Vec ArModel::simulate(int n, const Vec &y0) const {
if(y0.size() != number_of_lags()){
ostringstream err;
err << "Error in ArModel::simulate." << endl
<< "Initial state value y0 was size " << y0.size()
<< ", but the model has " << number_of_lags() << " lags."
<< endl;
report_error(err.str());
}
const Vec &phi(this->phi());
std::deque<double> lags(y0.rbegin(), y0.rend());
Vec ans;
ans.reserve(n);
for(int i = 0; i < n; ++i) {
double mu = 0;
for(int lag = 0; lag < number_of_lags(); ++lag) {
mu += phi[lag] * lags[lag];
}
double y = rnorm(mu, sigma());
lags.push_front(y);
lags.pop_back();
ans.push_back(y);
}
return ans;
}
void IterTest::iter3()
{
typedef vector<const char*> Vec;
Vec v; // Vector of character strings.
v.push_back("zippy"); // First element.
v.push_back("motorboy"); // Second element.
Vec::reverse_iterator it;
unsigned counter = 0;
for (it = v.rbegin(); it != v.rend(); ++it, ++counter) {
switch (counter) {
case 1:
CPPUNIT_ASSERT(!strcmp(*it, "zippy"));
break;
case 0:
CPPUNIT_ASSERT(!strcmp(*it, "motorboy"));
break;
default:
CPPUNIT_FAIL;
}
}
}
reverse_iterator rend() { return vec.rend(); }