]);
return 0;
}
bRet = ct.GetQuoteLastPrice(0, 2000, dPrice0, nullptr,&dHigh, &dLow, &dPre);
if (bRet == false)
{
EVENT("不能GetLastPrice:%s",argv[2]);
return 0;
}
bRet = dt.GetQuoteLastPrice(0, 2000, dPrice1, nullptr,&dHigh, &dLow, &dPre);
if (bRet == false)
{
EVENT("不能GetLastPrice:%s",argv[3]);
return 0;
}
dCor = cor(2000,dPrice0,dPrice1);
EVENT("DCore:%.4f",dCor);
FILE *fh;
int i;
fh = fopen("1.csv","w");
for(i=0;i<2000;i++)
{
fprintf(fh,"%.3f\n",dPrice0[i]);
}
fclose(fh);
fh = fopen("2.csv","w");
for(i=0;i<2000;i++)
{
fprintf(fh,"%.3f\n",dPrice1[i]);
}
fclose(fh);
return 0;
}
//Script that takes two matrices, performs bootstrapped correlation, and returns the median
// [[Rcpp::export]]
arma::mat BeQTL(const arma::mat & A, const arma::mat & B, const arma::umat & Bootmat){
int bsi= Bootmat.n_rows;
Rcpp::Rcout<<"Starting Bootstrap!"<<std::endl;
arma::mat C(A.n_cols*B.n_cols,Bootmat.n_rows);
arma::mat tA(A.n_rows,A.n_cols);
arma::mat tB(B.n_rows,B.n_cols);
arma::mat tC(A.n_rows,B.n_rows);
for(int i=0; i<bsi; i++){
tA = A.rows(Bootmat.row(i));
tB = B.rows(Bootmat.row(i));
tC = cor(tA,tB);
C.col(i) = vectorise(tC,0);
}
C.elem(find_nonfinite(C)).zeros();
return reshape(median(C,1),A.n_cols,B.n_cols);
}
void autohf(float *si, float *w, int n, float omega, float *a)
{
int i;
float c0, c[MAXNO], atemp[MAXNO+1], s[MAXLL];
memset(atemp, 0, sizeof(atemp));
for (i = 0; i < n ; i++)
s[i] = si[i] * w[i]; /* apply window */
cor(s, n, &c0, c); /* calculate autocorrelations */
atemp[0] = 1.0f; /* convert autocorrelations to pc's */
durbin(c0, c, &atemp[1]);
bwexp1(omega, atemp, a, MAXNO); /* expand corrected pc's */
}
// EDITOR -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
inline void obj_figura::poe(const tipo_xy& x1, const tipo_xy& y1,
const tipo_xy& x2, const tipo_xy& y2,
const tipo_cor& vcor)
{
estrutura_circular caux;
converte(x1, y1, &caux.angulo1, &caux.raio1);
converte(x2, y2, &caux.angulo2, &caux.raio2);
caux.angulo1 = -caux.angulo1;
caux.angulo2 = -caux.angulo2;
caux.cor = vcor;
cor(vcor);
line(x1, y1, x2, y2);
fwrite(&caux, sizeof(estrutura_circular), 1, carquivo);
cnumero_de_nos++;
}
Arv* auxInsere(Arv* no, int valor,int* resp, int *chave)
{
if(no == NULL)
{
Arv* novo = (Arv*) malloc(sizeof(Arv));
if(novo == NULL)
{
*resp = 0;
return NULL;
}
novo->val = valor;
novo->chave = *chave;
novo->esq = NULL;
novo->dir = NULL;
novo->cor = RED;
*resp = 1;
return novo;
}
if(valor == no->val)
{
*resp = 0;
}
else
{
if(valor > no->val)
{
no->dir = auxInsere(no->dir,valor,resp, chave);
}
else
{
no->esq = auxInsere(no->esq,valor,resp, chave);
}
}
if((cor(no->dir) == RED) && (cor(no->esq) == BLACK))
{
no = rEsq(no);
}
if((cor(no->esq) == RED) && (cor(no->esq->esq) == RED))
{
no = rDir(no);
}
if((cor(no->esq) == RED) && (cor(no->dir) == RED))
{
trocarCor(no);
}
return no;
}
void tst_QTemporaryFile::nonWritableCurrentDir()
{
#ifdef Q_OS_UNIX
struct ChdirOnReturn
{
ChdirOnReturn(const QString& d) : dir(d) {}
~ChdirOnReturn() {
QDir::setCurrent(dir);
}
QString dir;
};
ChdirOnReturn cor(QDir::currentPath());
QDir::setCurrent("/home");
// QTemporaryFile("tempXXXXXX") is probably a bad idea in any app
// where the current dir could anything...
