Changeset 737 for library/bdm/base/datasources.h

Timestamp:

11/25/09 12:14:38 (15 years ago)

Author:

mido

Message:

ASTYLER RUN OVER THE WHOLE LIBRARY, JUPEE

Files:

• library/bdm/base/datasources.h (modified) (7 diffs)

library/bdm/base/datasources.h

@@ -28 +28 @@
 */
 class MemDS : public DS {
-        protected:
-                //! internal matrix of data
-                mat Data;
-                //! active column in the Data matrix
-                int time;
-                //!  vector of rows that are presented in Dt
-                ivec rowid;
-
-        public:
-                int max_length() {return Data.cols();}
-                void getdata ( vec &dt ) const;
-                void getdata ( vec &dt, const ivec &indeces );
-                void set_drv (const RV &drv,const  RV &urv );
-
-                void write ( const vec &ut ) {
-                        bdm_error ( "MemDS::write is not supported" );
+protected:
+        //! internal matrix of data
+        mat Data;
+        //! active column in the Data matrix
+        int time;
+        //!  vector of rows that are presented in Dt
+        ivec rowid;
+
+public:
+        int max_length() {
+                return Data.cols();
+        }
+        void getdata ( vec &dt ) const;
+        void getdata ( vec &dt, const ivec &indeces );
+        void set_drv ( const RV &drv, const  RV &urv );
+
+        void write ( const vec &ut ) {
+                bdm_error ( "MemDS::write is not supported" );
+        }
+
+        void write ( const vec &ut, const ivec &indices ) {
+                bdm_error ( "MemDS::write is not supported" );
+        }
+
+        void step();
+        //!Default constructor
+        MemDS () {};
+        //! Convenience constructor
+        MemDS ( mat &Dat, ivec &rowid0 );
+        /*! Create object from the following structure
+        \code
+        { class = "MemDS";
+           Data = (...);            // Data matrix or data vector
+           --- optional ---
+           drv = {class="RV"; ...} // Identification how rows of the matrix Data will be known to others
+           time = 0;               // Index of the first column to user_info,
+           rowid = [1,2,3...];     // ids of rows to be used
+        }
+        \endcode
+
+        If the optional fields are not given, they will be filled as follows:
+        \code
+        rowid= [0, 1, 2, ...number_of_rows_of_Data];
+        drv = {names=("ch0", "ch1", "ch2", ..."number_of_rows_of_Data");
+              sizes=( 1    1    1 ...);
+                  times=( 0    0    0 ...);
+                  };
+        time = 0;
+        \endcode
+        If \c rowid is given, \c drv will be named after indeces in rowids.
+
+        Hence the data provided by method \c getdata() will be full column of matrix Data starting from the first record.
+        */
+        void from_setting ( const Setting &set ) {
+                UI::get ( Data, set, "Data", UI::compulsory );
+                if ( !UI::get ( time, set, "time", UI::optional ) ) {
+                        time = 0;
                 }
-
-                void write ( const vec &ut, const ivec &indices ) {
-                        bdm_error ( "MemDS::write is not supported" );
+                if ( !UI::get ( rowid, set, "rowid", UI::optional ) ) {
+                        rowid = linspace ( 0, Data.rows() - 1 );
                 }
-
-                void step();
-                //!Default constructor
-                MemDS () {};
-                //! Convenience constructor
-                MemDS ( mat &Dat, ivec &rowid0);
-                /*! Create object from the following structure
-                \code
-                { class = "MemDS";
-                   Data = (...);            // Data matrix or data vector
-                   --- optional ---
-                   drv = {class="RV"; ...} // Identification how rows of the matrix Data will be known to others
-                   time = 0;               // Index of the first column to user_info,
-                   rowid = [1,2,3...];     // ids of rows to be used
+                shared_ptr<RV> r = UI::build<RV> ( set, "drv", UI::optional );
+                if ( !r ) {
+                        r = new RV();
+                        for ( int i = 0; i < rowid.length(); i++ ) {
+                                r->add ( RV ( "ch" + num2str ( rowid ( i ) ), 1, 0 ) );
+                        }
                 }
-                \endcode
-                
-                If the optional fields are not given, they will be filled as follows:
-                \code
-                rowid= [0, 1, 2, ...number_of_rows_of_Data];
-                drv = {names=("ch0", "ch1", "ch2", ..."number_of_rows_of_Data");
-                      sizes=( 1    1    1 ...);
-                          times=( 0    0    0 ...);
-                          };
-                time = 0;
-                \endcode
-                If \c rowid is given, \c drv will be named after indeces in rowids.
-                
-                Hence the data provided by method \c getdata() will be full column of matrix Data starting from the first record. 
-                */
-                void from_setting(const Setting &set){
-                        UI::get(Data, set, "Data", UI::compulsory);
-                        if(!UI::get(time, set,"time", UI::optional)) {time =0;}
-                        if(!UI::get(rowid, set, "rowid",UI::optional)) {rowid =linspace(0,Data.rows()-1);}
-                        shared_ptr<RV> r=UI::build<RV>(set,"drv",UI::optional);
-                        if (!r) {r=new RV();
-                                for (int i=0; i<rowid.length(); i++){ r->add(RV("ch"+num2str(rowid(i)), 1, 0));}
-                        }
-                        set_drv(*r,RV()); //empty urv
-                        dtsize=r->_dsize();
-                        ytsize = dtsize;
-                        utsize=0;
-                }
-};
-UIREGISTER(MemDS);
+                set_drv ( *r, RV() ); //empty urv
+                dtsize = r->_dsize();
+                ytsize = dtsize;
+                utsize = 0;
+        }
+};
+UIREGISTER ( MemDS );
 
