datasources.h

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#ifndef DATASOURCE_H
#define DATASOURCE_H


#include "../base/bdmbase.h"
#include "../stat/exp_family.h"
#include "../base/user_info.h"

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

        public:
                void getdata ( vec &dt );
                void getdata ( vec &dt, const ivec &indeces );
                void set_rvs ( RV &drv, RV &urv );

                void write ( vec &ut ) {
                        bdm_error ( "MemDS::write is not supported" );
                }

                void write ( vec &ut, ivec &indices ) {
                        bdm_error ( "MemDS::write is not supported" );
                }

                void step();
                MemDS () {};
                MemDS ( mat &Dat, ivec &rowid0, ivec &delays0 );
};

class EpdfDS: public DS {
        protected:
                shared_ptr<epdf> iepdf;
                vec dt;
        public:
                void step() {
                        dt=iepdf->sample();
                }
                void getdata ( vec &dt_out ) {
                        dt_out = dt;
                }
                void getdata ( vec &dt_out, const ivec &ids ) {
                        dt_out = dt ( ids );
                }
                const RV& _drv() {
                        return iepdf->_rv();
                }

                void from_setting ( const Setting &set ) {
                        iepdf=UI::build<epdf> ( set,"epdf",UI::compulsory );
                        dt = zeros ( iepdf->dimension() );
                }
};
UIREGISTER ( EpdfDS );

class MpdfDS :public DS {
        protected:
                shared_ptr<mpdf> impdf;
                vec yt;
                vec ut;
                datalink_buffered ut2rgr;
                datalink_buffered yt2rgr;
                vec rgr;
                
        public:
                void step() {
                        yt2rgr.step(yt); // y is now history
                        ut2rgr.filldown ( ut,rgr );
                        yt2rgr.filldown ( yt,rgr );
                        yt=impdf->samplecond ( rgr );
                        ut2rgr.step(ut); //u is now history
                }
                void getdata ( vec &dt_out ) {
                        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 from_setting ( const Setting &set ) {
                        impdf=UI::build<mpdf> ( set,"mpdf",UI::compulsory );
                        
                        Yrv = impdf->_rv();
                        // get unique rvs form rvc
                        RV rgrv0=impdf->_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(impdf->_rvc(), Urv); 
                        yt2rgr.set_connection(impdf->_rvc(), Yrv); 

                        yt = zeros ( impdf->dimension() );
                        rgr = zeros ( impdf->dimensionc() );
                        ut = zeros(Urv._dsize());

                        ytsize=yt.length();
                        utsize=ut.length();
                        dtsize = ytsize+utsize;
                }
};
UIREGISTER ( MpdfDS );

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 );
                }

                int ndat() {
                        return Data.cols();
                }
                void log_add ( logger &L ) {};
                void logit ( logger &L ) {};
};

class ITppFileDS: public FileDS {

        public:
                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;

};

UIREGISTER ( ITppFileDS );
SHAREDPTR ( ITppFileDS );

class CsvFileDS: public FileDS {

        public:
                CsvFileDS ( const string& fname, const string& orientation = "BY_COL" );
};



class ArxDS : public DS {
        protected:
                RV Rrv;
                vec H;
                vec U;
                vec rgr;
                datalink rgrlnk;
                mlnorm<chmat> model;
                bool opt_L_theta;
                int L_theta;
                int L_R;
                int dt_size;
        public:
                void getdata ( vec &dt ) {
                        dt = H;
                }

                void getdata ( vec &dt, const ivec &indices ) {
                        dt = H ( indices );
                }

                void write ( vec &ut ) {
                        U = ut;
                }

                void write ( vec &ut, const ivec &indices ) {
                        bdm_assert_debug ( ut.length() == indices.length(), "ArxDS" );
                        set_subvector ( U, indices, ut );
                }

                void step();

                ArxDS ( ) {};
                void set_parameters ( const mat &Th0, const vec mu0, const chmat &sqR0 ) {
                        model.set_parameters ( Th0, mu0, sqR0 );
                };
                void set_drv ( const RV &yrv, const RV &urv, const RV &rrv ) {
                        Rrv = rrv;
                        Urv = urv;
                        dt_size = yrv._dsize() + urv._dsize();

                        RV drv = concat ( yrv, urv );
                        Drv = drv;
                        int td = rrv.mint();
                        H.set_size ( drv._dsize() * ( -td + 1 ) );
                        U.set_size ( Urv._dsize() );
                        for ( int i = -1; i >= td; i-- ) {
                                drv.t_plus ( -1 );
                                Drv.add ( drv ); //shift u1
                        }
                        rgrlnk.set_connection ( rrv, Drv );

                        dtsize = Drv._dsize();
                        utsize = Urv._dsize();
                }
                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 ); too long!!
                        L_dt = L.add ( Drv ( 0, dt_size ), "" );
                        L_ut = L.add ( Urv, "" );

                        const mat &A = model._A();
                        const mat R = model._R();
                        if ( opt_L_theta ) {
                                L_theta = L.add ( RV ( "{th }", 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 );
                        L.logit ( L_dt, H.left ( dt_size ) );
                        L.logit ( L_ut, U );

                        const mat &A = model._A();
                        const 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() ) );
                        };
                }

                // TODO dokumentace - aktualizovat
                void from_setting ( const Setting &set );

                // TODO dodelat void to_setting( Setting &set ) const;
};

UIREGISTER ( ArxDS );
SHAREDPTR ( ArxDS );

class stateDS : public DS {
        private:
                shared_ptr<mpdf> IM;

                shared_ptr<mpdf> OM;

        protected:
                vec dt;
                vec xt;
                vec ut;
                int L_xt;

        public:
                void getdata ( vec &dt0 ) {
                        dt0 = dt;
                }

                void getdata ( vec &dt0, const ivec &indices ) {
                        dt0 = dt ( indices );
                }

                stateDS ( const shared_ptr<mpdf> &IM0, const shared_ptr<mpdf> &OM0, int usize ) : IM ( IM0 ), OM ( OM0 ),
                                dt ( OM0->dimension() ), xt ( IM0->dimension() ),
                                ut ( usize ), L_xt ( 0 ) { }

                stateDS() : L_xt ( 0 ) { }

                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 );
                }

                void from_setting ( const Setting &set );

                // TODO dodelat void to_setting( Setting &set ) const;

};

UIREGISTER ( stateDS );
SHAREDPTR ( stateDS );

}; //namespace

#endif // DS_H

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