QTemporaryFile file("tempXXXXXX");
file.setAutoRemove(true);
QVERIFY(!file.open());
QVERIFY(file.fileName().isEmpty());
#endif
}
void tst_QTemporaryFile::nonWritableCurrentDir()
{
#ifdef Q_OS_UNIX
if (::geteuid() == 0)
QSKIP("not valid running this test as root");
ChdirOnReturn cor(QDir::currentPath());
#if defined(Q_OS_ANDROID) && !defined(Q_OS_ANDROID_NO_SDK)
QDir::setCurrent("/data");
#else
QDir::setCurrent("/home");
#endif
// QTemporaryFile("tempXXXXXX") is probably a bad idea in any app
// where the current dir could anything...
QTemporaryFile file("tempXXXXXX");
file.setAutoRemove(true);
QVERIFY(!file.open());
QVERIFY(file.fileName().isEmpty());
#endif
}
char obj_figura::exibe()
{
if (!carquivo_definido)
return FALSO;
else
{
if (ctela.pagina_atual == 0)
setactivepage(1);
else
setactivepage(0);
if (!cbuffer_definido)
{
cbuffer = (estrutura_circular*) malloc(sizeof(estrutura_circular) * cnumero_de_nos);
cbuffer_definido = VERDADEIRO;
rewind(carquivo);
fread(cbuffer, sizeof(estrutura_circular), cnumero_de_nos, carquivo);
}
for (unsigned int cont = 0; cont < cnumero_de_nos; cont++)
{
tipo_xy x1, y1, x2, y2;
converte(cbuffer[cont].angulo1 + cangulo, cbuffer[cont].raio1 * craio, &x1, &y1, cx, cy);
converte(cbuffer[cont].angulo2 + cangulo, cbuffer[cont].raio2 * craio, &x2, &y2, cx, cy);
cor(cbuffer[cont].cor);
line(x1, y1, x2, y2);
}
if (ctela.pagina_atual == 0)
setactivepage(0);
else
setactivepage(1);
return VERDADEIRO;
}
}
Cor operator*(double escalar, const Cor &c) {
Cor cor(escalar * c.r, escalar * c.g, escalar * c.b);
cor.filtre();
return cor;
}
void C3DPlotCanvas::SelectByRect()
{
int hl_size = highlight_state->GetHighlightSize();
std::vector<bool>& hs = highlight_state->GetHighlight();
std::vector<int>& nh = highlight_state->GetNewlyHighlighted();
std::vector<int>& nuh = highlight_state->GetNewlyUnhighlighted();
int total_newly_selected = 0;
int total_newly_unselected = 0;
double world11[3], world12[3], world22[3], world21[3];
double world113[3], world123[3], world223[3], world213[3];
int pixel11[2], pixel12[2], pixel22[2], pixel21[2];
int small_x = (select_start.x < select_end.x)? select_start.x:select_end.x;
int large_x = (select_start.x > select_end.x)? select_start.x:select_end.x;
int small_y = (select_start.y < select_end.y)? select_start.y:select_end.y;
int large_y = (select_start.y > select_end.y)? select_start.y:select_end.y;
pixel11[0] = small_x; pixel12[0] = small_x;
pixel21[0] = large_x; pixel22[0] = large_x;
pixel11[1] = small_y; pixel21[1] = small_y;
pixel12[1] = large_y; pixel22[1] = large_y;
ball->apply_transform();
unproject_pixel(pixel11, world11, 0.0);
unproject_pixel(pixel12, world12, 0.0);
unproject_pixel(pixel22, world22, 0.0);
unproject_pixel(pixel21, world21, 0.0);
unproject_pixel(pixel11, world113, 1.0);
unproject_pixel(pixel12, world123, 1.0);
