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hurst_spectrum.cpp

Go to the documentation of this file.

#include <vector>

#include "spectrum.h"
#include "hurst_spectrum.h"
#include "haar.h"
#include "line_norm.h"
#include "daub.h"

using namespace std;

void hurst_spectrum::spectrum_calc_( const double *v, 
                                     const size_t N,
                                     std::vector<double> &powerSpectrum )
{
  //
  // Normalized wavelets
  //
  haar<double *> w;
  // line_norm<double *> w;
  // Daubechies<double *> w;

  double *data = new double[ N ];
  for (size_t i = 0; i < N; i++)
    data[i] = v[i];

  w.forwardTrans( data, N );

  spectrum::spectralCalc( data, N, powerSpectrum );
  delete [] data;
} // spectrum_calc


void hurst_spectrum::calc_hurst_est( const double *v, 
                                     const size_t N,
                                     hurstInfo &info )
{
  vector<double> powerSpectrum;

  spectrum_calc_( v, N, powerSpectrum );

  const size_t numPts = powerSpectrum.size();
  size_t power = 8;

  (info.points()).clear();
  for (size_t octave = 3; octave < numPts; octave++) {
    double normPower = powerSpectrum[octave] / static_cast<double>(power);
    double logPower = log2( normPower );
    (info.points()).push_back( lregress::point( octave, logPower ) );
    power = power << 1;
  }

  // print_regression_points( info.points() );
  // printf("\n\n");

  lregress lr;

  lregress::lineInfo lineInfo;
  lr.lr( info.points(), lineInfo );

  double slope = lineInfo.slope();
  double intercept = lineInfo.intercept();
  double slopeError = lineInfo.slopeErr();

  info.slope( slope );
  info.slopeErr( slopeError );
  info.intercept( intercept );
} // hurst_calc

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