Code cleanup

jdemetra · Apr 5, 2024 · 5d7e6af · 5d7e6af
1 parent f7f35ef
commit 5d7e6af
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Showing 15 changed files with 164 additions and 133 deletions.
diff --git a/...parent/jdplus-filters-base-core/src/test/java/jdplus/filters/base/core/FSTFilterTest.java b/...parent/jdplus-filters-base-core/src/test/java/jdplus/filters/base/core/FSTFilterTest.java
@@ -33,7 +33,7 @@ public void testSymmetric() {
                     .nleads(4)
                     .build();
             FSTFilter.Results rslt = ff.make(.1 * i, 0, false);
-            System.out.println(DoubleSeq.of(rslt.getFilter().weightsToArray()));
+ //           System.out.println(DoubleSeq.of(rslt.getFilter().weightsToArray()));
         }
     }
 
@@ -45,11 +45,11 @@ public void testASymmetric() {
                     .nleads(i)
                     .build();
             FSTFilter.Results rslt = ff.make(1, 0, true);
-            System.out.print(rslt.getS());
-            System.out.print('\t');
-            System.out.print(rslt.getF());
-            System.out.print('\t');
-            System.out.println(DoubleSeq.of(rslt.getFilter().weightsToArray()));
+//            System.out.print(rslt.getS());
+//            System.out.print('\t');
+//            System.out.print(rslt.getF());
+//            System.out.print('\t');
+//            System.out.println(DoubleSeq.of(rslt.getFilter().weightsToArray()));
         }
     }
 

diff --git a/...e/src/test/java/jdplus/highfreq/base/core/extendedairline/ExtendedAirlineMappingTest.java b/...e/src/test/java/jdplus/highfreq/base/core/extendedairline/ExtendedAirlineMappingTest.java
@@ -44,7 +44,7 @@ public void testAR_int() {
         ExtendedAirlineMapping mapping = ExtendedAirlineMapping.of(spec);
         DoubleSeq p = mapping.getDefaultParameters();
         ArimaModel m = mapping.map(p);
-        System.out.println(m);
+//        System.out.println(m);
         DoubleSeq np = mapping.parametersOf(m);
         assertEquals(p, np);
     }
@@ -61,7 +61,7 @@ public void testAR_noint() {
         ExtendedAirlineMapping mapping = ExtendedAirlineMapping.of(spec);
         DoubleSeq p = mapping.getDefaultParameters();
         ArimaModel m = mapping.map(p);
-        System.out.println(m);
+//        System.out.println(m);
         DoubleSeq np = mapping.parametersOf(m);
         assertTrue(p.distance(np) < 1.e-9);
     }
@@ -78,7 +78,7 @@ public void test_int() {
         ExtendedAirlineMapping mapping = ExtendedAirlineMapping.of(spec);
         DoubleSeq p = mapping.getDefaultParameters();
         ArimaModel m = mapping.map(p);
-        System.out.println(m);
+//        System.out.println(m);
         DoubleSeq np = mapping.parametersOf(m);
         assertEquals(p, np);
     }
@@ -95,7 +95,7 @@ public void test_noint() {
         ExtendedAirlineMapping mapping = ExtendedAirlineMapping.of(spec);
         DoubleSeq p = mapping.getDefaultParameters();
         ArimaModel m = mapping.map(p);
-        System.out.println(m);
+//        System.out.println(m);
         DoubleSeq np = mapping.parametersOf(m);
         assertTrue(p.distance(np) < 1.e-9);
     }

diff --git a/...-base-parent/jdplus-highfreq-base-r/src/test/java/jdplus/highfreq/base/r/SplinesTest.java b/...-base-parent/jdplus-highfreq-base-r/src/test/java/jdplus/highfreq/base/r/SplinesTest.java
@@ -102,7 +102,7 @@ public static void main(String[] args) {
         //StateItem l = AtomicModels.localLevel("l", .01, false, Double.NaN);
         StateItem l = AtomicModels.localLinearTrend("l", .01, .01, false, false);
         StateItem sw = AtomicModels.seasonalComponent("sw", "HarrisonStevens", 7, .01, false);
-        StateItem sy = AtomicModels.dailySplineComponent("sy", 1968, pos, 0, .01, false);
+        StateItem sy = AtomicModels.dailySplines("sy", 1968, pos, 0, .01, false);
         StateItem reg = AtomicModels.timeVaryingRegression("reg", X, 0.01, false);
         StateItem n = AtomicModels.noise("n", .01, false);
         ModelEquation eq = new ModelEquation("eq1", 0, true);
@@ -169,7 +169,7 @@ public static void main2(String[] args) {
 //        StateItem l = AtomicModels.localLevel("l", .01, false, Double.NaN);
         StateItem l = AtomicModels.localLinearTrend("l", .01, .01, false, false);
 //        StateItem sw = AtomicModels.seasonalComponent("sw", "HarrisonStevens", 7, .01, false);
-        StateItem sy = AtomicModels.regularSplineComponent("sy", 1967, new double[]{1,5,10,15,20,30,40,50}, 0, .01, false);
+        StateItem sy = AtomicModels.regularSplines("sy", 1967, new double[]{1,5,10,15,20,30,40,50}, 0, .01, false);
 //        StateItem reg=AtomicModels.timeVaryingRegression("reg", X, 0.01, false);
         StateItem n = AtomicModels.noise("n", .01, false);
         ModelEquation eq = new ModelEquation("eq1", 0, true);