unproject_pixel(pixel22, world223, 1.0);
unproject_pixel(pixel21, world213, 1.0);
ball->unapply_transform();
SPlane* plane;
int i;
bool *inside = new bool[num_obs*4];
for(i=0; i<num_obs*4; i++) inside[i] = false;
double *world1, *world2, *world3, *world4;
for (int k=0; k<4; k++) {
switch(k)
{
case 0:
world1 = world11;
world2 = world12;
world3 = world113;
world4 = world123;
break;
case 1:
world1 = world12;
world2 = world22;
world3 = world123;
world4 = world223;
break;
case 2:
world1 = world22;
world2 = world21;
world3 = world223;
world4 = world213;
break;
case 3:
world1 = world21;
world2 = world11;
world3 = world213;
world4 = world113;
break;
default:
break;
}
plane = new SPlane(world1, world2, world3);
Vec3f a1(world1[0], world1[1], world1[2]);
Vec3f a2(world2[0], world2[1], world2[2]);
Vec3f a3(world3[0], world3[1], world3[2]);
Vec3f a4(world4[0], world4[1], world4[2]);
Vec3f l1 = a3 - a1;
Vec3f l2 = a4 - a2;
int xt = var_info[0].time;
int yt = var_info[1].time;
int zt = var_info[2].time;
for (i=0; i<num_obs; i++) {
Vec3f cor(scaled_d[0][xt][i], scaled_d[1][yt][i],
scaled_d[2][zt][i]);
if (plane->isPositive(cor)) inside[k*num_obs+i] = true;
}
delete plane;
}
delete [] inside;
for (i=0; i<num_obs; i++) {
bool contains = (inside[i] && inside[num_obs+i] && inside[2*num_obs+i]
&& inside[3*num_obs+i]);
if (contains) {
if (!hs[i]) nh[total_newly_selected++] = i;
} else {
if (hs[i]) nuh[total_newly_unselected++] = i;
}
}
if (total_newly_selected == 0 && total_newly_unselected == 0) return;
if (total_newly_selected == 0 &&
total_newly_unselected == highlight_state->GetTotalHighlighted()) {
highlight_state->SetEventType(HighlightState::unhighlight_all);
highlight_state->notifyObservers();
} else {
highlight_state->SetEventType(HighlightState::delta);
highlight_state->SetTotalNewlyHighlighted(total_newly_selected);
highlight_state->SetTotalNewlyUnhighlighted(total_newly_unselected);
highlight_state->notifyObservers();
}
}
TGraphErrors* newCorrCoefGraph(const T* const dat1,
const U* const dat2,
const Int_t nd,
const Int_t minbin=-1, // -1 => 0
const Int_t maxbin=-1 // -1 => nd-1
) {
const Int_t minb = (minbin<0) ? 0 : minbin;
const Int_t maxb = (maxbin<0) ? nd-1 : maxbin;
if ( (maxb<=minb) || (maxb>=nd) ) {
Fatal("newCorrCoefGraph",
"Invalid maxb=%d. (minb=%d, nd=%d)",
maxb, minb, nd);
}
// find correlation coef for different shifts
//const Int_t ndh = nd/2;
const T* c1 = dat1+minb;
const U* c2 = dat2+minb;
const Int_t ndh = (maxb-minb+1)/2;
Int_t pos, j(0);
TGraphErrors* gc = new TGraphErrors;
for (Int_t sh=1-ndh; sh<ndh; ++sh) {
Double_t a1(0), a2(0), r1(0), r2(0);
Double_t cor(0), ncr(0);
c1 = dat1+minb;
c2 = dat2+minb-sh;
for (Int_t i=minb; i<=maxb; ++i, ++c1, ++c2) {
pos = c2 - dat2;
#ifdef SHIFT_INTO_WINDOW
if (pos<nd) { // CHECK: can c1 go above nd?
