root/bdm/stat/libDS.cpp @ 267

#include "libDS.h"

using namespace bdm;

void MemDS::getdata ( vec &dt ) {
        int i;

        it_assert_debug ( dt.length() ==rowid.length(), "MemDS:getdata incompatible dt" );
        for ( i=0;i<rowid.length();i++ ) {
                dt ( i ) = Data ( rowid ( i ),time-delays ( i ) );
        }
}

void MemDS::getdata ( vec &dt,const ivec &indeces ) {
        int j,i;
        it_assert_debug ( dt.length() ==indeces.length(), "MemDS:getdata incompatible dt" );
        for ( i=0;i<indeces.length();i++ ) {
                j = indeces ( i );
                dt ( i ) = Data ( rowid ( j ),time-delays ( j ) );
        }
}

void MemDS::step() {
        if ( time<Data.cols() ) {time++;}
}

void MemDS::linkrvs ( RV &drv, RV &urv ) {
        it_assert_debug ( drv.count() ==rowid.length(),"MemDS::linkrvs incompatible drv" );
        it_assert_debug ( urv.count() ==0,"MemDS does not support urv." );

        Drv = drv;
        Urv = urv;
}

MemDS::MemDS ( mat &Dat, ivec &rowid, ivec &delays ) {
        it_assert_debug ( max ( rowid ) <=Dat.rows(),"MemDS rowid is too high for given Dat." );
        it_assert_debug ( max ( delays ) <Dat.cols(),"MemDS delays are too high." );

        time = max ( delays );
        Data = Dat;
}

void ArxDS::step() {
        //shift history
        H.shift_right ( 0, Drv.count() +Urv.count() );

        H.set_subvector ( Drv.count(), U ); // write U after Drv

        //get regressor
        rgr = rgrlnk.get_val ( H );
        // Eval Y
        H.set_subvector ( 0, model.samplecond ( rgr ) );

}

//! Auxiliary function building full history of rv0
RV fullrgr ( const RV &drv0, const RV &urv0, const RV &rrv0 ) {
        RV T ( urv0 );
        RV pom = concat ( drv0, urv0 );
        int mint = rrv0.mint();
        for ( int i=0; i>mint; i-- ) {
                pom.t ( -1 );
                T.add ( pom );
        }
        return T;
}

ArxDS::ArxDS ( RV &drv, RV &urv, RV &rrv ) :
                DS ( drv,urv ), Rrv ( rrv ), Hrv ( concat(drv,fullrgr ( drv,urv,rrv )) ), //RVs
                H ( Hrv.count() ) ,U ( urv.count() ),rgr ( rrv.count() ),  //tmp variables
                rgrlnk ( rrv, Hrv ) ,model ( drv,rrv ) {
}