diff --git a/...ase-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/AtomicModels.java b/...ase-parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/AtomicModels.java
@@ -149,25 +149,25 @@ public StateItem periodicComponent(String name, double period, int[] k, double c
         return new PeriodicItem(name, period, k, cvar, fixedvar);
     }
 
-    public StateItem regularSplineComponent(String name, double period, int startpos, double cvar, boolean fixedvar) {
+    public StateItem regularSplines(String name, double period, int startpos, double cvar, boolean fixedvar) {
         RegularSpline rs = RegularSpline.of(period);
         SplineData sd = new SplineData(rs);
         return new SplineItem(name, sd, startpos, cvar, fixedvar);
     }
 
-    public StateItem regularSplineComponent(String name, double period, int nnodes, int startpos, double cvar, boolean fixedvar) {
+    public StateItem regularSplines(String name, double period, int nnodes, int startpos, double cvar, boolean fixedvar) {
         RegularSpline rs = RegularSpline.of(period, nnodes);
         SplineData sd = new SplineData(rs);
         return new SplineItem(name, sd, startpos, cvar, fixedvar);
     }
 
-    public StateItem regularSplineComponent(String name, double period, double[] nodes, int startpos, double cvar, boolean fixedvar) {
+    public StateItem regularSplines(String name, double period, double[] nodes, int startpos, double cvar, boolean fixedvar) {
         RegularSpline rs = RegularSpline.of(period, DoubleSeq.of(nodes));
         SplineData sd = new SplineData(rs);
         return new SplineItem(name, sd, startpos, cvar, fixedvar);
     }
 
-    public StateItem dailySplineComponent(String name, int startYear, int[] pos, int startpos, double cvar, boolean fixedvar) {
+    public StateItem dailySplines(String name, int startYear, int[] pos, int startpos, double cvar, boolean fixedvar) {
         DailySpline rs = new DailySpline(startYear, pos);
         SplineData sd = new SplineData(rs);
         return new SplineItem(name, sd, startpos, cvar, fixedvar);

diff --git a/...dplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/CompositeModelEstimation.java b/...dplus-sts-base-core/src/main/java/jdplus/sts/base/core/msts/CompositeModelEstimation.java
@@ -60,7 +60,7 @@ public static CompositeModelEstimation estimationOf(CompositeModel model, FastMa
                 .build();
         MstsMapping mapping = model.mapping();
         monitor.process(data, mapping, parameters == null ? null : DoubleSeq.of(parameters));
-        rslt.model = monitor.getModel();
+        rslt.model = model;
         rslt.likelihood = monitor.getLikelihood();
         rslt.ssf = monitor.getSsf();
         rslt.cmpPos = rslt.getSsf().componentsPosition();
@@ -73,6 +73,7 @@ public static CompositeModelEstimation estimationOf(CompositeModel model, FastMa
 
     public static CompositeModelEstimation computationOf(CompositeModel model, FastMatrix data, DoubleSeq fullParameters, boolean marginal, boolean concentrated) {
         CompositeModelEstimation rslt = new CompositeModelEstimation();
+        rslt.model = model;
         rslt.data = data;
         rslt.fullParameters = fullParameters.toArray();
         MstsMapping mapping = model.mapping();
@@ -98,7 +99,7 @@ public static CompositeModelEstimation computationOf(CompositeModel model, FastM
     private double[] fullParameters, parameters;
     private String[] parametersName, cmpName;
     private StateStorage smoothedStates, filteredStates, filteringStates;
-    private MstsMapping model;
+    private CompositeModel model;
 
     public StateStorage getSmoothedStates() {
         if (smoothedStates == null) {
@@ -232,31 +233,73 @@ public StateStorage getFilteringStates() {
         return filteringStates;
     }
 
