85 | | <a name="l00044"></a><a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5">00044</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
86 | | <a name="l00045"></a>00045 it_error ( <span class="stringliteral">"MemDS::write is not supported"</span> ); |
87 | | <a name="l00046"></a>00046 } |
88 | | <a name="l00047"></a>00047 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut, ivec &indices ) { |
89 | | <a name="l00048"></a>00048 it_error ( <span class="stringliteral">"MemDS::write is not supported"</span> ); |
90 | | <a name="l00049"></a>00049 } |
91 | | <a name="l00050"></a>00050 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#21916feb3e5ff960855c09b06a0d279b" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>(); |
92 | | <a name="l00052"></a><a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3">00052</a> <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> () {}; |
93 | | <a name="l00053"></a>00053 <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> ( mat &Dat, ivec &rowid0, ivec &delays0 ); |
94 | | <a name="l00054"></a>00054 }; |
95 | | <a name="l00055"></a>00055 |
96 | | <a name="l00059"></a><a class="code" href="classbdm_1_1FileDS.html">00059</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1FileDS.html">FileDS</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1MemDS.html" title="Memory storage of off-line data column-wise.">MemDS</a> { |
97 | | <a name="l00060"></a>00060 |
98 | | <a name="l00061"></a>00061 <span class="keyword">public</span>: |
99 | | <a name="l00062"></a><a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14">00062</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
100 | | <a name="l00063"></a>00063 it_assert_debug ( dt.length() == <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.rows(), <span class="stringliteral">""</span> ); |
101 | | <a name="l00064"></a>00064 dt = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col ( <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> ); |
102 | | <a name="l00065"></a>00065 }; |
103 | | <a name="l00066"></a><a class="code" href="classbdm_1_1FileDS.html#ed680c40e53fd838c044dc223421c0fe">00066</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#ed680c40e53fd838c044dc223421c0fe" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indeces ) { |
104 | | <a name="l00067"></a>00067 it_assert_debug ( dt.length() == indeces.length(), <span class="stringliteral">""</span> ); |
105 | | <a name="l00068"></a>00068 vec tmp ( indeces.length() ); |
106 | | <a name="l00069"></a>00069 tmp = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col ( <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> ); |
107 | | <a name="l00070"></a>00070 dt = tmp ( indeces ); |
108 | | <a name="l00071"></a>00071 }; |
109 | | <a name="l00073"></a><a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a">00073</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a" title="returns number of data in the file;">ndat</a>() { |
110 | | <a name="l00074"></a>00074 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.cols(); |
111 | | <a name="l00075"></a>00075 } |
112 | | <a name="l00077"></a><a class="code" href="classbdm_1_1FileDS.html#998f590eeddee97ae6918671e40756b8">00077</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#998f590eeddee97ae6918671e40756b8" title="no sense to log this type">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) {}; |
113 | | <a name="l00079"></a><a class="code" href="classbdm_1_1FileDS.html#59d44ef34a523127dd79c076461c43b6">00079</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#59d44ef34a523127dd79c076461c43b6" title="no sense to log this type">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) {}; |
114 | | <a name="l00080"></a>00080 }; |
115 | | <a name="l00081"></a>00081 |
116 | | <a name="l00088"></a><a class="code" href="classbdm_1_1ITppFileDS.html">00088</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1FileDS.html">FileDS</a> { |
117 | | <a name="l00089"></a>00089 |
118 | | <a name="l00090"></a>00090 <span class="keyword">public</span>: |
119 | | <a name="l00091"></a>00091 <a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &fname, <span class="keyword">const</span> <span class="keywordtype">string</span> &varname ) : <a class="code" href="classbdm_1_1FileDS.html">FileDS</a>() { |
120 | | <a name="l00092"></a>00092 it_file it ( fname ); |
121 | | <a name="l00093"></a>00093 it << Name ( varname ); |
122 | | <a name="l00094"></a>00094 it >> <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>; |
123 | | <a name="l00095"></a>00095 <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> = 0; |
124 | | <a name="l00096"></a>00096 <span class="comment">//rowid and delays are ignored</span> |
125 | | <a name="l00097"></a>00097 }; |
126 | | <a name="l00098"></a>00098 |
127 | | <a name="l00099"></a>00099 <a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a> () : <a class="code" href="classbdm_1_1FileDS.html">FileDS</a>() { |
128 | | <a name="l00100"></a>00100 }; |
129 | | <a name="l00101"></a>00101 |