if (pos>=0) {
#else
if (pos<=maxb) {
if (pos>=minb) {
#endif
a1 += *c1;
a2 += *c2;
r1 += (*c1)*(*c1);
r2 += (*c2)*(*c2);
cor += (*c1)*(*c2);
ncr += 1.0;
}
} else {
break;
}
} // sample
if (ncr>1) {
// rms
r1 -= (a1*a1)/ncr;
r2 -= (a2*a2)/ncr;
r1 /= ncr-1.0;
r2 /= ncr-1.0;
r1 = TMath::Sqrt(r1);
r2 = TMath::Sqrt(r2);
// ave
a1 /= ncr;
a2 /= ncr;
// cor
cor -= ncr*a1*a2;
cor /= (ncr-1.0)*r1*r2;
gc->SetPoint(j, static_cast<Double_t>(sh), cor);
gc->SetPointError(j, 0,
(1.0-(cor*cor))/TMath::Sqrt(ncr-1.0));
++j;
}
} // shift
return gc;
}
void f_calc_cor(FILE *fh,double *dPrice0,int iSize0,int iSize1,CTimeSegmentedQuote *dt,const char *sInst1)
{
bool bRet;
double *dPrice1;
double dHigh,dLow,dPre,dCor;
char m_sExchangeID[11];
char m_sInstrumentID[41];
char m_sTradingDay[11];
int i;
double dMax;
int iMax;
dPrice1 = new double[iSize0+iSize1];
bRet = dt->GetQuoteLastPrice(0, iSize0, dPrice1, nullptr,&dHigh, &dLow, &dPre);
if (bRet == false)
{
WARN("不能GetLastPrice:%s","");
delete [] dPrice1;
return ;
}
dt->GetQuoteInfo(m_sExchangeID, m_sInstrumentID, m_sTradingDay);
bRet = dt->GetQuoteLastPrice(1, iSize1, &(dPrice1[iSize0]),nullptr, &dHigh, &dLow, &dPre);
if (bRet == false)
{
EVENT("不能GetLastPrice:%s","");
delete [] dPrice1;
return ;
}
/* 看看前后移动移动计算一下 */
/* [C0] [C-3] [C-2] [C-1] [C+1] [C+2] [C+3]
C0: 不进行移动的计算
C-3: 向前3个时间跨度的计算
C-2: 向前2个时间跨度的计算
C-1: 向前1个时间跨度的计算
C+1: 向后1个时间跨度的计算
C+2: 向后2个时间跨度的计算
C+3: 向后3个时间跨度的计算
C0:
TS0: I0,I1,I2,I3,I4,I5..In
TS1: J0,J1,J2,J3,J4,J5..Jn
C-3:
TS0: I0,I1,I2,I3,I4,I5..In-3
TS1: J3,J4,J5...........Jn
C-2:
TS0: I0,I1,I2,I3,I4,I5..In-2
TS1: J2,J3,J4,J5........Jn
C+3:
TS0: I3,I4,I5...........In
TS1: J0,J1,J2,J3,J4,J5..Jn-3
*/
dCor = cor(iSize0+iSize1,dPrice0,dPrice1);
// EVENT3("%s-%s DCore:%.4f",sInst1,m_sInstrumentID,dCor);
fprintf(fh,"%s,%.5f",m_sInstrumentID,dCor);
dMax = dCor;
iMax = 0;
/* 计算向前的个数 */
for(i=0; i<g_var.m_iCorrelationOffsetCount; i++)
{
/* C-3:= 3-0 */
dCor = cor(iSize0+iSize1 - (g_var.m_iCorrelationOffsetCount -i) * g_var.m_iCorrelationFrameCount,dPrice0,&(dPrice1[(g_var.m_iCorrelationOffsetCount -i)* g_var.m_iCorrelationFrameCount]));
if (dCor > dMax)
{
iMax = g_var.m_iCorrelationOffsetCount - i;
dMax = dCor;
}
fprintf(fh,",%.5f",dCor);
}
/* 计算向后的个数 */
for(i=0; i<g_var.m_iCorrelationOffsetCount; i++)
{
/* C+3:= 3-0 */
dCor = cor(iSize0+iSize1 - (g_var.m_iCorrelationOffsetCount -i) * g_var.m_iCorrelationFrameCount,&(dPrice0[(g_var.m_iCorrelationOffsetCount -i)* g_var.m_iCorrelationFrameCount]),dPrice1);