-    public DoubleSeq getFilteringComponent(int equation, int cmp) {
-
-        return DoubleSeq.empty();
-    }
-
-    public DoubleSeq getFilteringComponentStdev(int equation, int cmp) {
-
-        return DoubleSeq.empty();
+    private static int find(String[] ss, String s) {
+        for (int i = 0; i < ss.length; ++i) {
+            if (ss[i].equalsIgnoreCase(s)) {
+                return i;
+            }
+        }
+        return -1;
     }
 
-    public DoubleSeq getSmoothedComponent(int equation, int cmp) {
-
-        return DoubleSeq.empty();
+    public FastMatrix getSmoothedComponents(int p) {
+        ModelEquation equation = model.getEquation(p);
+        StateStorage ss = getSmoothedStates();
+        int nr = ss.size();
+        int nc = equation.getItemsCount();
+        FastMatrix C = FastMatrix.make(nr, nc);
+        int[] cmpDim = ssf.componentsDimension();
+
+        for (int i = 0; i < nc; ++i) {
+            ModelEquation.Item item = equation.getItem(i);
+            String cmp = item.getCmp();
+            int pos = find(cmpName, cmp);
+            if (pos >= 0) {
+                ISsfLoading loading = item.getLoading();
+                int start = cmpPos[pos], end = start + cmpDim[pos];
+                DataBlock col = C.column(i);
+                for (int j = 0; j < nr; ++j) {
+                    col.set(j, loading.ZX(j, ss.a(j).range(start, end)));
+                }
+                LoadingInterpreter li = item.getC();
+                if (li != null) {
+                    col.mul(li.value());
+                }
+            }
+        }
+        return C;
     }
 
-    public DoubleSeq getSmoothedComponentStdev(int equation, int cmp) {
+    public FastMatrix getSmoothedComponentVariance(int eq) {
+        ModelEquation equation = model.getEquation(eq);
         StateStorage ss = getSmoothedStates();
-        if (ss == null) {
-            return DoubleSeq.empty();
+        int nr = ss.size();
+        int nc = equation.getItemsCount();
+        FastMatrix C = FastMatrix.make(nr, nc);
+        int[] cmpDim = ssf.componentsDimension();
+
+        for (int i = 0; i < nc; ++i) {
+            ModelEquation.Item item = equation.getItem(i);
+            String cmp = item.getCmp();
+            int pos = find(cmpName, cmp);
+            if (pos >= 0) {
+                ISsfLoading loading = item.getLoading();
+                int start = cmpPos[pos];
+                DataBlock col = C.column(i);
+                for (int j = 0; j < nr; ++j) {
+                    double v = loading.ZVZ(j, ss.P(j).extract(start, cmpDim[pos], start, cmpDim[pos]));
+                    col.set(j, v < 0 ? 0 : v);
+                }
+                LoadingInterpreter li = item.getC();
+                if (li != null) {
+                    col.mul(li.value()*li.value());
+                }
+            }
         }
-        ISsfLoading loading = ssf.loading(equation);
-        return null;
+        return C;
     }
 
-    public MstsMapping getModel() {
+    public CompositeModel getModel() {
         return model;
     }
 

diff --git a/...parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/splines/RegularSpline.java b/...parent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/splines/RegularSpline.java
@@ -70,29 +70,17 @@ public DoubleSeq nodes() {
     @Override
     public IntSeq observations(int cycle) {
         // we need to find the integers in [cycle*period, (cycle+1)*period[
-        if (cycle >= 0) {
             int i0 =  (int) Math.floor(period * cycle + EPS),
                     i1 = (int) Math.floor(period * (cycle + 1) + EPS);
             return IntSeq.sequential(i0, i1);
-        } else {
-            int i0 = (int) Math.ceil(period * cycle - EPS),
-                    i1 = (int) Math.ceil(period * (cycle + 1) - EPS);
-            return IntSeq.sequential(i0, i1);
-        }
     }
 
     @Override
     public int cycleFor(int obs) {
-        if (obs >= 0) {
             int c=(int) Math.floor((obs + EPS) / period);
             if (obs>=(int) Math.floor(period * (c + 1) + EPS))
                 ++c;
             return c; 
-        } else {
-            double dc = Math.ceil((obs + EPS) / period);
-            return -1 + (int) dc;
-        }
-
     }
 
 }
diff --git a/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/splines/SplineComponent.java b/...rent/jdplus-sts-base-core/src/main/java/jdplus/sts/base/core/splines/SplineComponent.java
@@ -66,11 +66,7 @@ public void Z(int pos, DataBlock z) {
 
         @Override
         public double ZX(int pos, DataBlock m) {
-//            try{
             return z(pos).dot(m);
-//            }catch (Exception ex){
-//                return 0;
-//            }
         }
 
