emd 0.1.4.0 → 0.1.5.0

raw patch · 5 files changed

+145/−7 lines, 5 filesdep +criteriondep +deepseqdep +mwc-randomPVP: major bump suggested

API removals or changes: PVP suggests a major version bump

Dependencies added: criterion, deepseq, mwc-random, pure-fft

API changes (from Hackage documentation)

Files

• CHANGELOG.md +10/−0
• bench/bench.hs +76/−0
• emd.cabal +27/−5
• src/Numeric/EMD.hs +18/−1
• src/Numeric/HHT.hs +14/−1

@@ -1,6 +1,16 @@ Changelog ========= +Version 0.1.5.0+---------------++*August 31, 2019*++<https://github.com/mstksg/emd/releases/tag/v0.1.5.0>++*   Add `NFData` instance for `EMD`, `HHTLine`, and `HTT`+*   Add `iemd`, inverting `emd`.+ Version 0.1.4.0 --------------- 

@@ -0,0 +1,76 @@+{-# LANGUAGE ScopedTypeVariables                      #-}+{-# LANGUAGE TypeApplications                         #-}+{-# LANGUAGE TypeInType                               #-}+{-# LANGUAGE TypeOperators                            #-}+{-# OPTIONS_GHC -fplugin GHC.TypeLits.KnownNat.Solver #-}++import           Control.DeepSeq+import           Control.Exception+import           Criterion.Main+import           Data.Char+import           Data.Complex+import           Data.Maybe+import           GHC.TypeNats+import           Numeric.EMD+import           Text.Printf+import qualified Data.Vector       as UV+import qualified Data.Vector.Sized as V+import qualified Numeric.FFT       as FFT+import qualified System.Random.MWC as MWC++main :: IO ()+main = do+    g     <- MWC.initialize+           . UV.fromList+           . map (fromIntegral . ord)+           $ "hello world"++    test256    <- evaluate . force =<< generateData @8  g+    test1024   <- evaluate . force =<< generateData @10 g+    test4096   <- evaluate . force =<< generateData @12 g+    test16384  <- evaluate . force =<< generateData @14 g++    itest256   <- evaluate . force $ emd defaultEO test256+    itest1024  <- evaluate . force $ emd defaultEO test1024+    itest4096  <- evaluate . force $ emd defaultEO test4096+    itest16384 <- evaluate . force $ emd defaultEO test16384++    let imfs256   = length . emdIMFs $ itest256+        imfs1024  = length . emdIMFs $ itest1024+        imfs4096  = length . emdIMFs $ itest4096+        imfs16384 = length . emdIMFs $ itest16384++    defaultMainWith defaultConfig [+        bgroup "emd"+          [ bench (printf "256 (%d imfs)"   imfs256  ) $ nf (emd defaultEO) test256+          , bench (printf "1024 (%d imfs)"  imfs1024 ) $ nf (emd defaultEO) test1024+          , bench (printf "4096 (%d imfs)"  imfs4096 ) $ nf (emd defaultEO) test4096+          , bench (printf "16384 (%d imfs)" imfs16384) $ nf (emd defaultEO) test16384+          ]+      , bgroup "iemd"+          [ bench "256"   $ nf iemd itest256+          , bench "1024"  $ nf iemd itest1024+          , bench "4096"  $ nf iemd itest4096+          , bench "16384" $ nf iemd itest16384+          ]+      ]++generateData+    :: KnownNat n+    => MWC.GenIO+    -> IO (V.Vector (2^n) Double)+generateData g = fmap (fmap realPart . ifftSized) . V.generateM $ \i ->+    let i' = recip . (+ 1) . fromIntegral $ i+    in  (:+) <$> MWC.uniformR (-i', i') g+             <*> MWC.uniformR (-i', i') g+  where+++ifftSized+    :: KnownNat n+    => V.Vector (2^n) (Complex Double)+    -> V.Vector (2^n) (Complex Double)+ifftSized = fromJust+          . V.fromList+          . FFT.ifft+          . V.toList

