1 | |
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2 | #include "libDS.h" |
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3 | |
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4 | using namespace bdm; |
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5 | |
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6 | void MemDS::getdata ( vec &dt ) { |
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7 | int i; |
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8 | |
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9 | it_assert_debug ( dt.length() ==rowid.length(), "MemDS:getdata incompatible dt" ); |
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10 | for ( i=0;i<rowid.length();i++ ) { |
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11 | dt ( i ) = Data ( rowid ( i ),time-delays ( i ) ); |
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12 | } |
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13 | } |
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14 | |
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15 | void MemDS::getdata ( vec &dt,const ivec &indeces ) { |
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16 | int j,i; |
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17 | it_assert_debug ( dt.length() ==indeces.length(), "MemDS:getdata incompatible dt" ); |
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18 | for ( i=0;i<indeces.length();i++ ) { |
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19 | j = indeces ( i ); |
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20 | dt ( i ) = Data ( rowid ( j ),time-delays ( j ) ); |
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21 | } |
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22 | } |
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23 | |
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24 | void MemDS::step() { |
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25 | if ( time<Data.cols() ) {time++;} |
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26 | } |
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27 | |
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28 | void MemDS::linkrvs ( RV &drv, RV &urv ) { |
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29 | it_assert_debug ( drv.count() ==rowid.length(),"MemDS::linkrvs incompatible drv" ); |
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30 | it_assert_debug ( urv.count() ==0,"MemDS does not support urv." ); |
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31 | |
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32 | Drv = drv; |
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33 | Urv = urv; |
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34 | } |
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35 | |
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36 | MemDS::MemDS ( mat &Dat, ivec &rowid, ivec &delays ) { |
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37 | it_assert_debug ( max ( rowid ) <=Dat.rows(),"MemDS rowid is too high for given Dat." ); |
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38 | it_assert_debug ( max ( delays ) <Dat.cols(),"MemDS delays are too high." ); |
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39 | |
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40 | time = max ( delays ); |
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41 | Data = Dat; |
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42 | } |
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43 | |
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44 | void ArxDS::step() { |
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45 | double tmp; |
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46 | //shift history |
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47 | H.shift_right ( 0, Drv.count() +Urv.count() ); |
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48 | |
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49 | H.set_subvector ( Drv.count(), U ); // write U after Drv |
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50 | |
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51 | //get regressor |
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52 | rgr = rgrlnk.get_val ( H ); |
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53 | // Eval Y |
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54 | H.set_subvector ( 0, model.samplecond ( rgr,tmp ) ); |
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55 | |
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56 | } |
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57 | |
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58 | //! Auxiliary function building full history of rv0 |
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59 | RV fullrgr ( const RV &drv0, const RV &urv0, const RV &rrv0 ) { |
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60 | RV T ( urv0 ); |
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61 | RV pom = concat ( drv0, urv0 ); |
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62 | int mint = rrv0.mint(); |
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63 | for ( int i=0; i>mint; i-- ) { |
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64 | pom.t ( -1 ); |
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65 | T.add ( pom ); |
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66 | } |
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67 | return T; |
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68 | } |
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69 | |
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70 | ArxDS::ArxDS ( RV &drv, RV &urv, RV &rrv ) : |
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71 | DS ( drv,urv ), Rrv ( rrv ), Hrv ( concat(drv,fullrgr ( drv,urv,rrv )) ), //RVs |
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72 | H ( Hrv.count() ) ,U ( urv.count() ),rgr ( rrv.count() ), //tmp variables |
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73 | rgrlnk ( rrv, Hrv ) ,model ( drv,rrv ) { |
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74 | } |
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