         @Override

diff --git a/...ts-base-parent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/StsKernelTest.java b/...ts-base-parent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/StsKernelTest.java
@@ -47,8 +47,8 @@ public void testProd() {
                 rslts.getFinals().getSeries(ComponentType.Seasonal, ComponentInformation.Value),
                 rslts.getFinals().getSeries(ComponentType.Irregular, ComponentInformation.Value)
         ));
-        System.out.println(table);
-        System.out.println(rslts.getSts().getBsm());
+//        System.out.println(table);
+//        System.out.println(rslts.getSts().getBsm());
 
     }
 

diff --git a/...rent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/msts/CompositeModelTest.java b/...rent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/msts/CompositeModelTest.java
@@ -121,9 +121,9 @@ public void testVAT_NOBUG() {
         M.mul(10);
         CompositeModelEstimation rslt = model.estimate(M, false, false, SsfInitialization.SqrtDiffuse, Optimizer.LevenbergMarquardt, 1e-15, null);
         StateStorage states = rslt.getSmoothedStates();
-        System.out.println(states.getComponent(0));
+//        System.out.println(states.getComponent(0));
 //        System.out.println(states.getComponent(2));
-        System.out.println(DoubleSeq.of(rslt.getFullParameters()));
+//       System.out.println(DoubleSeq.of(rslt.getFullParameters()));
 //        System.out.println(rslt.getLikelihood().factor());
     }
 

diff --git a/...rent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/splines/DailySplineTest.java b/...rent/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/splines/DailySplineTest.java
@@ -15,8 +15,6 @@
  */
 package jdplus.sts.base.core.splines;
 
-import jdplus.sts.base.core.splines.DailySpline;
-import jdplus.sts.base.core.splines.IntSeq;
 import org.junit.jupiter.api.Test;
 import static org.junit.jupiter.api.Assertions.*;
 

diff --git a/...nt/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/splines/RegularSplineTest.java b/...nt/jdplus-sts-base-core/src/test/java/jdplus/sts/base/core/splines/RegularSplineTest.java
@@ -74,43 +74,43 @@ public void testDouble2() {
         assertTrue(n == 291000);
     }
 
-//    @Test
-//    public void testNegative() {
-//        RegularSpline rs = RegularSpline.of(24.6);
-//        int n = 0;
-//        for (int i = 1; i < 11; ++i) {
-//            IntSeq observations = rs.observations(-i);
-//            int nc = observations.length();
-//            for (int j = 0; j < nc; ++j) {
-//                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
-//            }
-////            System.out.println(nc);
-//            n += nc;
-//        }
-//        assertTrue(n == 246);
-//        rs = RegularSpline.of(24);
-//        n = 0;
-//        for (int i = 1; i < 11; ++i) {
-//            IntSeq observations = rs.observations(-i);
-//            int nc = observations.length();
-//            for (int j = 0; j < nc; ++j) {
-//                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
-//            }
-////            System.out.println(nc);
-//            n += nc;
-//        }
-//        assertTrue(n == 240);
-//        rs = RegularSpline.of(24.25);
-//        n = 0;
-//        for (int i = 0; i < 12; ++i) {
-//            IntSeq observations = rs.observations(-i);
-//            int nc = observations.length();
-//            for (int j = 0; j < nc; ++j) {
-//                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
-//            }
-////            System.out.println(nc);
-//            n += nc;
-//        }
-//        assertTrue(n == 291);
-//    }
+    @Test
+    public void testNegative() {
+        RegularSpline rs = RegularSpline.of(24.6);
+        int n = 0;
+        for (int i = 1; i < 10001; ++i) {
+            IntSeq observations = rs.observations(-i);
+            int nc = observations.length();
+            for (int j = 0; j < nc; ++j) {
+                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
+            }
+//            System.out.println(nc);
+            n += nc;
+        }
+        assertTrue(n == 246000);
+        rs = RegularSpline.of(24);
+        n = 0;
+        for (int i = 1; i < 10001; ++i) {
+            IntSeq observations = rs.observations(-i);
+            int nc = observations.length();
+            for (int j = 0; j < nc; ++j) {
+                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
+            }
+//            System.out.println(nc);
+            n += nc;
+        }
+        assertTrue(n == 240000);
+        rs = RegularSpline.of(24.25);
+        n = 0;
+        for (int i = 0; i < 12000; ++i) {
+            IntSeq observations = rs.observations(-i);
+            int nc = observations.length();
+            for (int j = 0; j < nc; ++j) {
+                assertTrue(rs.cycleFor(observations.pos(j)) == -i);
+            }
+//            System.out.println(nc);
+            n += nc;
+        }
+        assertTrue(n == 291000);
+    }
 }