if (dCor > dMax)
{
iMax = i - g_var.m_iCorrelationOffsetCount;
dMax = dCor;
}
fprintf(fh,",%.5f",dCor);
}
if (iMax)
fprintf(fh,",(%.5f,%d)\n",dMax,iMax);
else
fprintf(fh,"\n");
delete [] dPrice1;
return ;
}
Cor operator+(const Cor &a, const Cor &b) {
Cor cor(a.r + b.r, a.g + b.g, a.b + b.b);
cor.filtre();
return cor;
}
//Function to perform point estimate of correlation
// [[Rcpp::export]]
arma::mat PointCor(const arma::mat & A, const arma::mat & B){
arma::mat C= cor(A,B);
C.elem(find_nonfinite(C)).zeros();
return C;
}
char obj_figura::edita()
{
ctela.limpa_teclado();
if (carquivo_somente_leitura)
return FALSO;
else
if (!carquivo_definido)
return FALSO;
else
{
tipo_xy cx, cy;
tipo_xy cxant, cyant;
tipo_xy ccentrox, ccentroy;
tipo_angulo cangulo = 0;
tipo_raio craio = 1;
char ccirculo = FALSO;
char ccor = 15;
char* cursor = (char*) malloc(sizeof(char) * 2);
char caracter = NULL;
char clicado = FALSO;
char velocidade = 1;
cx = (tipo_xy) (ctela.max_x + 1) / 2;
cy = (tipo_xy) (ctela.max_y + 1) / 2;
ccentrox = cx;
ccentroy = cy;
cor(8);
line(cx, 0, cx, ctela.max_y);
line(0, cy, ctela.max_x, cy);
putpixel(0, 0, 15);
getimage(0, 0, 0, 0, cursor);
putpixel(0, 0, 0);
do
{
if (keypressed)
{
ctela.le_teclado(&caracter);
switch (caracter)
{
case CARACTER_NULO:
ctela.le_teclado(&caracter);
if (!ccirculo)
{
switch (caracter)
{
case SETA_CIMA:
cy -= velocidade;
break;
case SETA_BAIXO:
cy += velocidade;
break;
case SETA_DIREITA:
cx += velocidade;
break;
case SETA_ESQUERDA:
cx -= velocidade;
break;
}
}
else
{
switch (caracter)
{
case SETA_CIMA:
craio += velocidade;
break;
case SETA_BAIXO:
craio -= velocidade;
break;
case SETA_DIREITA:
cangulo += velocidade;
break;
case SETA_ESQUERDA:
cangulo -= velocidade;
break;
}
converte(cangulo, craio, &cx, &cy, ccentrox, ccentroy);
}
break;
case BARRA_DE_ESPACO:
if (!clicado)
{
clicado = VERDADEIRO;
cxant = cx;
cyant = cy;
}
else
{
clicado = FALSO;
poe(cx, cy, cxant, cyant, ccor);
}
break;
case CTRL_A:
poe(cx + 5, cy, cx + 20, cy + 13, ccor);
poe(cx, cy, cx + 15, cy + 16, ccor);
poe(cx - 2, cy + 5, cx + 13, cy + 19, ccor);
poe(cx - 4, cy + 7, cx + 11, cy + 20, ccor);
poe(cx - 5, cy + 14, cx + 12, cy, ccor);
poe(cx - 1, cy + 16, cx + 15, cy + 2, ccor);
poe(cx + 3, cy + 19, cx + 17, cy + 5, ccor);
poe(cx + 6, cy + 20, cx + 20, cy + 8, ccor);
break;
case CTRL_B:
ccor++;
if (ccor > 15)
ccor = 0;
break;
case CTRL_D:
if (!ccirculo)
{
ccentrox = cx;
ccentroy = cy;
}
else
if (ccirculo)
{
cx = ccentrox;
cy = ccentroy;
}
ccirculo = !ccirculo;
break;
case MAIS:
velocidade++;
break;
case MENOS:
velocidade--;
break;
case CTRL_Z:
tira();
break;
}
}
putimage(cx, cy, cursor, XOR_PUT);
delay(1);
putimage(cx, cy, cursor, XOR_PUT);
}
while(caracter != ENTER);
return VERDADEIRO;
}
}
Cor operator*(const Cor &a, const Cor &b) {
Cor cor(a.r * b.r, a.g * b.g, a.b * b.b);
cor.filtre();
return cor;
}
main(int argc, char**argv)
{
int NPTS =0;
int NCHN =0;
int NTRLS =0;
int WIN=0;
int MODORDER=0;
if (argc==9)
{
NCHN=atoi(argv[4]);
NTRLS=atoi(argv[5]);
NPTS=atoi(argv[6]);
WIN=atoi(argv[7]);
MODORDER=atoi(argv[8]);
}
else if ( argc!=4 && argc!=9)
{
fprintf(stderr,"opsswhite datfile A Ve Nchannels Ntrails Npoints WIN MODORDER\n");
exit(1);
}
else {
double chan[1],trai[1],poin[1],wind[1],order[1];
FILE *chanfp,*traifp,*poinfp,*windfp,*orderfp;
if((chanfp=fopen("channel","r"))==NULL)
printf("The file'channel' was not opened\n");
else
fscanf(chanfp,"%lf",&chan[0]);
NCHN=(int)chan[0];
fclose(chanfp);
if((traifp=fopen("trail","r"))==NULL)
printf("The file'trail' was not opened\n");
else
fscanf(traifp,"%lf",&trai[0]);
NTRLS=(int)trai[0];
fclose(traifp);
if((poinfp=fopen("points","r"))==NULL)
printf("The file'points' was not opened\n");
else
fscanf(poinfp,"%lf",&poin[0]);
NPTS=(int)poin[0];
fclose(poinfp);
if((windfp=fopen("window","r"))==NULL)
printf("The file'window' was not opened\n");
else
fscanf(windfp,"%lf",&wind[0]);
WIN=(int)wind[0];
fclose(windfp);
if((orderfp=fopen("order","r"))==NULL)
printf("The file'order' was not opened\n");
else
fscanf(orderfp,"%lf",&order[0]);
MODORDER=(int)order[0];
fclose(orderfp);}
FILE *inpt, *shfp, *stimp, *fp;
FILE *fr;
int *shift, *stim;
int shfmin=0, shfmax=0, stimmin, stimmax;
double *A[MAXORDER],*Ve,*tildA;
float **dat;
double **x; /* rout is residual output */
int *n; /* n[j] is the number of data in j-th segment, 120 */
int i, j, k, rec, idx, t;
double **rout; /* rout is residual output */
double *xtemp[NCHN];
double *rtemp[NCHN];
double mean[NCHN], ss[NCHN], corfun[50], sigthresh, prob;
int nlags = 5;
int nresids = WIN-MODORDER;
int l, lag, nsig=0, ntot=0;
sigthresh = 2.000 / sqrt((double)nresids);
if( argc<4)
{
fprintf(stderr,"Usage: opss datfile A Ve\n");
exit(1);
}
for(i=0;i<MAXORDER;i++){
if((A[i]=malloc(NCHN*NCHN*sizeof(double)))==NULL)
EEGerror("main---memory allocation error\n");