130 | | <a name="l00102"></a>00102 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ITppFileDS.html#fd192da176625a909fa853458b604566" title="This method arrange instance properties according the data stored in the Setting...">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| 85 | <a name="l00044"></a>00044 |
| 86 | <a name="l00045"></a><a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5">00045</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
| 87 | <a name="l00046"></a>00046 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"MemDS::write is not supported"</span> ); |
| 88 | <a name="l00047"></a>00047 } |
| 89 | <a name="l00048"></a>00048 |
| 90 | <a name="l00049"></a>00049 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#9a7f17598fe2b458707ba932865beef5" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut, ivec &indices ) { |
| 91 | <a name="l00050"></a>00050 <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a> ( <span class="stringliteral">"MemDS::write is not supported"</span> ); |
| 92 | <a name="l00051"></a>00051 } |
| 93 | <a name="l00052"></a>00052 |
| 94 | <a name="l00053"></a>00053 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1MemDS.html#21916feb3e5ff960855c09b06a0d279b" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>(); |
| 95 | <a name="l00055"></a><a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3">00055</a> <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> () {}; |
| 96 | <a name="l00056"></a>00056 <a class="code" href="classbdm_1_1MemDS.html#1ea231f4066652996cde4826560d93e3" title="Default constructor.">MemDS</a> ( mat &Dat, ivec &rowid0, ivec &delays0 ); |
| 97 | <a name="l00057"></a>00057 }; |
| 98 | <a name="l00058"></a>00058 |
| 99 | <a name="l00062"></a><a class="code" href="classbdm_1_1FileDS.html">00062</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1FileDS.html">FileDS</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1MemDS.html" title="Memory storage of off-line data column-wise.">MemDS</a> { |
| 100 | <a name="l00063"></a>00063 |
| 101 | <a name="l00064"></a>00064 <span class="keyword">public</span>: |
| 102 | <a name="l00065"></a><a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14">00065</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#0bf36650e9d1af2d0743ffe8a3fcff14" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
| 103 | <a name="l00066"></a>00066 dt = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col ( <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> ); |
| 104 | <a name="l00067"></a>00067 } |
| 105 | <a name="l00068"></a>00068 |
| 106 | <a name="l00069"></a><a class="code" href="classbdm_1_1FileDS.html#3c546e8d9eb71e079e046e3d2f69c6c4">00069</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#3c546e8d9eb71e079e046e3d2f69c6c4" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indices ) { |
| 107 | <a name="l00070"></a>00070 vec tmp = <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.get_col ( <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> ); |
| 108 | <a name="l00071"></a>00071 dt = tmp ( indices ); |
| 109 | <a name="l00072"></a>00072 } |
| 110 | <a name="l00073"></a>00073 |
| 111 | <a name="l00075"></a><a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a">00075</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1FileDS.html#a6af63065097147b390e684a7842a26a" title="returns number of data in the file;">ndat</a>() { |
| 112 | <a name="l00076"></a>00076 <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>.cols(); |
| 113 | <a name="l00077"></a>00077 } |
| 114 | <a name="l00079"></a><a class="code" href="classbdm_1_1FileDS.html#998f590eeddee97ae6918671e40756b8">00079</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#998f590eeddee97ae6918671e40756b8" title="no sense to log this type">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) {}; |
| 115 | <a name="l00081"></a><a class="code" href="classbdm_1_1FileDS.html#59d44ef34a523127dd79c076461c43b6">00081</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1FileDS.html#59d44ef34a523127dd79c076461c43b6" title="no sense to log this type">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) {}; |
| 116 | <a name="l00082"></a>00082 }; |
| 117 | <a name="l00083"></a>00083 |
| 118 | <a name="l00090"></a><a class="code" href="classbdm_1_1ITppFileDS.html">00090</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a>: <span class="keyword">public</span> <a class="code" href="classbdm_1_1FileDS.html">FileDS</a> { |
| 119 | <a name="l00091"></a>00091 |
| 120 | <a name="l00092"></a>00092 <span class="keyword">public</span>: |
| 121 | <a name="l00093"></a>00093 <a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &fname, <span class="keyword">const</span> <span class="keywordtype">string</span> &varname ) : <a class="code" href="classbdm_1_1FileDS.html">FileDS</a>() { |
| 122 | <a name="l00094"></a>00094 it_file it ( fname ); |
| 123 | <a name="l00095"></a>00095 it << Name ( varname ); |
| 124 | <a name="l00096"></a>00096 it >> <a class="code" href="classbdm_1_1MemDS.html#a724f4cbfc32e79bacc044253234e260" title="internal matrix of data">Data</a>; |