 /*!  \brief Simulate data from a static pdf (epdf)
@@ -101 +110 @@
 
 class EpdfDS: public DS {
-        protected:
-                //! internal pointer to epdf from which we samplecond
-                shared_ptr<epdf> iepdf;
-                //! internal storage of data sample
-                vec dt;
-        public:
-                void step() {
-                        dt=iepdf->sample();
-                }
-                void getdata ( vec &dt_out ) const {
-                        dt_out = dt;
-                }
-                void getdata ( vec &dt_out, const ivec &ids ) {
-                        dt_out = dt ( ids );
-                }
-                const RV& _drv() const {
-                        return iepdf->_rv();
-                }
-
-                /*!
-                \code
-                class = "EpdfDS";
-                epdf = {class="epdf_offspring", ...}// uncondtitional density to sample from
-                \endcode
-
-                */
-                void from_setting ( const Setting &set ) {
-                        iepdf=UI::build<epdf> ( set,"epdf",UI::compulsory );
-                        bdm_assert(iepdf->isnamed(), "Input epdf must be named, check if RV is given correctly");
-                        dt =  zeros(iepdf->dimension());
-                        dtsize=dt.length();
-                        ytsize=dt.length();
-                        set_drv(iepdf->_rv(),RV());
-                        utsize =0;
-                        validate();
-                }
-                void validate() {
-                        dt = iepdf->sample();
-                }
+protected:
+        //! internal pointer to epdf from which we samplecond
+        shared_ptr<epdf> iepdf;
+        //! internal storage of data sample
+        vec dt;
+public:
+        void step() {
+                dt = iepdf->sample();
+        }
+        void getdata ( vec &dt_out ) const {
+                dt_out = dt;
+        }
+        void getdata ( vec &dt_out, const ivec &ids ) {
+                dt_out = dt ( ids );
+        }
+        const RV& _drv() const {
+                return iepdf->_rv();
+        }
+
+        /*!
+        \code
+        class = "EpdfDS";
+        epdf = {class="epdf_offspring", ...}// uncondtitional density to sample from
+        \endcode
+
+        */
+        void from_setting ( const Setting &set ) {
+                iepdf = UI::build<epdf> ( set, "epdf", UI::compulsory );
+                bdm_assert ( iepdf->isnamed(), "Input epdf must be named, check if RV is given correctly" );
+                dt =  zeros ( iepdf->dimension() );
+                dtsize = dt.length();
+                ytsize = dt.length();
+                set_drv ( iepdf->_rv(), RV() );
+                utsize = 0;
+                validate();
+        }
+        void validate() {
+                dt = iepdf->sample();
+        }
 };
 UIREGISTER ( EpdfDS );
@@ -146 +155 @@
 Still having only one density but allowing conditioning on either input or delayed values.
 */
-class PdfDS :public DS {
-        protected:
-                //! internal pointer to epdf from which we samplecond
-                shared_ptr<pdf> ipdf;
-                //! internal storage of data sample
-                vec yt;
-                //! input vector
-                vec ut;
-                //! datalink between ut and regressor
-                datalink_buffered ut2rgr;
-                //! datalink between yt and regressor
-                datalink_buffered yt2rgr;
-                //! numeric values of regressor
-                vec rgr;
-                
-        public:
-                void 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
+class PdfDS : public DS {
+protected:
+        //! internal pointer to epdf from which we samplecond
+        shared_ptr<pdf> ipdf;
+        //! internal storage of data sample
+        vec yt;
+        //! input vector
+        vec ut;
+        //! datalink between ut and regressor
+        datalink_buffered ut2rgr;
+        //! datalink between yt and regressor
+        datalink_buffered yt2rgr;
+        //! numeric values of regressor
+        vec rgr;
+
+public:
+        void 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 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 write ( const vec &ut0 ) {
+                ut = ut0;
+        }
+        void write ( const vec &ut0, const ivec &ind ) {
+                set_subvector ( ut, ind, ut0 );
+        }
+
+        /*!
+        \code
+        class = "PdfDS";
+        pdf = {class="pdf_offspring", ...};  // pdf to simulate
+        --- optional ---
+        init_rv = {class="RV",names=...};      // define what rv to initialize - typically delayed values!
+        init_values = [...];                   // vector of initial values corresponding to init_rv
