Normalizer.h

/*
 * Normalizer.h
 *
 * (c) 2015 Sofian Audry        :: info(@)sofianaudry(.)com
 * (c) 2015 Thomas O Fredericks :: tof(@)t-o-f(.)info
 *
 * This program is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */
 
#ifndef NORMALIZER_H_
#define NORMALIZER_H_
 
#include "PqCore.h"
#include "MovingFilter.h"
#include "MovingStats.h"
 
namespace pq {
 
// Default mean and standard deviation.
constexpr float NORMALIZER_DEFAULT_MEAN   = 0.5f;
constexpr float NORMALIZER_DEFAULT_STDDEV = 1.0f / MOVING_FILTER_N_STDDEV_RANGE;
// sum_i x_i^2 = stddev^2 + (sum_i x_i)^2
constexpr float NORMALIZER_DEFAULT_MEAN2 = sq(NORMALIZER_DEFAULT_STDDEV) + sq(NORMALIZER_DEFAULT_MEAN);
 
// This is so that the basic normalizer will stay within range [0, 1].
constexpr float NORMALIZER_DEFAULT_CLAMP_STDDEV = 0.5f * MOVING_FILTER_N_STDDEV_RANGE - FLT_MIN;
 
// Label for no clamping.
#define NORMALIZER_NO_CLAMP 0
 
class Normalizer : public MovingFilter, public MovingStats {
public:
  Normalizer(Engine& engine = Engine::primary());
 
  Normalizer(float timeWindow, Engine& engine = Engine::primary());
 
  Normalizer(float mean, float stdDev, Engine& engine = Engine::primary());
 
  Normalizer(float mean, float stdDev, float timeWindow, Engine& engine = Engine::primary());
 
  virtual ~Normalizer() {}
 
  void targetMean(float mean) { _targetMean = mean; }
 
  float targetMean() const { return _targetMean; }
 
  void targetStdDev(float stdDev) { _targetStdDev = abs(stdDev); }
 
  float targetStdDev() const { return _targetStdDev; }
 
 
  virtual void reset();
 
  virtual void reset(float estimatedMeanValue);
 
  virtual void reset(float estimatedMinValue, float estimatedMaxValue);
 
  virtual float put(float value);
 
  virtual float filter(float value);
 
  virtual float lowOutlierThreshold(float nStdDev=1.5f) const;
 
  virtual float highOutlierThreshold(float nStdDev=1.5f) const;
 
  bool isClamped() const;
 
  void clamp(float nStdDev=NORMALIZER_DEFAULT_CLAMP_STDDEV);
 
  void noClamp();
 
  virtual float mapTo(float toLow, float toHigh);
 
protected:
  virtual void step();
 
  // Helper function for constructors.
  void _init(float mean, float stdDev);
 
  // Returns clamped value.
  float _clamp(float value) const;
 
  // Target normalization parameters.
  float _targetMean;
  float _targetStdDev;
 
  // Clamped standard deviation (if 0 = no clamp).
  float _clampStdDev;
 
  // Variables used to compute current value average during a step (in case of multiple calls to put()).
  float _currentMeanStep;
  float _currentMean2Step;
};
 
}
 
#endif