libDS.h

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#ifndef DS_H
#define DS_H


#include "libBM.h"
#include "libEF.h"


namespace bdm {
class MemDS : public DS {
        mat Data;
        int time;
        ivec rowid;
        ivec delays;

public:
        void getdata ( vec &dt );
        void getdata ( vec &dt, const ivec &indeces );
        void set_rvs ( RV &drv, RV &urv );
        void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
        void write ( vec &ut,ivec &indices ) {it_error ( "MemDS::write is not supported" );}
        void step();
        MemDS ( mat &Dat, ivec &rowid, ivec &delays );
};

class ArxDS : public DS {
protected:
        RV Rrv;
        vec H;
        vec U;
        vec rgr;
        datalink rgrlnk;
        mlnorm<chmat> model;
        bool opt_L_theta;
        int L_theta;
        int L_R;
        int dt_size;
public:
        void getdata ( vec &dt ) {
                //it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
                dt=H;
        };
        void getdata ( vec &dt, const ivec &indices ) {
                it_assert_debug ( dt.length() ==indices.length(),"ArxDS" );
                dt=H ( indices );
        };
        void write ( vec &ut ) {
                //it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );
                U=ut;
        };
        void write ( vec &ut, const ivec &indices ) {
                it_assert_debug ( ut.length() ==indices.length(),"ArxDS" );
                set_subvector ( U, indices,ut );
        };
        void step();
        ArxDS ( ) {};
        void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
        { model.set_parameters ( Th0, mu0, sqR0 );};
        void set_drv(RV &yrv, RV &urv, RV &rrv){
                Rrv = rrv;
                Urv = urv;
                dt_size = yrv._dsize()+urv._dsize();
                
                RV drv = concat(yrv,urv);
                Drv = drv;
                int td = rrv.mint();
                H.set_size(drv._dsize()*(-td+1));
                U.set_size(Urv._dsize());
                for (int i=-1;i>=td;i--){
                        drv.t(-1);
                        Drv.add(drv); //shift u1
                }
                rgrlnk.set_connection(rrv,Drv);
                
                dtsize = Drv._dsize();
                utsize = Urv._dsize();
        }
        void set_options ( const string &s ) {
                opt_L_theta= ( s.find ( "L_theta" ) !=string::npos );
        };
        virtual void log_add ( logger &L ) {
                //DS::log_add ( L ); too long!!
                L_dt=L.add ( Drv(0,dt_size),"" );
                L_ut=L.add ( Urv,"" );

                mat &A =model._A();
                mat R =model._R();
                if ( opt_L_theta ) {L_theta=L.add ( RV ( "{th }", vec_1 ( A.rows() *A.cols() ) ),"t" );}
                if ( opt_L_theta ) {L_R=L.add ( RV ( "{R }", vec_1 ( R.rows() *R.cols() ) ),"r" );}
        }
        virtual void logit ( logger &L ) {
                //DS::logit ( L );
                L.logit( L_dt, H.left(dt_size));
                L.logit(L_ut, U);
                
                mat &A =model._A();
                mat R =model._R();
                if ( opt_L_theta ) {L.logit ( L_theta,vec ( A._data(), A.rows() *A.cols() ) );};
                if ( opt_L_theta ) {L.logit ( L_R, vec ( R._data(), R.rows() *R.rows() ) );};
        }

};

class stateDS : public DS {
protected:
        mpdf* IM;
        mpdf* OM;
        vec dt;
        vec xt;
        vec ut;
        int L_xt;
public:
        void getdata ( vec &dt0 ) {dt0=dt;}
        void getdata ( vec &dt0, const ivec &indeces ) {dt0=dt ( indeces );}

        stateDS ( mpdf* IM0, mpdf* OM0, int usize ) :DS ( ),IM ( IM0 ),OM ( OM0 ),
                        dt ( OM0->dimension() ), xt ( IM0->dimension() ), ut ( usize ) {}
        ~stateDS() {delete IM; delete OM;}
        virtual void step() {
                xt=IM->samplecond ( concat ( xt,ut ) );
                dt=OM->samplecond ( concat ( xt,ut ) );
        };

        virtual void log_add ( logger &L ) {
                DS::log_add ( L );
                L_xt=L.add ( IM->_rv(),"true" );
        }
        virtual void logit ( logger &L ) {
                DS::logit ( L );
                L.logit ( L_xt,xt );
        }

};

}; //namespace

#endif // DS_H

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