| 125 | <a name="l00097"></a>00097 <a class="code" href="classbdm_1_1MemDS.html#681ee3831f68f4f20ed54e04e8b3f107" title="active column in the Data matrix">time</a> = 0; |
| 126 | <a name="l00098"></a>00098 <span class="comment">//rowid and delays are ignored</span> |
| 127 | <a name="l00099"></a>00099 }; |
| 128 | <a name="l00100"></a>00100 |
| 129 | <a name="l00101"></a>00101 <a class="code" href="classbdm_1_1ITppFileDS.html" title="Read Data Matrix from an IT file.">ITppFileDS</a> () : <a class="code" href="classbdm_1_1FileDS.html">FileDS</a>() { |
| 130 | <a name="l00102"></a>00102 }; |
147 | | <a name="l00131"></a><a class="code" href="classbdm_1_1ArxDS.html">00131</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ArxDS.html" title="Generator of ARX data.">ArxDS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> { |
148 | | <a name="l00132"></a>00132 <span class="keyword">protected</span>: |
149 | | <a name="l00134"></a><a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb">00134</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a>; |
150 | | <a name="l00136"></a><a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597">00136</a> vec <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>; |
151 | | <a name="l00138"></a><a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5">00138</a> vec <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>; |
152 | | <a name="l00140"></a><a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe">00140</a> vec <a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe" title="temporary variable for regressor">rgr</a>; |
153 | | <a name="l00142"></a><a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898">00142</a> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&gt; rgr">rgrlnk</a>; |
154 | | <a name="l00144"></a><a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb">00144</a> <a class="code" href="classbdm_1_1mlnorm.html">mlnorm<chmat></a> <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>; |
155 | | <a name="l00146"></a><a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1">00146</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a>; |
156 | | <a name="l00148"></a><a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85">00148</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>; |
157 | | <a name="l00149"></a>00149 <span class="keywordtype">int</span> L_R; |
158 | | <a name="l00150"></a>00150 <span class="keywordtype">int</span> dt_size; |
159 | | <a name="l00151"></a>00151 <span class="keyword">public</span>: |
160 | | <a name="l00152"></a><a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595">00152</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
161 | | <a name="l00153"></a>00153 <span class="comment">//it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );</span> |
162 | | <a name="l00154"></a>00154 dt = <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>; |
163 | | <a name="l00155"></a>00155 }; |
164 | | <a name="l00156"></a><a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80">00156</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indices ) { |
165 | | <a name="l00157"></a>00157 it_assert_debug ( dt.length() == indices.length(), <span class="stringliteral">"ArxDS"</span> ); |
166 | | <a name="l00158"></a>00158 dt = <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a> ( indices ); |
167 | | <a name="l00159"></a>00159 }; |
168 | | <a name="l00160"></a><a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940">00160</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
169 | | <a name="l00161"></a>00161 <span class="comment">//it_assert_debug ( ut.length() ==Urv.count(),"ArxDS" );</span> |
170 | | <a name="l00162"></a>00162 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a> = ut; |
171 | | <a name="l00163"></a>00163 }; |
172 | | <a name="l00164"></a><a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318">00164</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318" title="Accepts action variables at specific indeces.">write</a> ( vec &ut, <span class="keyword">const</span> ivec &indices ) { |
173 | | <a name="l00165"></a>00165 it_assert_debug ( ut.length() == indices.length(), <span class="stringliteral">"ArxDS"</span> ); |
174 | | <a name="l00166"></a>00166 set_subvector ( <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>, indices, ut ); |
175 | | <a name="l00167"></a>00167 }; |
176 | | <a name="l00168"></a>00168 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#57dfa26b23cc03d53b123fa7e0474b19" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>(); |
177 | | <a name="l00170"></a><a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849">00170</a> <a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849" title="Default constructor.">ArxDS</a> ( ) {}; |
178 | | <a name="l00172"></a><a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a">00172</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a" title="Set parameters of the internal model, H is maximum time delay.">set_parameters</a> ( <span class="keyword">const</span> mat &Th0, <span class="keyword">const</span> vec mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &sqR0 ) { |