+        \endcode
+
+        If init_rv is not given, init_values are set to zero.
+        */
+        void from_setting ( const Setting &set ) {
+                ipdf = UI::build<pdf> ( set, "pdf", UI::compulsory );
+
+                Yrv = ipdf->_rv();
+                // get unique rvs form rvc
+                RV rgrv0 = ipdf->_rvc().remove_time();
+                // input is what in not in Yrv
+                Urv = rgrv0.subt ( Yrv );
+                set_drv ( Yrv, Urv );
+                // connect input and output to rvc
+                ut2rgr.set_connection ( ipdf->_rvc(), Urv );
+                yt2rgr.set_connection ( ipdf->_rvc(), Yrv );
+
+                //set history - if given
+                shared_ptr<RV> rv_ini = UI::build<RV> ( set, "init_rv", UI::optional );
+                if ( rv_ini ) { // check if
+                        vec val;
+                        UI::get ( val, set, "init_values", UI::optional );
+                        if ( val.length() != rv_ini->_dsize() ) {
+                                bdm_error ( "init_rv and init_values fields have incompatible sizes" );
+                        } else {
+                                ut2rgr.set_history ( *rv_ini, val );
+                                yt2rgr.set_history ( *rv_ini, val );
+                        }
                 }
-                void 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 write(const vec &ut0){ut=ut0;}
-                void write(const vec &ut0, const ivec &ind){set_subvector(ut,ind,ut0);}
-                
-                /*!
-                \code
-                class = "PdfDS";
-                pdf = {class="pdf_offspring", ...};  // pdf to simulate
-                --- optional ---
-                init_rv = {class="RV",names=...};      // define what rv to initialize - typically delayed values!
-                init_values = [...];                   // vector of initial values corresponding to init_rv
-                \endcode
-
-                If init_rv is not given, init_values are set to zero.
-                */
-                void from_setting ( const Setting &set ) {
-                        ipdf=UI::build<pdf> ( set,"pdf",UI::compulsory );
-                        
-                        Yrv = ipdf->_rv();
-                        // get unique rvs form rvc
-                        RV rgrv0=ipdf->_rvc().remove_time();
-                        // input is what in not in Yrv
-                        Urv=rgrv0.subt(Yrv); 
-                        set_drv(Yrv, Urv);
-                        // connect input and output to rvc
-                        ut2rgr.set_connection(ipdf->_rvc(), Urv); 
-                        yt2rgr.set_connection(ipdf->_rvc(), Yrv); 
-                        
-                        //set history - if given
-                        shared_ptr<RV> rv_ini=UI::build<RV>(set,"init_rv",UI::optional);
-                        if(rv_ini){ // check if 
-                                vec val;
-                                UI::get(val, set, "init_values", UI::optional);
-                                if (val.length()!=rv_ini->_dsize()){
-                                        bdm_error("init_rv and init_values fields have incompatible sizes");
-                                } else {
-                                        ut2rgr.set_history(*rv_ini, val);
-                                        yt2rgr.set_history(*rv_ini, val);
-                                }
-                        }
-
-                        yt = zeros ( ipdf->dimension() );
-                        rgr = zeros ( ipdf->dimensionc() );
-                        ut = zeros(Urv._dsize());
-
-                        ytsize=yt.length();
-                        utsize=ut.length();
-                        dtsize = ytsize+utsize;
-                        validate();
-                }
-                void validate() {
-                        //taken from sample() - shift of history is not done here
-                        ut2rgr.filldown ( ut,rgr );
-                        yt2rgr.filldown ( yt,rgr );
-                        yt=ipdf->samplecond ( rgr );
-                }
+
+                yt = zeros ( ipdf->dimension() );
+                rgr = zeros ( ipdf->dimensionc() );
+                ut = zeros ( Urv._dsize() );
+
+                ytsize = yt.length();
+                utsize = ut.length();
+                dtsize = ytsize + utsize;
+                validate();
+        }
+        void validate() {
+                //taken from sample() - shift of history is not done here
+                ut2rgr.filldown ( ut, rgr );
+                yt2rgr.filldown ( yt, rgr );
+                yt = ipdf->samplecond ( rgr );
+        }
 };
 UIREGISTER ( PdfDS );
@@ -237 +250 @@
 class FileDS: public MemDS {
 
