102 lines
2.3 KiB
C++
102 lines
2.3 KiB
C++
/*
|
|
* Copyright (C) 2008-2009 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
/* derived from c++kalman_filter library by O. Kamenik */
|
|
|
|
#ifndef SSF_UNI_H
|
|
#define SSF_UNI_H
|
|
|
|
#include "ssf.h"
|
|
|
|
|
|
class TScalar{
|
|
public:
|
|
virtual const double&operator[](int t)const= 0;
|
|
virtual~TScalar(){}
|
|
virtual int period()const= 0;
|
|
virtual TScalar*clone()const= 0;
|
|
};
|
|
|
|
;
|
|
|
|
class TScalarInvariant:public TScalar{
|
|
protected:
|
|
double s;
|
|
public:
|
|
TScalarInvariant(double ss)
|
|
:s(ss){}
|
|
TScalarInvariant(const TScalarInvariant&c)
|
|
:s(c.s){}
|
|
const double&operator[](int t)const
|
|
{return s;}
|
|
|
|
int period()const
|
|
{return 1;}
|
|
TScalar*clone()const
|
|
{return new TScalarInvariant(*this);}
|
|
};
|
|
|
|
;
|
|
|
|
class TScalarCycle:public TScalar{
|
|
protected:
|
|
double*const ss;
|
|
bool*const flags;
|
|
int num;
|
|
public:
|
|
TScalarCycle(int n);
|
|
TScalarCycle(const TScalarCycle&c);
|
|
|
|
TScalarCycle(const GeneralMatrix&m);
|
|
|
|
TScalarCycle(const TMatrix&m);
|
|
~TScalarCycle();
|
|
const double&operator[](int t)const;
|
|
int period()const
|
|
{return num;}
|
|
TScalar*clone()const
|
|
{return new TScalarCycle(*this);}
|
|
void set(int t,double s);
|
|
};
|
|
|
|
;
|
|
|
|
struct SSFormUni{
|
|
TMatrix*const Z;
|
|
TScalar*const H;
|
|
TMatrix*const T;
|
|
TMatrix*const R;
|
|
TMatrix*const Q;
|
|
const int m;
|
|
const int r;
|
|
|
|
SSFormUni(const TMatrix&zz,const TScalar&hh,const TMatrix&tt,
|
|
const TMatrix&rr,const TMatrix&qq);
|
|
SSFormUni(const GeneralMatrix&zz,double hh,
|
|
const GeneralMatrix&tt,const GeneralMatrix&rr,
|
|
const GeneralMatrix&qq);
|
|
SSFormUni(const SSFormUni&ssfu);
|
|
~SSFormUni();
|
|
};
|
|
|
|
;
|
|
|
|
#endif
|
|
|