Changeset 263 for bdm/stat/libDS.h

Timestamp:

02/09/09 23:11:35 (15 years ago)

Author:

smidl

Message:

UIArxDS test

Files:

• bdm/stat/libDS.h (modified) (1 diff)

bdm/stat/libDS.h

@@ -14 +14 @@
 #define DS_H
 
-#include <itpp/itbase.h>
+
 #include "libBM.h"
+#include "libEF.h"
 
-namespace bdm{
-/*!
-* \brief Class representing off-line data stored in memory
 
-The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indexes \c rowid and \c delays.
+namespace bdm {
+        /*!
+        * \brief Memory storage of off-line data column-wise
 
-The data can be loaded from a file.
-*/
-class MemDS : public DS {
-mat Data;
-int time;
-ivec rowid;
-ivec delays;
+        The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indexes \c rowid and \c delays.
 
-public:
-        void getdata(vec &dt);
-        void getdata(vec &dt, ivec &indeces);
-        void linkrvs(RV &drv, RV &urv);
-        void write(vec &ut){it_error("MemDS::write is not supported");}
-        void write(vec &ut,ivec &indexes){it_error("MemDS::write is not supported");}
-        void step();
-        //!Default constructor
-        MemDS(mat &Dat, ivec &rowid, ivec &delays);
-};
+        The data can be loaded from a file.
+        */
+        class MemDS : public DS {
+                //! internal matrix of data
+                mat Data;
+                //! active column in the Data matrix
+                int time;
+                //!  vector of rows that are presented in Dt
+                ivec rowid;
+                //! vector of delays that are presented in Dt
+                ivec delays;
+
+        public:
+                void getdata ( vec &dt );
+                void getdata ( vec &dt, const ivec &indeces );
+                void linkrvs ( RV &drv, RV &urv );
+                void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
+                void write ( vec &ut,ivec &indexes ) {it_error ( "MemDS::write is not supported" );}
+                void step();
+                //!Default constructor
+                MemDS ( mat &Dat, ivec &rowid, ivec &delays );
+        };
+
+        /*!
+        \brief Generator of ARX data
+
+        */
+        class ArxDS : public DS {
+                //! Rv of the regressor
+                RV Rrv;
+                //! Rv of the history (full regressor)
+                RV Hrv;
+                //! Internal storage of results
+                vec Y;
+                //! History, ordered as \f$[u_t, y_{t-1 }, u_{t-1}, \ldots]\f$ 
+                vec H;
+                //! temporary variable for regressor
+                vec rgr;
+                //! data link: val = y, cond = u; local = rgr;
+                datalink_e2e rgrlnk;
+                //! model of Y - linear Gaussian 
+                mlnorm<chmat> model;
+                public:
+                void getdata ( vec &dt ){it_assert_debug(dt.length()==Y.length(),"ArxDS"); 
+                        dt=concat(Y,H.left(Urv.count()));};
+                void getdata ( vec &dt, const ivec &indexes ){it_assert_debug(dt.length()==Y.length(),"ArxDS"); dt=Y(indexes);};
+                void write ( vec &ut ){it_assert_debug(ut.length()==Urv.count(),"ArxDS"); H.set_subvector(0,ut);};
+                void write ( vec &ut, const ivec &indexes ){it_assert_debug(ut.length()==Urv.count(),"ArxDS"); set_subvector(H,indexes,ut);};
+                void step();
+                //!Default constructor
+                ArxDS ( RV &drv, RV &urv, RV &rrv);
+                //! Set parameters of the internal model
+                void set_parameters(const mat &Th0, const vec mu0, const chmat &sqR0)
+                {model.set_parameters(Th0, mu0, sqR0); };
+        };
 
 }; //namespace