@@ -1,11 +1,13 @@--- This file has been generated from package.yaml by hpack version 0.28.2.+cabal-version: 1.12++-- This file has been generated from package.yaml by hpack version 0.31.2. -- -- see: https://github.com/sol/hpack ----- hash: cae340ee4756e6a3c4e72c728779352322ea841f2e7230892d25b139b413e5f1+-- hash: 8f9970f61b5024a25a75d52714da895f6afaacbafe209e2021934b996a00d91a  name:           emd-version:        0.1.4.0+version:        0.1.5.0 synopsis:       Empirical Mode Decomposition and Hilbert-Huang Transform description:    Please see the README on GitHub at <https://github.com/mstksg/emd#readme> category:       Math@@ -18,10 +20,9 @@ license-file:   LICENSE tested-with:    GHC >= 8.2 build-type:     Simple-cabal-version:  >= 1.10 extra-source-files:-    CHANGELOG.md     README.md+    CHANGELOG.md     test-data/sintest.csv  source-repository head@@ -44,6 +45,7 @@     , binary     , containers     , data-default-class+    , deepseq     , finite-typelits     , ghc-typelits-knownnat     , ghc-typelits-natnormalise@@ -66,4 +68,24 @@     , base >=4.10 && <5     , containers     , emd+  default-language: Haskell2010++benchmark emd-bench+  type: exitcode-stdio-1.0+  main-is: bench.hs+  other-modules:+      Paths_emd+  hs-source-dirs:+      bench+  ghc-options: -Wall -Wredundant-constraints -Wcompat -threaded -rtsopts -with-rtsopts=-N -O2+  build-depends:+      base >=4.10 && <5+    , criterion+    , deepseq+    , emd+    , ghc-typelits-knownnat+    , mwc-random+    , pure-fft+    , vector+    , vector-sized   default-language: Haskell2010

@@ -43,6 +43,7 @@     emd   , emdTrace   , emd'+  , iemd   , EMD(..)   , EMDOpts(..), defaultEO, BoundaryHandler(..), SiftCondition(..), defaultSC, SplineEnd(..)   -- * Internal@@ -50,11 +51,13 @@   , envelopes   ) where +import           Control.DeepSeq import           Control.Monad import           Control.Monad.IO.Class import           Data.Default.Class import           Data.Finite import           Data.Functor.Identity+import           Data.List import           GHC.Generics                 (Generic) import           GHC.TypeNats import           Numeric.EMD.Internal.Extrema@@ -157,12 +160,15 @@ -- with @n@ items of type @a@ stored in a vector @v@. -- -- The component-wise sum of 'emdIMFs' and 'emdResidual' should yield--- exactly the original series.+-- exactly the original series (see 'iemd'). data EMD v n a = EMD { emdIMFs     :: ![SVG.Vector v n a]                      , emdResidual :: !(SVG.Vector v n a)                      }   deriving (Show, Generic, Eq, Ord) +-- | @since 0.1.5.0+instance NFData (v a) => NFData (EMD v n a)+ -- | @since 0.1.3.0 instance (VG.Vector v a, KnownNat n, Bi.Binary (v a)) => Bi.Binary (EMD v n a) where     put EMD{..} = Bi.put (SVG.fromSized <$> emdIMFs)@@ -211,6 +217,17 @@         SRIMF v' _   -> go (imfs . (v':)) (v - v')       where         res = sift eo v++-- | Collapse an 'EMD' back into its original time series.  Should be+-- a left-inverse to 'emd': using 'iemd' on the result of 'emd' should give+-- back the original vector.+--+-- @since 0.1.5.0+iemd+    :: (VG.Vector v a, Num a)+    => EMD v n a+    -> SVG.Vector v n a+iemd EMD{..} = foldl' (SVG.zipWith (+)) emdResidual emdIMFs  -- | The result of a sifting operation.  Each sift either yields -- a residual, or a new IMF.

@@ -24,6 +24,12 @@ -- 'hhtEmd'.  See "Numeric.EMD" for information on why this module uses -- "sized vectors", and how to convert unsized vectors to sized vectors. --+-- Note that the Hilbert Transform implementation in this module is+-- slightly naive and is essentially O(n^2) on the length of the vector.+-- However, computation time for the full Hilbert-Huang Transform is+-- typically dominated by Empirical Mode Docomposition, which is+-- approximately O(n).+-- -- @since 0.1.2.0  module Numeric.HHT (@@ -44,6 +50,7 @@   , hilbertMagFreq   ) where +import           Control.DeepSeq import           Data.Complex import           Data.Finite import           Data.Fixed@@ -79,6 +86,9 @@       Just hlFreqs <- SVG.toSized <$> Bi.get       pure HHTLine{..} +-- | @since 0.1.5.0+instance NFData (v a) => NFData (HHTLine v n a)+ -- | A Hilbert-Huang Transform.  An @'HHT' v n a@ is a Hilbert-Huang -- transform of an @n@-item time series of items of type @a@ represented -- using vector @v@.@@ -90,6 +100,9 @@ -- | @since 0.1.3.0 instance (VG.Vector v a, KnownNat n, Bi.Binary (v a)) => Bi.Binary (HHT v n a) +-- | @since 0.1.5.0+instance NFData (v a) => NFData (HHT v n a)+ -- | Directly compute the Hilbert-Huang transform of a given time series. -- Essentially is a composition of 'hhtEmd' and 'emd'.  See 'hhtEmd' for -- a more flexible version.@@ -210,7 +223,7 @@  -- | Returns the dominant frequency (frequency with largest magnitude -- contribution) at each time step.--- +-- -- @since 0.1.4.0 dominantFreq     :: forall v n a. (VG.Vector v a, KnownNat n, Ord a)