}
if((tildA=malloc(MAXORDER*(MAXORDER+1)*NCHN*NCHN*sizeof(double)/2))==NULL)
EEGerror("main---memory allocation error\n");
if((Ve=malloc(NCHN*NCHN*sizeof(double)))==NULL)
EEGerror("main---memory allocation error\n");
/* allocation of memory for dat */
dat = malloc(NCHN*sizeof(float*));
for( i = 0; i < NCHN; i++)
dat[i] = malloc(WIN*NTRLS*sizeof(float));
x = malloc(NCHN*sizeof(double*));
for( i = 0; i < NCHN; i++)
x[i] = malloc(WIN*NTRLS*sizeof(double));
/*** For residual calculation ****/
rout = malloc(NCHN*sizeof(double*));
for( i = 0; i < NCHN; i++)
rout[i] = malloc((WIN-MODORDER)*NTRLS*sizeof(double));
/*
rtemp = malloc(NCHN*sizeof(double*));
for( i = 0; i < NCHN; i++)
rtemp[i] = malloc((WIN-MODORDER)*sizeof(double));
*/
n=malloc(NTRLS*sizeof(int));
shift = malloc(NTRLS*sizeof(int));
stim = malloc(NTRLS*sizeof(int));
if((inpt = fopen(argv[1],"rb")) == NULL) {
printf("\007Error opening input file!\n"); return;
}
/* if((shfp = fopen(argv[2],"rt")) == NULL) {
printf("\007Error opening shift file!\n"); return;
}
if((stimp = fopen(argv[3],"rt")) == NULL) {
printf("\007Error opening stim file!\n"); return;
}
*/
/* Initialization, required by MARfit */
for( i = 0; i < NTRLS; i++) n[i] = WIN;
/* for( i=0; i<NTRLS; i++ ) fscanf(shfp,"%d",&shift[i]); */
/* for( i=0; i<NTRLS; i++ ) fscanf(shfp,"%d", &shift[i]);
fclose(shfp);
minmax(NTRLS, shift, &shfmin, &shfmax);*/
/* printf("min, max = %d %d\n", shfmin, shfmax); */
/* for( i=0; i<NTRLS; i++ ) fscanf(stimp,"%d", &stim[i]);
fclose(stimp);
minmax(NTRLS, stim, &stimmin, &stimmax);*/
stimmin=0; /* convert to points */
/* printf("min, max = %d %d\n", stimmin, stimmax); */
/* printf("Trl, CHN, T, WIN = %d %d %d %d\n",NTRLS,NCHN, NPTS, WIN); */
/********* read monkey dat *********/
t = -(stimmin - WIN/2)*5 - 5; /* - (20-8)*5 +5 = -60 - 5 msec */
/* for (rec=3; rec < 104; rec++) { */
for ( rec=abs(shfmin); rec < (NPTS-WIN-shfmax+1); rec++) {
t+=5;
/*printf("index, t = %d %d msec\n", (rec-abs(shfmin)+1), t);*/
for( j = 0; j < NCHN; j++){
idx=0;
for( i = 0; i < NTRLS; i++){
if(fseek(inpt, sizeof(float)*(shift[i] + rec + i*NCHN*NPTS + j*NPTS), 0) != 0){
printf("Error in fseek\n"); exit(-1);
}
if( fread(&dat[j][idx],sizeof(float),WIN,inpt) !=WIN) {
if(feof(inpt))
{printf("premature end of file in read data");exit(-1);}
else {printf("file read error");exit(-1);}
}
idx+=WIN;
}
}
/*
for( i = 0; i < 3; i++){
for( j = 0; j < WIN*NTRLS; j++) {
