48 lines
1.5 KiB
C++
48 lines
1.5 KiB
C++
/*
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* Copyright (C) 2009-2013 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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///////////////////////////////////////////////////////////
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// DetrendData.cpp
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// Implementation of the Class DetrendData
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// Created on: 02-Feb-2010 13:01:15
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///////////////////////////////////////////////////////////
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#include "DetrendData.hh"
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DetrendData::DetrendData(const std::vector<size_t> &varobs_arg,
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bool noconstant_arg)
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: varobs(varobs_arg), noconstant(noconstant_arg)
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{
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};
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void
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DetrendData::detrend(const VectorView &SteadyState, const MatrixConstView &dataView,
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MatrixView &detrendedDataView)
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{
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if (noconstant)
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detrendedDataView = dataView;
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else
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{
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for (size_t i = 0; i < varobs.size(); i++)
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for (size_t j = 0; j < dataView.getCols(); j++)
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detrendedDataView(i, j) = dataView(i, j) - SteadyState(varobs[i]);
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}
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};
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