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# libDS.h

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    00001
    00013 #ifndef DS_H
    00014 #define DS_H
    00015
    00016
    00017 #include "libBM.h"
    00018 #include "libEF.h"
    00019
    00020
    00021 namespace bdm {
    00029 class MemDS : public DS {
    00030         protected:
    00032         mat Data;
    00034         int time;
    00036         ivec rowid;
    00038         ivec delays;
    00039
    00040 public:
    00041         void getdata ( vec &dt );
    00042         void getdata ( vec &dt, const ivec &indeces );
    00043         void set_rvs ( RV &drv, RV &urv );
    00044         void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
    00045         void write ( vec &ut,ivec &indices ) {it_error ( "MemDS::write is not supported" );}
    00046         void step();
    00048         MemDS () {};
    00049         MemDS ( mat &Dat, ivec &rowid0, ivec &delays0 );
    00050 };
    00051
    00055 class FileDS: public MemDS {
    00056
    00057 public:
    00058         void getdata ( vec &dt ) {
    00059                 it_assert_debug ( dt.length() ==Data.rows(),"" );
    00060                 dt = Data.get_col(time);
    00061         };
    00062         void getdata ( vec &dt, const ivec &indeces ){
    00063                 it_assert_debug ( dt.length() ==indeces.length(),"" );
    00064                 vec tmp(indeces.length());
    00065                 tmp = Data.get_col(time);
    00066                 dt = tmp(indeces);
    00067         };
    00069         int ndat(){return Data.cols();}
    00071         void log_add ( logger &L ) {};
    00073         void logit ( logger &L ) {};
    00074 };
    00075
    00082 class ITppFileDS: public FileDS {
    00083
    00084 public:
    00085         ITppFileDS ( const string &fname, const string &varname ) :FileDS() {
    00086                 it_file it ( fname );
    00087                 it << Name ( varname );
    00088                 it >> Data;
    00089                 time = 0;
    00090                 //rowid and delays are ignored
    00091         };
    00092 };
    00093
    00101 class CsvFileDS: public FileDS {
    00102
    00103 public:
    00105         CsvFileDS ( const string& fname, const string& orientation = "BY_COL" );
    00106 };
    00107
    00108
    00109
    00114 class ArxDS : public DS {
    00115 protected:
    00117         RV Rrv;
    00119         vec H;
    00121         vec U;
    00123         vec rgr;
    00125         datalink rgrlnk;
    00127         mlnorm<chmat> model;
    00129         bool opt_L_theta;
    00131         int L_theta;
    00132         int L_R;
    00133         int dt_size;
    00134 public:
    00135         void getdata ( vec &dt ) {
    00136                 //it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
    00137                 dt=H;
    00138         };
    00139         void getdata ( vec &dt, const ivec &indices ) {
    00140                 it_assert_debug ( dt.length() ==indices.length(),"ArxDS" );
    00141                 dt=H ( indices );
    00142         };
    00143         void write ( vec &ut ) {
    00144                 //it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );
    00145                 U=ut;
    00146         };
    00147         void write ( vec &ut, const ivec &indices ) {
    00148                 it_assert_debug ( ut.length() ==indices.length(),"ArxDS" );
    00149                 set_subvector ( U, indices,ut );
    00150         };
    00151         void step();
    00153         ArxDS ( ) {};
    00155         void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
    00156         { model.set_parameters ( Th0, mu0, sqR0 );};
    00158         void set_drv ( RV &yrv, RV &urv, RV &rrv ) {
    00159                 Rrv = rrv;
    00160                 Urv = urv;
    00161                 dt_size = yrv._dsize() +urv._dsize();
    00162
    00163                 RV drv = concat ( yrv,urv );
    00164                 Drv = drv;
    00165                 int td = rrv.mint();
    00166                 H.set_size ( drv._dsize() * ( -td+1 ) );
    00167                 U.set_size ( Urv._dsize() );
    00168                 for ( int i=-1;i>=td;i-- ) {
    00169                         drv.t ( -1 );
    00170                         Drv.add ( drv ); //shift u1
    00171                 }
    00172                 rgrlnk.set_connection ( rrv,Drv );
    00173
    00174                 dtsize = Drv._dsize();
    00175                 utsize = Urv._dsize();
    00176         }
    00178         void set_options ( const string &s ) {
    00179                 opt_L_theta= ( s.find ( "L_theta" ) !=string::npos );
    00180         };
    00181         virtual void log_add ( logger &L ) {
    00182                 //DS::log_add ( L ); too long!!
    00183                 L_dt=L.add ( Drv ( 0,dt_size ),"" );
    00184                 L_ut=L.add ( Urv,"" );
    00185
    00186                 mat &A =model._A();
    00187                 mat R =model._R();
    00188                 if ( opt_L_theta ) {L_theta=L.add ( RV ( "{th }", vec_1 ( A.rows() *A.cols() ) ),"t" );}
    00189                 if ( opt_L_theta ) {L_R=L.add ( RV ( "{R }", vec_1 ( R.rows() *R.cols() ) ),"r" );}
    00190         }
    00191         virtual void logit ( logger &L ) {
    00192                 //DS::logit ( L );
    00193                 L.logit ( L_dt, H.left ( dt_size ) );
    00194                 L.logit ( L_ut, U );
    00195
    00196                 mat &A =model._A();
    00197                 mat R =model._R();
    00198                 if ( opt_L_theta ) {L.logit ( L_theta,vec ( A._data(), A.rows() *A.cols() ) );};
    00199                 if ( opt_L_theta ) {L.logit ( L_R, vec ( R._data(), R.rows() *R.rows() ) );};
    00200         }
    00201
    00202 };
    00203
    00204 class stateDS : public DS {
    00205 protected:
    00207         mpdf* IM;
    00209         mpdf* OM;
    00211         vec dt;
    00213         vec xt;
    00215         vec ut;
    00217         int L_xt;
    00218 public:
    00219         void getdata ( vec &dt0 ) {dt0=dt;}
    00220         void getdata ( vec &dt0, const ivec &indeces ) {dt0=dt ( indeces );}
    00221
    00222         stateDS ( mpdf* IM0, mpdf* OM0, int usize ) :DS ( ),IM ( IM0 ),OM ( OM0 ),
    00223                         dt ( OM0->dimension() ), xt ( IM0->dimension() ), ut ( usize ) {}
    00224         ~stateDS() {delete IM; delete OM;}
    00225         virtual void step() {
    00226                 xt=IM->samplecond ( concat ( xt,ut ) );
    00227                 dt=OM->samplecond ( concat ( xt,ut ) );
    00228         };
    00229
    00230         virtual void log_add ( logger &L ) {
    00231                 DS::log_add ( L );
    00232                 L_xt=L.add ( IM->_rv(),"true" );
    00233         }
    00234         virtual void logit ( logger &L ) {
    00235                 DS::logit ( L );
    00236                 L.logit ( L_xt,xt );
    00237         }
    00238
    00239 };
    00240
    00241 }; //namespace
    00242
    00243 #endif // DS_H