printf("%f\n", dat[i][j]);
}
printf("OOOOOOOO\n");
}
*/
/* convert data format from float to double */
for (i=0; i < NCHN; i++)
for(j=0; j < WIN*NTRLS; j++)
x[i][j] = dat[i][j];
MARfit(x,NCHN,n,NTRLS,MODORDER,tildA);
EEGrealA(tildA,A,Ve,NCHN,MODORDER);
/*
MARfit(x,NCHN,n,NTRLS,6,tildA);
EEGrealA(tildA,A,Ve,NCHN,5);
*/
/****** calculate residual of MVAR for whiteness test *******/
/* First loop over trials, and then loop over channels & allocate memory for
xtemp & rtemp at proper locations in x & rout */
if((fr = fopen("resid.out","a")) == NULL) {
printf("\007Error opening MAR coeff file!\n"); return;
}
for(j=0;j<NTRLS;j++){
for(k=0;k<NCHN;k++){
xtemp[k]=x[k]+j*WIN;
rtemp[k]=rout[k] + j*(WIN-MODORDER);
}
MAR_residual(xtemp,rtemp,A,NCHN,MODORDER,WIN);
/* compute mean and sum of squares for residuals of each channel */
for(k=0;k<NCHN;k++){
mean[k] = getmean(rtemp[k],nresids);
ss[k] = getss(rtemp[k],mean[k],nresids);
/* fprintf(stderr,"%d %lf %lf\n", k, mean[k], ss[k]);*/
}
/* loop over channel pairs to get correlations */
for(k=0;k<NCHN;k++){
for(l=0;l<NCHN;l++){
if(l >= k){
cor(rtemp[k],mean[k],ss[k],rtemp[l],mean[l],ss[l],nresids,nlags,corfun);
for(lag=0;lag<nlags*2;lag++){
ntot++;
if(fabs(corfun[lag]) > sigthresh){
nsig++;
}
}
}
}
}
} /* end of trial */
prob = (double)nsig / (double)ntot;
fprintf(fr,"%lf\n", prob);
fclose(fr);
/*** write MAR coefficients(including noise) to output files ***/
/*** Each line of the output file corresponds to ONE MAR model at each
given time instant ***/
if((fp = fopen(argv[2],"a")) == NULL) {
printf("\007Error opening MAR coeff file!\n"); return;
}
/* for ( i=0; i < 6; i++) *//* 5 order, 1st is identity; if 7, then new =0 */
for ( i=0; i < MODORDER+1; i++) /* 5 order, 1st is identity; if 7, then new =0 */
for ( j=0; j < NCHN*NCHN; j++)
fprintf(fp,"%.3g ",A[i][j]);
fprintf(fp,"\n");
fclose(fp);
if((fp = fopen(argv[3],"a")) == NULL) {
printf("\007Error opening MAR noise file!\n"); return;
}
for ( i=0; i < NCHN*NCHN; i++)
fprintf(fp,"%.3g ",Ve[i]);
fprintf(fp,"\n");
fclose(fp);
/* if((fp = fopen(argv[6],"a")) == NULL) {
printf("\007Error opening time file!\n"); return;
}
fprintf(fp,"%d\n", t);
fclose(fp);
*/
} /* end of rec */
free(tildA);
free(Ve);
for(i=0;i<MAXORDER;i++)free(A[i]);
free(n);
for (i = 0; i < NCHN; i++)
free(dat[i]);
free(dat);
for (i = 0; i < NCHN; i++)
free(x[i]);
free(x);
for (j = 0; j < NCHN; j++){
free(rout[j]);
}
free(rout);
exit(0);
}
