Changeset 265 for bdm/stat/libDS.h

Timestamp:

02/09/09 23:14:58 (15 years ago)

Author:

smidl

Message:

UI in matlab

Files:

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

bdm/stat/libDS.h

@@ -53 +53 @@
         */
         class ArxDS : public DS {
+        protected:
                 //! Rv of the regressor
                 RV Rrv;
                 //! Rv of the history (full regressor)
                 RV Hrv;
-                //! Internal storage of results
-                vec Y;
-                //! History, ordered as \f$[u_t, y_{t-1 }, u_{t-1}, \ldots]\f$ 
+                //! History, ordered as \f$[y_t, u_t, y_{t-1 }, u_{t-1}, \ldots]\f$
                 vec H;
+                //! (future) input
+                vec U;
                 //! temporary variable for regressor
                 vec rgr;
-                //! data link: val = y, cond = u; local = rgr;
+                //! data link: H -> rgr
                 datalink_e2e rgrlnk;
-                //! model of Y - linear Gaussian 
+                //! model of Y - linear Gaussian
                 mlnorm<chmat> model;
+                //! options
+                bool opt_L_theta;
+                //! loggers
+                int L_theta;
+                int L_R;
                 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 getdata ( vec &dt ) {
+                        it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
+                        dt=H.left ( Urv.count() +Drv.count() );
+                };
+                void getdata ( vec &dt, const ivec &indexes ) {
+                        it_assert_debug ( dt.length() ==indeces.length(),"ArxDS" );
+                        dt=H ( indexes );
+                };
+                void write ( vec &ut ) {
+                        it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );
+                        U=ut;
+                };
+                void write ( vec &ut, const ivec &indexes ) {
+                        it_assert_debug ( ut.length() ==indeces.length(),"ArxDS" );
+                        set_subvector ( U, indexes,ut );
+                };
                 void step();
                 //!Default constructor
-                ArxDS ( RV &drv, RV &urv, RV &rrv);
+                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); };
+                void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
+                { model.set_parameters ( Th0, mu0, sqR0 ); };
+                //! set options from a string
+                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 );
+                        mat &A =model._A();
+                        mat R =model._R();
+                        if ( opt_L_theta ) {L_theta=L.add ( RV("{theta }", 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 );
+                        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 ARXDS : public ArxDS {
+        public:
+                ARXDS ( RV &drv, RV &urv, RV &rrv ) : ArxDS ( drv,urv,rrv ) {}
+
+                void getdata ( vec &dt ) {dt=H;}
+                void getdata ( vec &dt, const ivec &indeces ) {dt=H ( indeces );}
+                virtual RV _drv() const {return Hrv;}
+
+        };
 }; //namespace