179 | | <a name="l00173"></a>00173 <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> ( Th0, mu0, sqR0 ); |
180 | | <a name="l00174"></a>00174 }; |
181 | | <a name="l00176"></a><a class="code" href="classbdm_1_1ArxDS.html#d57285965debab8a4bfc340d4477c853">00176</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#d57285965debab8a4bfc340d4477c853" title="Set.">set_drv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &yrv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &urv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rrv ) { |
182 | | <a name="l00177"></a>00177 <a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a> = rrv; |
183 | | <a name="l00178"></a>00178 <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> = urv; |
184 | | <a name="l00179"></a>00179 dt_size = yrv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() + urv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
185 | | <a name="l00180"></a>00180 |
186 | | <a name="l00181"></a>00181 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> drv = concat ( yrv, urv ); |
187 | | <a name="l00182"></a>00182 <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> = drv; |
188 | | <a name="l00183"></a>00183 <span class="keywordtype">int</span> td = rrv.<a class="code" href="classbdm_1_1RV.html#9a5c5aeeaf39299d07763377b05a8241" title="Minimum time-offset.">mint</a>(); |
189 | | <a name="l00184"></a>00184 <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.set_size ( drv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() * ( -td + 1 ) ); |
190 | | <a name="l00185"></a>00185 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>.set_size ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); |
191 | | <a name="l00186"></a>00186 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = -1; i >= td; i-- ) { |
192 | | <a name="l00187"></a>00187 drv.<a class="code" href="classbdm_1_1RV.html#bd77cb0899f7fba1d0e34396137b7f1f" title="Shift time by delta.">t</a> ( -1 ); |
193 | | <a name="l00188"></a>00188 <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( drv ); <span class="comment">//shift u1</span> |
194 | | <a name="l00189"></a>00189 } |
195 | | <a name="l00190"></a>00190 <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&gt; rgr">rgrlnk</a>.<a class="code" href="classbdm_1_1datalink.html#fb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rrv, <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ); |
196 | | <a name="l00191"></a>00191 |
197 | | <a name="l00192"></a>00192 dtsize = <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
198 | | <a name="l00193"></a>00193 utsize = <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
199 | | <a name="l00194"></a>00194 } |
200 | | <a name="l00196"></a><a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436">00196</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436" title="set options from a string">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &s ) { |
201 | | <a name="l00197"></a>00197 <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> = ( s.find ( <span class="stringliteral">"L_theta"</span> ) != string::npos ); |
202 | | <a name="l00198"></a>00198 }; |
203 | | <a name="l00199"></a><a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52">00199</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
204 | | <a name="l00200"></a>00200 <span class="comment">//DS::log_add ( L ); too long!!</span> |
205 | | <a name="l00201"></a>00201 <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a> = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ( 0, dt_size ), <span class="stringliteral">""</span> ); |
206 | | <a name="l00202"></a>00202 L_ut = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>, <span class="stringliteral">""</span> ); |
207 | | <a name="l00203"></a>00203 |
208 | | <a name="l00204"></a>00204 mat &A = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#b256b547c5156b5898a3a1e5462f9540" title="access function">_A</a>(); |
209 | | <a name="l00205"></a>00205 mat R = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#564715dea56f7bbff0083aec295ce97e" title="access function">_R</a>(); |
210 | | <a name="l00206"></a>00206 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
211 | | <a name="l00207"></a>00207 <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a> = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{th }"</span>, vec_1 ( A.rows() * A.cols() ) ), <span class="stringliteral">"t"</span> ); |
212 | | <a name="l00208"></a>00208 } |
213 | | <a name="l00209"></a>00209 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
214 | | <a name="l00210"></a>00210 L_R = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{R }"</span>, vec_1 ( R.rows() * R.cols() ) ), <span class="stringliteral">"r"</span> ); |
215 | | <a name="l00211"></a>00211 } |
216 | | <a name="l00212"></a>00212 } |
217 | | <a name="l00213"></a><a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90">00213</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
