root/library/bdm/base/datasources.cpp @ 795

#include "datasources.h"

using namespace bdm;

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

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

void MemDS::getdata ( vec &dt, const ivec &indeces ) {
        int j, i;
        bdm_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 );
        }
}

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

void MemDS::set_drv ( const RV &drv, const RV &urv ) {
        bdm_assert_debug ( drv._dsize() == rowid.length(), "MemDS::set_rvs incompatible drv" );
        bdm_assert_debug ( urv._dsize() == 0, "MemDS does not support urv." );

        DS::set_drv ( drv, urv );
}

MemDS::MemDS ( mat &Dat, ivec &rowid0 ) : rowid ( rowid0 ) {
        bdm_assert_debug ( max ( rowid ) <= Dat.rows(), "MemDS rowid is too high for given Dat." );

        time = 0;
        Data = Dat;
}

void PdfDS::step() {
        yt2rgr.store_data ( yt ); // y is now history
        ut2rgr.filldown ( ut, rgr );
        yt2rgr.filldown ( yt, rgr );
        yt = ipdf->samplecond ( rgr );
        ut2rgr.store_data ( ut ); //u is now history
}

void PdfDS::getdata ( vec &dt_out ) const {
        bdm_assert_debug ( dt_out.length() >= utsize + ytsize, "Short output vector" );
        dt_out.set_subvector ( 0, yt );
        dt_out.set_subvector ( ytsize, ut );
}

void StateDS::step() {
        vec imc ( IM->dimensionc() );
        imc.set_subvector ( 0, xt );
        u2imc.filldown ( ut, imc );
        xt = IM->samplecond ( imc );

        vec omc ( OM->dimensionc() );
        omc.set_subvector ( 0, xt );
        u2omc.filldown ( ut, omc );
        vec yt;
        yt = OM->samplecond ( omc );
        //fill all data
        dt.set_subvector ( 0, yt );
        dt.set_subvector ( yt.length(), xt );
        dt.set_subvector ( ytsize, ut );
}

// void ArxDS::step() {
//      //shift history
//      H.shift_right ( 0, dt_size );
//
//      H.set_subvector ( dt_size - utsize, U ); // write U after Drv
//
//      //get regressor
//      rgr = rgrlnk.pushdown ( H );
//      // Eval Y
//      H.set_subvector ( 0, model.samplecond ( rgr ) );
//
// }
//
// void ArxDS::from_setting ( const Setting &set ) {
//      shared_ptr<RV> yrv = UI::build<RV> ( set, "y" , UI::compulsory );
//      shared_ptr<RV> urv = UI::build<RV> ( set, "u" , UI::compulsory );
//      shared_ptr<RV> rrv = UI::build<RV> ( set, "rgr" , UI::compulsory );
//
//      mat Th;
//      UI::get ( Th, set, "theta", UI::compulsory );
//
//      vec mu0;
//      if ( !UI::get ( mu0, set, "offset" ) )
//              mu0 = zeros ( yrv->_dsize() );
//
//      mat sqR;
//      UI::get ( sqR, set, "r", UI::compulsory );
//      set_parameters ( Th, mu0, sqR );
//      set_drv ( *yrv, *urv, *rrv );
//
//      if ( set.exists ( "opt" ) )
//              set_options ( set["opt"] );
// }

CsvFileDS::CsvFileDS ( const string& fname, const string& orientation ) : FileDS() {
        time = 0;

        vec data_line;
        string line;

        ifstream fs;
        fs.open ( fname.c_str() );
        if ( fs.is_open() ) {
                while ( getline ( fs, line ) ) {
                        data_line.set ( line );
                        Data.append_row ( data_line );
                }
        }

        if ( orientation == "BY_ROW" ) {
                transpose ( Data, Data );
        }


}

//! 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_plus ( -1 );
                T.add ( pom );
        }
        return T;
}

void ITppFileDS::from_setting ( const Setting &set ) {
        shared_ptr<RV> rvtmp = UI::build<RV> ( set, "rv" , UI::compulsory );

        it_file it ( set["filename"] );
        it << Name ( set["varname"] );
        it >> Data;
        time = 0;
        //rowid and delays are ignored
        rowid = linspace ( 0, Data.rows() - 1 );
        set_drv ( *rvtmp, RV() );
}

void StateDS::from_setting ( const Setting &set ) {
        IM = UI::build<pdf> ( set, "IM", UI::compulsory );
        OM = UI::build<pdf> ( set, "OM", UI::compulsory );

        //todo test if IM->rvc contains IM->rv
        //todo test if OM->rvc contains IM->rv

        UI::get ( xt, set, "x0", UI::optional );

}

void StateDS::validate() {
        DS::validate();

        Yrv = concat ( OM->_rv() , IM->_rv() ); // export also true state
        ytsize = Yrv._dsize();

        RV tmp = concat ( OM->_rvc(), IM->_rvc() ); // what i not in rvc
        Urv = tmp.subt ( Yrv ); // remove dt,xt and
        Urv = Urv.subt ( Yrv.copy_t ( -1 ) ); // remove dt,xt and
        utsize = Urv._dsize();

        set_drv ( Yrv, Urv );
        dtsize = utsize + ytsize;

        dt.set_length ( dtsize );
        if ( xt.length() != IM->dimension() ) {
                xt = zeros ( IM->dimension() );
        }
        ut.set_length ( Urv._dsize() );

        //create data links
        u2imc.set_connection ( IM->_rvc(), Urv );
        u2omc.set_connection ( OM->_rvc(), Urv );
}