1 | |
---|
2 | #include "datasources.h" |
---|
3 | |
---|
4 | using namespace bdm; |
---|
5 | |
---|
6 | void MemDS::getdata ( vec &dt ) { |
---|
7 | int i; |
---|
8 | |
---|
9 | it_assert_debug ( dt.length() == rowid.length(), "MemDS:getdata incompatible dt" ); |
---|
10 | for ( i = 0; i < rowid.length(); i++ ) { |
---|
11 | dt ( i ) = Data ( rowid ( i ), time - delays ( i ) ); |
---|
12 | } |
---|
13 | } |
---|
14 | |
---|
15 | void MemDS::getdata ( vec &dt, const ivec &indeces ) { |
---|
16 | int j, i; |
---|
17 | it_assert_debug ( dt.length() == indeces.length(), "MemDS:getdata incompatible dt" ); |
---|
18 | for ( i = 0; i < indeces.length(); i++ ) { |
---|
19 | j = indeces ( i ); |
---|
20 | dt ( i ) = Data ( rowid ( j ), time - delays ( j ) ); |
---|
21 | } |
---|
22 | } |
---|
23 | |
---|
24 | void MemDS::step() { |
---|
25 | if ( time < Data.cols() ) { |
---|
26 | time++; |
---|
27 | } |
---|
28 | } |
---|
29 | |
---|
30 | void MemDS::set_rvs ( RV &drv, RV &urv ) { |
---|
31 | it_assert_debug ( drv._dsize() == rowid.length(), "MemDS::set_rvs incompatible drv" ); |
---|
32 | it_assert_debug ( urv._dsize() == 0, "MemDS does not support urv." ); |
---|
33 | |
---|
34 | Drv = drv; |
---|
35 | } |
---|
36 | |
---|
37 | MemDS::MemDS ( mat &Dat, ivec &rowid0, ivec &delays0 ) : rowid ( rowid0 ), delays ( delays0 ) { |
---|
38 | it_assert_debug ( max ( rowid ) <= Dat.rows(), "MemDS rowid is too high for given Dat." ); |
---|
39 | it_assert_debug ( max ( delays ) < Dat.cols(), "MemDS delays are too high." ); |
---|
40 | |
---|
41 | time = max ( delays ); |
---|
42 | Data = Dat; |
---|
43 | } |
---|
44 | |
---|
45 | void ArxDS::step() { |
---|
46 | //shift history |
---|
47 | H.shift_right ( 0, dt_size ); |
---|
48 | |
---|
49 | H.set_subvector ( dt_size - utsize, U ); // write U after Drv |
---|
50 | |
---|
51 | //get regressor |
---|
52 | rgr = rgrlnk.pushdown ( H ); |
---|
53 | // Eval Y |
---|
54 | H.set_subvector ( 0, model.samplecond ( rgr ) ); |
---|
55 | |
---|
56 | } |
---|
57 | |
---|
58 | void ArxDS::from_setting ( const Setting &set ) { |
---|
59 | shared_ptr<RV> yrv = UI::build<RV> ( set, "y" , UI::compulsory ); |
---|
60 | shared_ptr<RV> urv = UI::build<RV> ( set, "u" , UI::compulsory ); |
---|
61 | shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr" , UI::compulsory ); |
---|
62 | |
---|
63 | mat Th; |
---|
64 | UI::get ( Th, set, "theta", UI::compulsory ); |
---|
65 | |
---|
66 | vec mu0; |
---|
67 | if ( !UI::get ( mu0, set, "offset" ) ) |
---|
68 | mu0 = zeros ( yrv->_dsize() ); |
---|
69 | |
---|
70 | mat sqR; |
---|
71 | UI::get ( sqR, set, "r", UI::compulsory ); |
---|
72 | set_parameters ( Th, mu0, sqR ); |
---|
73 | set_drv ( *yrv, *urv, *rrv ); |
---|
74 | |
---|
75 | if ( set.exists ( "opt" ) ) |
---|
76 | set_options ( set["opt"] ); |
---|
77 | } |
---|
78 | |
---|
79 | CsvFileDS::CsvFileDS ( const string& fname, const string& orientation ) : FileDS() { |
---|
80 | time = 0; |
---|
81 | |
---|
82 | vec data_line; |
---|
83 | string line; |
---|
84 | |
---|
85 | ifstream fs; |
---|
86 | fs.open ( fname.c_str() ); |
---|
87 | if ( fs.is_open() ) { |
---|
88 | while ( getline ( fs, line ) ) { |
---|
89 | data_line.set ( line ); |
---|
90 | Data.append_row ( data_line ); |
---|
91 | } |
---|
92 | } |
---|
93 | |
---|
94 | if ( orientation == "BY_ROW" ) { |
---|
95 | transpose ( Data, Data ); |
---|
96 | } |
---|
97 | |
---|
98 | |
---|
99 | } |
---|
100 | |
---|
101 | //! Auxiliary function building full history of rv0 |
---|
102 | RV fullrgr ( const RV &drv0, const RV &urv0, const RV &rrv0 ) { |
---|
103 | RV T ( urv0 ); |
---|
104 | RV pom = concat ( drv0, urv0 ); |
---|
105 | int mint = rrv0.mint(); |
---|
106 | for ( int i = 0; i > mint; i-- ) { |
---|
107 | pom.t ( -1 ); |
---|
108 | T.add ( pom ); |
---|
109 | } |
---|
110 | return T; |
---|
111 | } |
---|
112 | |
---|
113 | void ITppFileDS::from_setting ( const Setting &set ) { |
---|
114 | shared_ptr<RV> rvtmp = UI::build<RV> ( set, "rv" , UI::compulsory ); |
---|
115 | |
---|
116 | it_file it ( set["filename"] ); |
---|
117 | it << Name ( set["varname"] ); |
---|
118 | it >> Data; |
---|
119 | time = 0; |
---|
120 | //rowid and delays are ignored |
---|
121 | |
---|
122 | set_drv ( *rvtmp, RV() ); |
---|
123 | } |
---|
124 | |
---|
125 | void stateDS::from_setting ( const Setting &set ) { |
---|
126 | IM = UI::build<mpdf> ( set, "IM", UI::compulsory ); |
---|
127 | OM = UI::build<mpdf> ( set, "OM", UI::compulsory ); |
---|
128 | |
---|
129 | dt.set_length ( OM->dimension() ); |
---|
130 | xt.set_length ( IM->dimension() ); |
---|
131 | ut.set_length ( 0 ); |
---|
132 | |
---|
133 | #if 0 |
---|
134 | RV* rvtmp = UI::build<RV> ( set["IM"], "rvu", UI::compulsory ); |
---|
135 | //set_drv(rvtmp); |
---|
136 | #endif |
---|
137 | } |
---|