-        public:
-                void getdata ( vec &dt ) {
-                        dt = Data.get_col ( time );
-                }
-
-                void getdata ( vec &dt, const ivec &indices ) {
-                        vec tmp = Data.get_col ( time );
-                        dt = tmp ( indices );
-                }
-
-                //! returns number of data in the file;
-                int ndat() {
-                        return Data.cols();
-                }
-                //! no sense to log this type
-                void log_register(logger &L, const string &prefix){};
-                //! no sense to log this type
-                void log_write ( ) const {};
+public:
+        void getdata ( vec &dt ) {
+                dt = Data.get_col ( time );
+        }
+
+        void getdata ( vec &dt, const ivec &indices ) {
+                vec tmp = Data.get_col ( time );
+                dt = tmp ( indices );
+        }
+
+        //! returns number of data in the file;
+        int ndat() {
+                return Data.cols();
+        }
+        //! no sense to log this type
+        void log_register ( logger &L, const string &prefix ) {};
+        //! no sense to log this type
+        void log_write ( ) const {};
 };
 
@@ -265 +278 @@
 class ITppFileDS: public FileDS {
 
-        public:
-                //! Convenience constructor
-                ITppFileDS ( const string &fname, const string &varname ) : FileDS() {
-                        it_file it ( fname );
-                        it << Name ( varname );
-                        it >> Data;
-                        time = 0;
-                        //rowid and delays are ignored
-                };
-
-                ITppFileDS () : FileDS() {
-                };
-
-                void from_setting ( const Setting &set );
-
-                // TODO dodelat void to_setting( Setting &set ) const;
+public:
+        //! Convenience constructor
+        ITppFileDS ( const string &fname, const string &varname ) : FileDS() {
+                it_file it ( fname );
+                it << Name ( varname );
+                it >> Data;
+                time = 0;
+                //rowid and delays are ignored
+        };
+
+        ITppFileDS () : FileDS() {
+        };
+
+        void from_setting ( const Setting &set );
+
+        // TODO dodelat void to_setting( Setting &set ) const;
 