218 | | <a name="l00214"></a>00214 <span class="comment">//DS::logit ( L );</span> |
219 | | <a name="l00215"></a>00215 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.left ( dt_size ) ); |
220 | | <a name="l00216"></a>00216 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut, <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a> ); |
221 | | <a name="l00217"></a>00217 |
222 | | <a name="l00218"></a>00218 mat &A = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#b256b547c5156b5898a3a1e5462f9540" title="access function">_A</a>(); |
223 | | <a name="l00219"></a>00219 mat R = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#564715dea56f7bbff0083aec295ce97e" title="access function">_R</a>(); |
224 | | <a name="l00220"></a>00220 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
225 | | <a name="l00221"></a>00221 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>, vec ( A._data(), A.rows() *A.cols() ) ); |
226 | | <a name="l00222"></a>00222 }; |
227 | | <a name="l00223"></a>00223 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
228 | | <a name="l00224"></a>00224 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_R, vec ( R._data(), R.rows() *R.rows() ) ); |
229 | | <a name="l00225"></a>00225 }; |
230 | | <a name="l00226"></a>00226 } |
231 | | <a name="l00227"></a>00227 |
232 | | <a name="l00228"></a>00228 <span class="comment">// TODO dokumentace - aktualizovat</span> |
233 | | <a name="l00260"></a>00260 <span class="comment"></span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#9b109ee7bba9774057b107383b6ecc24">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
234 | | <a name="l00261"></a>00261 |
235 | | <a name="l00262"></a>00262 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span> |
236 | | <a name="l00263"></a>00263 }; |
237 | | <a name="l00264"></a>00264 |
238 | | <a name="l00265"></a>00265 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( ArxDS ); |
239 | | <a name="l00266"></a>00266 SHAREDPTR ( ArxDS ); |
240 | | <a name="l00267"></a>00267 |
241 | | <a name="l00268"></a>00268 <span class="keyword">class </span>stateDS : <span class="keyword">public</span> DS { |
242 | | <a name="l00269"></a>00269 <span class="keyword">private</span>: |
243 | | <a name="l00271"></a>00271 shared_ptr<mpdf> IM; |
244 | | <a name="l00272"></a>00272 |
245 | | <a name="l00274"></a>00274 shared_ptr<mpdf> OM; |
246 | | <a name="l00275"></a>00275 |
247 | | <a name="l00276"></a>00276 <span class="keyword">protected</span>: |
248 | | <a name="l00278"></a>00278 vec dt; |
249 | | <a name="l00280"></a>00280 vec xt; |
250 | | <a name="l00282"></a>00282 vec ut; |
251 | | <a name="l00284"></a>00284 <span class="keywordtype">int</span> L_xt; |
252 | | <a name="l00285"></a>00285 |
253 | | <a name="l00286"></a>00286 <span class="keyword">public</span>: |
254 | | <a name="l00287"></a>00287 <span class="keywordtype">void</span> getdata ( vec &dt0 ) { |
255 | | <a name="l00288"></a>00288 dt0 = dt; |
256 | | <a name="l00289"></a>00289 } |
257 | | <a name="l00290"></a>00290 <span class="keywordtype">void</span> getdata ( vec &dt0, <span class="keyword">const</span> ivec &indeces ) { |
258 | | <a name="l00291"></a>00291 dt0 = dt ( indeces ); |
259 | | <a name="l00292"></a>00292 } |
260 | | <a name="l00293"></a>00293 |
261 | | <a name="l00294"></a>00294 stateDS ( <span class="keyword">const</span> shared_ptr<mpdf> &IM0, <span class="keyword">const</span> shared_ptr<mpdf> &OM0, <span class="keywordtype">int</span> usize ) : IM ( IM0 ), OM ( OM0 ), |
262 | | <a name="l00295"></a>00295 dt ( OM0->dimension() ), xt ( IM0->dimension() ), |
263 | | <a name="l00296"></a>00296 ut ( usize ), L_xt(0) { } |
264 | | <a name="l00297"></a>00297 |
265 | | <a name="l00298"></a>00298 stateDS() : L_xt(0) { } |
266 | | <a name="l00299"></a>00299 |
267 | | <a name="l00300"></a>00300 <span class="keyword">virtual</span> <span class="keywordtype">void</span> step() { |
268 | | <a name="l00301"></a>00301 xt = IM->samplecond ( concat ( xt, ut ) ); |
269 | | <a name="l00302"></a>00302 dt = OM->samplecond ( concat ( xt, ut ) ); |
270 | | <a name="l00303"></a>00303 } |
| 147 | <a name="l00127"></a>00127 |
| 148 | <a name="l00128"></a>00128 |
| 149 | <a name="l00133"></a><a class="code" href="classbdm_1_1ArxDS.html">00133</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1ArxDS.html" title="Generator of ARX data.">ArxDS</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> { |
| 150 | <a name="l00134"></a>00134 <span class="keyword">protected</span>: |
| 151 | <a name="l00136"></a><a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb">00136</a> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a>; |
| 152 | <a name="l00138"></a><a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597">00138</a> vec <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>; |
| 153 | <a name="l00140"></a><a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5">00140</a> vec <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>; |
