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#include "fastcpd_classes.h" | ||
#include "fastcpd_class.h" | ||
#include "fastcpd_constants.h" | ||
#include "RProgress.h" | ||
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#include "fastcpd_classes.h" | ||
#include "fastcpd_class.h" | ||
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namespace fastcpd::classes { | ||
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#include "fastcpd_classes.h" | ||
#include "fastcpd_class.h" | ||
#include "fastcpd_impl.h" | ||
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List fastcpd_impl( | ||
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#ifndef FASTCPD_TEST_H_ | ||
#define FASTCPD_TEST_H_ | ||
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#include "fastcpd_types.h" | ||
#include "fastcpd_wrapper.h" | ||
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using ::fastcpd::classes::CostResult; | ||
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namespace fastcpd::test { | ||
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class FastcpdTest { | ||
public: | ||
static colvec get_gradient_arma( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
); | ||
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static mat get_hessian_arma( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
); | ||
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static mat get_hessian_binomial( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
); | ||
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static mat get_hessian_poisson( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
); | ||
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static double get_nll_wo_cv( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
colvec theta, | ||
double lambda | ||
); | ||
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static CostResult get_nll_wo_theta( | ||
const mat& data, | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
double lambda, | ||
bool cv, | ||
Nullable<colvec> start | ||
); | ||
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static mat update_theta_sum( | ||
const unsigned int col, | ||
colvec old_theta_sum, | ||
colvec new_theta_sum | ||
); | ||
}; | ||
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} // namespace fastcpd::test | ||
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#endif // FASTCPD_TEST_H_ |
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#include "fastcpd_classes.h" | ||
#include "fastcpd_wrapper.h" | ||
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namespace fastcpd::classes { | ||
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#ifndef FASTCPD_WRAPPER_H_ | ||
#define FASTCPD_WRAPPER_H_ | ||
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#include "fastcpd_types.h" | ||
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namespace fastcpd::classes { | ||
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struct ColMat { | ||
mat data; | ||
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operator colvec() const; | ||
operator mat() const; | ||
operator rowvec() const; | ||
}; | ||
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struct CostResult { | ||
ColMat par; | ||
ColMat residuals; | ||
double value; | ||
}; | ||
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struct CostFunction { | ||
const Function cost; | ||
const mat& data; | ||
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CostFunction(const Function& cost, const mat& data); | ||
CostResult operator() ( | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const Nullable<colvec>& theta, | ||
const double lambda, // UNUSED | ||
const bool cv, // UNUSED | ||
const Nullable<colvec>& start // UNUSED | ||
) const; | ||
}; | ||
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struct CostGradient { | ||
const Function cost_gradient; | ||
const mat& data; | ||
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CostGradient(const Function& cost_gradient, const mat& data); | ||
const colvec operator() ( | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
) const; | ||
}; | ||
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struct CostHessian { | ||
const Function cost_hessian; | ||
const mat& data; | ||
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CostHessian(const Function& cost_hessian, const mat& data); | ||
const mat operator() ( | ||
const unsigned int segment_start, | ||
const unsigned int segment_end, | ||
const colvec& theta | ||
) const; | ||
}; | ||
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} // namespace fastcpd::classes | ||
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#endif // FASTCPD_WRAPPER_H_ |
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