 };
@@ -296 +309 @@
 class CsvFileDS: public FileDS {
 
-        public:
-                //! Constructor - create DS from a CSV file.
-                CsvFileDS ( const string& fname, const string& orientation = "BY_COL" );
+public:
+        //! Constructor - create DS from a CSV file.
+        CsvFileDS ( const string& fname, const string& orientation = "BY_COL" );
 };
 
@@ -307 +320 @@
 //! State-space data source simulating two densities
 class StateDS : public DS {
-        protected:
-                //!conditional pdf of the state evolution \f$ f(x_t|x_{t-1}) \f$
-                shared_ptr<pdf> IM;
-
-                //!conditional pdf of the observations \f$ f(d_t|x_t) \f$
-                shared_ptr<pdf> OM;
-
-                //! result storage
-                vec dt;
-                //! state storage
-                vec xt;
-                //! input storage
-                vec ut;
-
-                //! datalink from ut to IM.rvc
-                datalink_part u2imc;
-                //! datalink from ut to OM.rvc
-                datalink_part u2omc;
-        public:
-                void getdata ( vec &dt0 ) const {
-                        dt0 = dt;
-                }
-                void write (const vec &ut0 ) {
-                        ut = ut0;
-                }
-                
-                void getdata ( vec &dt0, const ivec &indices ) {
-                        dt0 = dt ( indices );
-                }
-
-                virtual void 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);
-                }
-
-                //! set parameters
-                void set_parameters(shared_ptr<pdf> IM0, shared_ptr<pdf> OM0){
-                        IM=IM0;
-                        OM = OM0;
-                }
-                void set_initx(const vec &x0){xt=x0;}
-
-                /*! UI for stateDS
-
-                The DS is constructed from a structure with fields:
-                \code
-                class = "stateDS";
-                //Internal model
-                IM = { type = "pdf-offspring"; };
-                //Observation model
-                OM = { type = "pdf-offspring"; }
-                //initial state
-                x0 = [...]; //vector of data
-                \endcode
-                Both models must have defined \c rv. and \c rvc
-                Random variables not found in any rv are considered to be inputs.
-                */
-                void from_setting ( const Setting &set );
-
-                // TODO dodelat void to_setting( Setting &set ) const;
-
-                void validate();
+protected:
+        //!conditional pdf of the state evolution \f$ f(x_t|x_{t-1}) \f$
+        shared_ptr<pdf> IM;
+
+        //!conditional pdf of the observations \f$ f(d_t|x_t) \f$
+        shared_ptr<pdf> OM;
+
+        //! result storage
+        vec dt;
+        //! state storage
+        vec xt;
+        //! input storage
+        vec ut;
+
+        //! datalink from ut to IM.rvc
+        datalink_part u2imc;
+        //! datalink from ut to OM.rvc
+        datalink_part u2omc;
+public:
+        void getdata ( vec &dt0 ) const {
+                dt0 = dt;
+        }
+        void write ( const vec &ut0 ) {
+                ut = ut0;
+        }
+
+        void getdata ( vec &dt0, const ivec &indices ) {
+                dt0 = dt ( indices );
+        }
+
+        virtual void 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 );
+        }
+
+        //! set parameters
+        void set_parameters ( shared_ptr<pdf> IM0, shared_ptr<pdf> OM0 ) {
+                IM = IM0;
+                OM = OM0;
+        }
+        void set_initx ( const vec &x0 ) {
+                xt = x0;
+        }
+
+        /*! UI for stateDS
+
+        The DS is constructed from a structure with fields:
+        \code
+        class = "stateDS";
+        //Internal model
+        IM = { type = "pdf-offspring"; };
+        //Observation model
+        OM = { type = "pdf-offspring"; }
+        //initial state
+        x0 = [...]; //vector of data
+        \endcode
+        Both models must have defined \c rv. and \c rvc
+        Random variables not found in any rv are considered to be inputs.
+        */
+        void from_setting ( const Setting &set );
+
+        // TODO dodelat void to_setting( Setting &set ) const;
+
+        void validate();
 };