| 154 | <a name="l00142"></a><a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe">00142</a> vec <a class="code" href="classbdm_1_1ArxDS.html#b2d7530264499b92c3aa32454b960abe" title="temporary variable for regressor">rgr</a>; |
| 155 | <a name="l00144"></a><a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898">00144</a> <a class="code" href="classbdm_1_1datalink.html" title="DataLink is a connection between two data vectors Up and Down.">datalink</a> <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&gt; rgr">rgrlnk</a>; |
| 156 | <a name="l00146"></a><a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb">00146</a> <a class="code" href="classbdm_1_1mlnorm.html">mlnorm<chmat></a> <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>; |
| 157 | <a name="l00148"></a><a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1">00148</a> <span class="keywordtype">bool</span> <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a>; |
| 158 | <a name="l00150"></a><a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85">00150</a> <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>; |
| 159 | <a name="l00151"></a>00151 <span class="keywordtype">int</span> L_R; |
| 160 | <a name="l00152"></a>00152 <span class="keywordtype">int</span> dt_size; |
| 161 | <a name="l00153"></a>00153 <span class="keyword">public</span>: |
| 162 | <a name="l00154"></a><a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595">00154</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#db242e35812c311c8415bb7e31c3f595" title="Returns full vector of observed data=[output, input].">getdata</a> ( vec &dt ) { |
| 163 | <a name="l00155"></a>00155 dt = <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>; |
| 164 | <a name="l00156"></a>00156 } |
| 165 | <a name="l00157"></a>00157 |
| 166 | <a name="l00158"></a><a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80">00158</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#701151418bc5fc3861acef8359fb0d80" title="Returns data records at indeces.">getdata</a> ( vec &dt, <span class="keyword">const</span> ivec &indices ) { |
| 167 | <a name="l00159"></a>00159 dt = <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a> ( indices ); |
| 168 | <a name="l00160"></a>00160 } |
| 169 | <a name="l00161"></a>00161 |
| 170 | <a name="l00162"></a><a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940">00162</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#8f6da8a00abba70bc58c7a4030bd8940" title="Accepts action variable and schedule it for application.">write</a> ( vec &ut ) { |
| 171 | <a name="l00163"></a>00163 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a> = ut; |
| 172 | <a name="l00164"></a>00164 } |
| 173 | <a name="l00165"></a>00165 |
| 174 | <a name="l00166"></a><a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318">00166</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#477fd706639535f520e9dbbd19f73318" title="Accepts action variables at specific indeces.">write</a> ( vec &ut, <span class="keyword">const</span> ivec &indices ) { |
| 175 | <a name="l00167"></a>00167 <a class="code" href="bdmerror_8h.html#89a0f906b242b79c5d3d342291b2cab4" title="Throw std::runtime_exception if t is not true and NDEBUG is not defined.">bdm_assert_debug</a> ( ut.length() == indices.length(), <span class="stringliteral">"ArxDS"</span> ); |
| 176 | <a name="l00168"></a>00168 set_subvector ( <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>, indices, ut ); |
| 177 | <a name="l00169"></a>00169 } |
| 178 | <a name="l00170"></a>00170 |
| 179 | <a name="l00171"></a>00171 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#57dfa26b23cc03d53b123fa7e0474b19" title="Moves from to , i.e. perfroms the actions and reads response of the system.">step</a>(); |
| 180 | <a name="l00172"></a>00172 |
| 181 | <a name="l00174"></a><a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849">00174</a> <a class="code" href="classbdm_1_1ArxDS.html#7c8b418677a48041adacac8e8e9c9849" title="Default constructor.">ArxDS</a> ( ) {}; |
| 182 | <a name="l00176"></a><a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a">00176</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#2d9abc62f1fee862f0e1c60c5c4a3c8a" title="Set parameters of the internal model, H is maximum time delay.">set_parameters</a> ( <span class="keyword">const</span> mat &Th0, <span class="keyword">const</span> vec mu0, <span class="keyword">const</span> <a class="code" href="classbdm_1_1chmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> &sqR0 ) { |
| 183 | <a name="l00177"></a>00177 <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#04f7c6cda7b2f95161dd5fbcf15d1fd5" title="Set A and R.">set_parameters</a> ( Th0, mu0, sqR0 ); |
| 184 | <a name="l00178"></a>00178 }; |
| 185 | <a name="l00180"></a><a class="code" href="classbdm_1_1ArxDS.html#d57285965debab8a4bfc340d4477c853">00180</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#d57285965debab8a4bfc340d4477c853" title="Set.">set_drv</a> ( <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &yrv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &urv, <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> &rrv ) { |
