libDS.h

Go to the documentation of this file.

#ifndef DS_H
#define DS_H


#include "libBM.h"
#include "libEF.h"


namespace bdm {
        class MemDS : public DS {
                mat Data;
                int time;
                ivec rowid;
                ivec delays;

        public:
                void getdata ( vec &dt );
                void getdata ( vec &dt, const ivec &indeces );
                void linkrvs ( RV &drv, RV &urv );
                void write ( vec &ut ) {it_error ( "MemDS::write is not supported" );}
                void write ( vec &ut,ivec &indexes ) {it_error ( "MemDS::write is not supported" );}
                void step();
                MemDS ( mat &Dat, ivec &rowid, ivec &delays );
        };

        class ArxDS : public DS {
        protected:
                RV Rrv;
                RV Hrv;
                vec H;
                vec U;
                vec rgr;
                datalink *rgrlnk;
                mlnorm<chmat> model;
                bool opt_L_theta;
                int L_theta;
                int L_R;
        public:
                void getdata ( vec &dt ) {
                        it_assert_debug ( dt.length() ==Drv.count(),"ArxDS" );
                        dt=H.left ( Urv._dsize() +Drv._dsize() );
                };
                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();
                ArxDS ( ){};
                void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 )
                { model.set_parameters ( Th0, mu0, sqR0 ); };
                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 ( ) : ArxDS ( ) {}

                void getdata ( vec &dt ) {dt=H;}
                void getdata ( vec &dt, const ivec &indeces ) {dt=H ( indeces );}
                virtual RV _drv() const {return Hrv;}

        };

        class stateDS : public DS {
        protected:
                mpdf* IM;
                mpdf* OM;
                vec dt;
                vec xt;
                vec ut;
                int L_xt;
        public:
                void getdata ( vec &dt0 ) {dt0=dt;}
                void getdata ( vec &dt0, const ivec &indeces ) {dt0=dt ( indeces );}

                stateDS ( mpdf* IM0, mpdf* OM0, int usize ) :DS ( ),IM ( IM0 ),OM ( OM0 ),
                                dt ( OM0->dimension() ), xt ( IM0->dimension() ), ut ( usize) {}
                ~stateDS() {delete IM; delete OM;}
                virtual void step() {
                        xt=IM->samplecond(concat ( xt,ut ));
                        dt=OM->samplecond(concat ( xt,ut ));
                };
                
                virtual void log_add ( logger &L ) {
                        DS::log_add ( L );
                        L_xt=L.add(IM->_rv(),"true");
                }
                virtual void logit ( logger &L ) {
                        DS::logit ( L );
                        L.logit ( L_xt,xt);
                }

        };

}; //namespace

#endif // DS_H

---