[263] | 1 | |
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[384] | 2 | #include "datasources.h" |
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[357] | 3 | |
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[254] | 4 | using namespace bdm; |
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[18] | 5 | |
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[263] | 6 | void MemDS::getdata ( vec &dt ) { |
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[19] | 7 | int i; |
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[263] | 8 | |
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[565] | 9 | bdm_assert_debug ( dt.length() == rowid.length(), "MemDS:getdata incompatible dt" ); |
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[477] | 10 | for ( i = 0; i < rowid.length(); i++ ) { |
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[609] | 11 | dt ( i ) = Data ( rowid ( i ), time ); |
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[18] | 12 | } |
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| 13 | } |
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| 14 | |
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[477] | 15 | void MemDS::getdata ( vec &dt, const ivec &indeces ) { |
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| 16 | int j, i; |
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[565] | 17 | bdm_assert_debug ( dt.length() == indeces.length(), "MemDS:getdata incompatible dt" ); |
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[477] | 18 | for ( i = 0; i < indeces.length(); i++ ) { |
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[263] | 19 | j = indeces ( i ); |
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[609] | 20 | dt ( i ) = Data ( rowid ( j ), time ); |
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[18] | 21 | } |
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| 22 | } |
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| 23 | |
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| 24 | void MemDS::step() { |
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[477] | 25 | if ( time < Data.cols() ) { |
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| 26 | time++; |
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| 27 | } |
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[18] | 28 | } |
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| 29 | |
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[270] | 30 | void MemDS::set_rvs ( RV &drv, RV &urv ) { |
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[565] | 31 | bdm_assert_debug ( drv._dsize() == rowid.length(), "MemDS::set_rvs incompatible drv" ); |
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| 32 | bdm_assert_debug ( urv._dsize() == 0, "MemDS does not support urv." ); |
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[263] | 33 | |
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[18] | 34 | Drv = drv; |
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| 35 | } |
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| 36 | |
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[609] | 37 | MemDS::MemDS ( mat &Dat, ivec &rowid0) : rowid ( rowid0 ) { |
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[565] | 38 | bdm_assert_debug ( max ( rowid ) <= Dat.rows(), "MemDS rowid is too high for given Dat." ); |
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[263] | 39 | |
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[609] | 40 | time = 0; |
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[18] | 41 | Data = Dat; |
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[19] | 42 | } |
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[263] | 43 | |
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| 44 | void ArxDS::step() { |
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[265] | 45 | //shift history |
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[271] | 46 | H.shift_right ( 0, dt_size ); |
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[265] | 47 | |
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[477] | 48 | H.set_subvector ( dt_size - utsize, U ); // write U after Drv |
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[265] | 49 | |
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[263] | 50 | //get regressor |
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[271] | 51 | rgr = rgrlnk.pushdown ( H ); |
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[263] | 52 | // Eval Y |
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[267] | 53 | H.set_subvector ( 0, model.samplecond ( rgr ) ); |
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[263] | 54 | |
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| 55 | } |
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| 56 | |
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[477] | 57 | void ArxDS::from_setting ( const Setting &set ) { |
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[527] | 58 | shared_ptr<RV> yrv = UI::build<RV> ( set, "y" , UI::compulsory ); |
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| 59 | shared_ptr<RV> urv = UI::build<RV> ( set, "u" , UI::compulsory ); |
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| 60 | shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr" , UI::compulsory ); |
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[477] | 61 | |
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[357] | 62 | mat Th; |
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[477] | 63 | UI::get ( Th, set, "theta", UI::compulsory ); |
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[357] | 64 | |
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| 65 | vec mu0; |
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[477] | 66 | if ( !UI::get ( mu0, set, "offset" ) ) |
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| 67 | mu0 = zeros ( yrv->_dsize() ); |
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[357] | 68 | |
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| 69 | mat sqR; |
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[477] | 70 | UI::get ( sqR, set, "r", UI::compulsory ); |
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| 71 | set_parameters ( Th, mu0, sqR ); |
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| 72 | set_drv ( *yrv, *urv, *rrv ); |
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[357] | 73 | |
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[477] | 74 | if ( set.exists ( "opt" ) ) |
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| 75 | set_options ( set["opt"] ); |
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[357] | 76 | } |
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| 77 | |
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[477] | 78 | CsvFileDS::CsvFileDS ( const string& fname, const string& orientation ) : FileDS() { |
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| 79 | time = 0; |
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[308] | 80 | |
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[477] | 81 | vec data_line; |
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| 82 | string line; |
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| 83 | |
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| 84 | ifstream fs; |
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| 85 | fs.open ( fname.c_str() ); |
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| 86 | if ( fs.is_open() ) { |
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| 87 | while ( getline ( fs, line ) ) { |
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| 88 | data_line.set ( line ); |
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| 89 | Data.append_row ( data_line ); |
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| 90 | } |
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[308] | 91 | } |
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| 92 | |
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[477] | 93 | if ( orientation == "BY_ROW" ) { |
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| 94 | transpose ( Data, Data ); |
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| 95 | } |
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| 96 | |
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| 97 | |
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[308] | 98 | } |
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| 99 | |
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[263] | 100 | //! Auxiliary function building full history of rv0 |
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| 101 | RV fullrgr ( const RV &drv0, const RV &urv0, const RV &rrv0 ) { |
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| 102 | RV T ( urv0 ); |
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[265] | 103 | RV pom = concat ( drv0, urv0 ); |
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[263] | 104 | int mint = rrv0.mint(); |
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[477] | 105 | for ( int i = 0; i > mint; i-- ) { |
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[604] | 106 | pom.t_plus ( -1 ); |
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[263] | 107 | T.add ( pom ); |
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| 108 | } |
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| 109 | return T; |
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| 110 | } |
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[308] | 111 | |
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[477] | 112 | void ITppFileDS::from_setting ( const Setting &set ) { |
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[527] | 113 | shared_ptr<RV> rvtmp = UI::build<RV> ( set, "rv" , UI::compulsory ); |
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[357] | 114 | |
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[377] | 115 | it_file it ( set["filename"] ); |
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[477] | 116 | it << Name ( set["varname"] ); |
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[357] | 117 | it >> Data; |
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| 118 | time = 0; |
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| 119 | //rowid and delays are ignored |
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| 120 | |
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[477] | 121 | set_drv ( *rvtmp, RV() ); |
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[357] | 122 | } |
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| 123 | |
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[477] | 124 | void stateDS::from_setting ( const Setting &set ) { |
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| 125 | IM = UI::build<mpdf> ( set, "IM", UI::compulsory ); |
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| 126 | OM = UI::build<mpdf> ( set, "OM", UI::compulsory ); |
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[357] | 127 | |
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[477] | 128 | dt.set_length ( OM->dimension() ); |
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| 129 | xt.set_length ( IM->dimension() ); |
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| 130 | ut.set_length ( 0 ); |
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| 131 | |
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[527] | 132 | #if 0 |
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[477] | 133 | RV* rvtmp = UI::build<RV> ( set["IM"], "rvu", UI::compulsory ); |
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[357] | 134 | //set_drv(rvtmp); |
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[527] | 135 | #endif |
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[357] | 136 | } |
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