| 186 | <a name="l00181"></a>00181 <a class="code" href="classbdm_1_1ArxDS.html#c7b3cc6cd059ff3d7f4462cedff4bdeb" title="Rv of the regressor.">Rrv</a> = rrv; |
| 187 | <a name="l00182"></a>00182 <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a> = urv; |
| 188 | <a name="l00183"></a>00183 dt_size = yrv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() + urv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
| 189 | <a name="l00184"></a>00184 |
| 190 | <a name="l00185"></a>00185 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> drv = concat ( yrv, urv ); |
| 191 | <a name="l00186"></a>00186 <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> = drv; |
| 192 | <a name="l00187"></a>00187 <span class="keywordtype">int</span> td = rrv.<a class="code" href="classbdm_1_1RV.html#9a5c5aeeaf39299d07763377b05a8241" title="Minimum time-offset.">mint</a>(); |
| 193 | <a name="l00188"></a>00188 <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.set_size ( drv.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() * ( -td + 1 ) ); |
| 194 | <a name="l00189"></a>00189 <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a>.set_size ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>() ); |
| 195 | <a name="l00190"></a>00190 <span class="keywordflow">for</span> ( <span class="keywordtype">int</span> i = -1; i >= td; i-- ) { |
| 196 | <a name="l00191"></a>00191 drv.<a class="code" href="classbdm_1_1RV.html#bd77cb0899f7fba1d0e34396137b7f1f" title="Shift time by delta.">t</a> ( -1 ); |
| 197 | <a name="l00192"></a>00192 <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#87841b5ee43997b79789c0c22047e224" title="Add (concat) another variable to the current one,.">add</a> ( drv ); <span class="comment">//shift u1</span> |
| 198 | <a name="l00193"></a>00193 } |
| 199 | <a name="l00194"></a>00194 <a class="code" href="classbdm_1_1ArxDS.html#fbe7b993ec5f75c195ae1b2ccd96a898" title="data link: H -&gt; rgr">rgrlnk</a>.<a class="code" href="classbdm_1_1datalink.html#fb8337aac8329eb0ca96bfb3ff73ec67" title="set connection, rv must be fully present in rv_up">set_connection</a> ( rrv, <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ); |
| 200 | <a name="l00195"></a>00195 |
| 201 | <a name="l00196"></a>00196 dtsize = <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
| 202 | <a name="l00197"></a>00197 utsize = <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>.<a class="code" href="classbdm_1_1RV.html#de30156104f61d86c94f758861418089">_dsize</a>(); |
| 203 | <a name="l00198"></a>00198 } |
| 204 | <a name="l00200"></a><a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436">00200</a> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#e7438127de87c5a8128edfa12255b436" title="set options from a string">set_options</a> ( <span class="keyword">const</span> <span class="keywordtype">string</span> &s ) { |
| 205 | <a name="l00201"></a>00201 <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> = ( s.find ( <span class="stringliteral">"L_theta"</span> ) != string::npos ); |
| 206 | <a name="l00202"></a>00202 }; |
| 207 | <a name="l00203"></a><a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52">00203</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#64819633a1191fcaa60d0de26ade2e52" title="Register DS for logging into logger L.">log_add</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| 208 | <a name="l00204"></a>00204 <span class="comment">//DS::log_add ( L ); too long!!</span> |
| 209 | <a name="l00205"></a>00205 <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a> = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1DS.html#d8db125ac35f3b8eeb773fc9a4cb45ec" title="Description of data returned by getdata().">Drv</a> ( 0, dt_size ), <span class="stringliteral">""</span> ); |
| 210 | <a name="l00206"></a>00206 L_ut = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1DS.html#9ac5970128fd39f4f6226723cd1de702" title="Description of data witten by by write().">Urv</a>, <span class="stringliteral">""</span> ); |
| 211 | <a name="l00207"></a>00207 |
| 212 | <a name="l00208"></a>00208 mat &A = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#b256b547c5156b5898a3a1e5462f9540" title="access function">_A</a>(); |
| 213 | <a name="l00209"></a>00209 mat R = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#564715dea56f7bbff0083aec295ce97e" title="access function">_R</a>(); |
| 214 | <a name="l00210"></a>00210 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
| 215 | <a name="l00211"></a>00211 <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a> = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{th }"</span>, vec_1 ( A.rows() * A.cols() ) ), <span class="stringliteral">"t"</span> ); |
| 216 | <a name="l00212"></a>00212 } |
| 217 | <a name="l00213"></a>00213 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
| 218 | <a name="l00214"></a>00214 L_R = L.<a class="code" href="classbdm_1_1logger.html#47aa3b098a81d02a8ffaea2c9fa09ac7">add</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ( <span class="stringliteral">"{R }"</span>, vec_1 ( R.rows() * R.cols() ) ), <span class="stringliteral">"r"</span> ); |
