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;
}
static int read_data()
{
int i;
int j;
int prind;
int runlen;
unsigned int u;
double a;
n=0L; run_start=0L; up=-1;
sum1=sum2=0.0;
if (n_sub)
{
i_sub=0; sub_sum1=0.0; sub_min=1e30; sub_max=-1e30;
for (i=0; i<n_subclass; ++i)
{
p_mean[i]=p_min[i]=p_max[i]=0;
}
}
if (fr_n)
for (i=0; i<fr_n; ++i) fr_f[i]=0L;
lagpos=0;
for (i=0; i<maxlag; ++i) lagv[i]=lagvv[i]=0.0;
for (i=0; i<maxgap; ++i) gap[i]=0L;
gaplen=gapmax=0L;
if (permlen)
{
i_perm=0;
for (u=0; u<n_perm; ++u) f_perm[u]=0L;
}
if (poklen)
{
i_pok=0;
for (u=0; u<n_pok; ++u) f_pok[u]=0L;
for (u=0; u<poklen; ++u) f1_pok[u]=0;
}
if (couplen)
{
init_coup();
for (u=0; u<coup_max; ++u) f_coup[u]=0L;
}
i=spfind("PRIND"); if (i>=0) prind=atoi(spb[i]); else prind=0;
sur_print("\n");
for (j=d.l1; j<=d.l2; ++j)
{
if (unsuitable(&d,j)) continue;
/***********************
if (sur_kbhit()) { sur_getch(); prind=1-prind; }
************************/
if (prind)
{
sprintf(sbuf,"%d ",j); sur_print(sbuf);
}
data_load(&d,j,var,&x);
if (x==MISSING8) continue;
++n;
sum1+=x; sum2+=x*x;
if (n_sub)
{
sub_sum1+=x;
if (x<sub_min) sub_min=x;
if (x>sub_max) sub_max=x;
++i_sub;
if (i_sub==n_sub)
{
sub_sum1/=(double)n_sub;
a=muste_cdf_std(sqrt(12.0*(double)n_sub)*(sub_sum1-0.5));
i=a*(double)n_subclass;
++p_mean[i];
i=pow(1.0-sub_min,(double)n_sub)*(double)n_subclass;
++p_min[i];
i=pow(sub_max,(double)n_sub)*(double)n_subclass;
++p_max[i];
i_sub=0; sub_sum1=0.0; sub_min=1e30; sub_max=-1e30;
}
}
if (fr_n) freq();
runs_updown();
lags();
if (maxgap) gaps();
if (permlen) permtest();
if (poklen) poker();
if (couplen) coupon();
xlag=x;
}
runlen=n-run_start;
if (runlen>MAXRUN) runlen=MAXRUN-1;
if (up) ++runs_up[(int)(runlen-1)];
else ++runs_down[(int)(runlen-1)];
if (maxgap)
{
if (gaplen>gapmax) gapmax=gaplen;
if (gaplen>(unsigned int)(maxgap-1)) gaplen=maxgap-1;
++gap[(int)gaplen];
}
return(1);
}