| 219 | <a name="l00215"></a>00215 } |
| 220 | <a name="l00216"></a>00216 } |
| 221 | <a name="l00217"></a><a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90">00217</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#4128f5dc3a04063d62fc7e35635aeb90" title="Register DS for logging into logger L.">logit</a> ( <a class="code" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a> &L ) { |
| 222 | <a name="l00218"></a>00218 <span class="comment">//DS::logit ( L );</span> |
| 223 | <a name="l00219"></a>00219 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1DS.html#b4b7bdb9d98a11ab587aa0ad803bb867" title="Remember its own index in Logger L.">L_dt</a>, <a class="code" href="classbdm_1_1ArxDS.html#a11a3f3fbeea1d17b66b073017964597" title="History, ordered as .">H</a>.left ( dt_size ) ); |
| 224 | <a name="l00220"></a>00220 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_ut, <a class="code" href="classbdm_1_1ArxDS.html#392b87be85675cb3d55fa4953d671bb5" title="(future) input">U</a> ); |
| 225 | <a name="l00221"></a>00221 |
| 226 | <a name="l00222"></a>00222 mat &A = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#b256b547c5156b5898a3a1e5462f9540" title="access function">_A</a>(); |
| 227 | <a name="l00223"></a>00223 mat R = <a class="code" href="classbdm_1_1ArxDS.html#0aa9d8d35792159dc9611802f6c190eb" title="model of Y - linear Gaussian">model</a>.<a class="code" href="classbdm_1_1mlnorm.html#564715dea56f7bbff0083aec295ce97e" title="access function">_R</a>(); |
| 228 | <a name="l00224"></a>00224 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
| 229 | <a name="l00225"></a>00225 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( <a class="code" href="classbdm_1_1ArxDS.html#e13e5ffdfe9d896089310b0fc54e0c85" title="loggers">L_theta</a>, vec ( A._data(), A.rows() *A.cols() ) ); |
| 230 | <a name="l00226"></a>00226 }; |
| 231 | <a name="l00227"></a>00227 <span class="keywordflow">if</span> ( <a class="code" href="classbdm_1_1ArxDS.html#064e5d3f2dc0b39459c7ca53d05223e1" title="options">opt_L_theta</a> ) { |
| 232 | <a name="l00228"></a>00228 L.<a class="code" href="classbdm_1_1logger.html#397c014b0aaf3581516e2a105d26a5c9" title="log this vector">logit</a> ( L_R, vec ( R._data(), R.rows() *R.rows() ) ); |
| 233 | <a name="l00229"></a>00229 }; |
| 234 | <a name="l00230"></a>00230 } |
| 235 | <a name="l00231"></a>00231 |
| 236 | <a name="l00232"></a>00232 <span class="comment">// TODO dokumentace - aktualizovat</span> |
| 237 | <a name="l00264"></a>00264 <span class="comment"></span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1ArxDS.html#9b109ee7bba9774057b107383b6ecc24">from_setting</a> ( <span class="keyword">const</span> Setting &<span class="keyword">set</span> ); |
| 238 | <a name="l00265"></a>00265 |
| 239 | <a name="l00266"></a>00266 <span class="comment">// TODO dodelat void to_setting( Setting &set ) const;</span> |
| 240 | <a name="l00267"></a>00267 }; |
| 241 | <a name="l00268"></a>00268 |
| 242 | <a name="l00269"></a>00269 <a class="code" href="user__info_8h.html#4f9de2f17e844047726487b99def99c6" title="Macro for registration of class into map of user-infos, registered class is scriptable...">UIREGISTER</a> ( ArxDS ); |
| 243 | <a name="l00270"></a>00270 SHAREDPTR ( ArxDS ); |
| 244 | <a name="l00271"></a>00271 |
| 245 | <a name="l00272"></a>00272 <span class="keyword">class </span>stateDS : <span class="keyword">public</span> DS { |
| 246 | <a name="l00273"></a>00273 <span class="keyword">private</span>: |
| 247 | <a name="l00275"></a>00275 shared_ptr<mpdf> IM; |
| 248 | <a name="l00276"></a>00276 |
| 249 | <a name="l00278"></a>00278 shared_ptr<mpdf> OM; |
| 250 | <a name="l00279"></a>00279 |
| 251 | <a name="l00280"></a>00280 <span class="keyword">protected</span>: |
| 252 | <a name="l00282"></a>00282 vec dt; |
| 253 | <a name="l00284"></a>00284 vec xt; |
| 254 | <a name="l00286"></a>00286 vec ut; |
| 255 | <a name="l00288"></a>00288 <span class="keywordtype">int</span> L_xt; |
| 256 | <a name="l00289"></a>00289 |
| 257 | <a name="l00290"></a>00290 <span class="keyword">public</span>: |
| 258 | <a name="l00291"></a>00291 <span class="keywordtype">void</span> getdata ( vec &dt0 ) { |
| 259 | <a name="l00292"></a>00292 dt0 = dt; |
| 260 | <a name="l00293"></a>00293 } |
| 261 | <a name="l00294"></a>00294 |
| 262 | <a name="l00295"></a>00295 <span class="keywordtype">void</span> getdata ( vec &dt0, <span class="keyword">const</span> ivec &indices ) { |
| 263 | <a name="l00296"></a>00296 dt0 = dt ( indices ); |
| 264 | <a name="l00297"></a>00297 } |
| 265 | <a name="l00298"></a>00298 |
| 266 | <a name="l00299"></a>00299 stateDS ( <span class="keyword">const</span> shared_ptr<mpdf> &IM0, <span class="keyword">const</span> shared_ptr<mpdf> &OM0, <span class="keywordtype">int</span> usize ) : IM ( IM0 ), OM ( OM0 ), |
| 267 | <a name="l00300"></a>00300 dt ( OM0->dimension() ), xt ( IM0->dimension() ), |
| 268 | <a name="l00301"></a>00301 ut ( usize ), L_xt(0) { } |
| 269 | <a name="l00302"></a>00302 |
| 270 | <a name="l00303"></a>00303 stateDS() : L_xt(0) { } |