static int y_Xb_at_lag (char *spec, arma_info *ainfo,
int narmax, int lag)
{
char chunk[32];
int i, nt;
int err = 0;
if (narmax == 0) {
sprintf(chunk, "y_%d", lag);
return add_to_spec(spec, chunk);
}
nt = ainfo->ifc + narmax;
sprintf(chunk, "(y_%d-", lag);
if (nt > 1) {
strcat(chunk, "(");
}
if (ainfo->ifc) {
strcat(chunk, "_b0");
}
err = add_to_spec(spec, chunk);
for (i=0; i<narmax && !err; i++) {
if (ainfo->ifc || i > 0) {
err += add_to_spec(spec, "+");
}
sprintf(chunk, "_b%d*x%d_%d", i+1, i+1, lag);
err += add_to_spec(spec, chunk);
}
if (nt > 1) {
err += add_to_spec(spec, "))");
} else {
err += add_to_spec(spec, ")");
}
return err;
}
static int arma_get_nls_model (MODEL *amod, arma_info *ainfo,
int narmax, const double *coeff,
DATASET *dset, PRN *prn)
{
gretlopt nlsopt = OPT_A;
char fnstr[MAXLINE];
char term[32];
nlspec *spec;
double *parms = NULL;
char **pnames = NULL;
double *b0 = NULL, *by1 = NULL;
int nparam, lag;
int i, j, k, err = 0;
spec = nlspec_new(NLS, dset);
if (spec == NULL) {
return E_ALLOC;
}
if (arma_least_squares(ainfo)) {
/* respect verbose option */
if (prn != NULL) {
nlsopt |= OPT_V;
}
} else {
#if AINIT_DEBUG
nlsopt |= OPT_V;
#else
/* don't bother with standard errors */
nlsopt |= OPT_C;
#endif
}
nlspec_set_t1_t2(spec, 0, ainfo->T - 1);
nparam = ainfo->ifc + ainfo->np + ainfo->P + ainfo->nexo;
if (ainfo->misslist != NULL) {
nparam += ainfo->misslist[0];
}
parms = malloc(nparam * sizeof *parms);
if (parms == NULL) {
err = E_ALLOC;
goto bailout;
}
pnames = strings_array_new_with_length(nparam, VNAMELEN);
if (pnames == NULL) {
err = E_ALLOC;
goto bailout;
}
/* make names for the parameters; construct the param list;
and do some rudimentary fall-back initialization */
for (i=0; i<nparam; i++) {
parms[i] = 0.0;
}
k = 0;
if (ainfo->ifc) {
if (coeff != NULL) {
parms[k] = coeff[k];
} else {
parms[k] = gretl_mean(0, dset->n - 1, dset->Z[1]);
}
b0 = &parms[k];
strcpy(pnames[k++], "_b0");
}
for (i=0; i<ainfo->p; i++) {
if (AR_included(ainfo, i)) {
if (by1 == NULL) {
by1 = &parms[k];
if (coeff == NULL) {
parms[k] = 0.1;
}
}
if (coeff != NULL) {
parms[k] = coeff[k];
}
sprintf(pnames[k++], "_phi%d", i+1);
}
}
for (i=0; i<ainfo->P; i++) {
if (by1 == NULL) {
by1 = &parms[k];
if (coeff == NULL) {
parms[k] = 0.1;
}
}
if (coeff != NULL) {
parms[k] = coeff[k];
}
sprintf(pnames[k++], "_Phi%d", i+1);
}
for (i=0; i<ainfo->nexo; i++) {
if (coeff != NULL) {
parms[k] = coeff[k];
}
sprintf(pnames[k++], "_b%d", i+1);
}
if (ainfo->misslist != NULL) {
for (i=1; i<=ainfo->misslist[0]; i++) {
j = ainfo->misslist[i];
parms[k] = dset->Z[1][j];
sprintf(pnames[k++], "_c%d", i);
}
}
/* construct NLS specification string */
strcpy(fnstr, "y=");
if (ainfo->ifc) {
strcat(fnstr, "_b0");
} else {
strcat(fnstr, "0");
}
for (i=0; i<ainfo->p && !err; i++) {
if (AR_included(ainfo, i)) {
lag = i + 1;
sprintf(term, "+_phi%d*", lag);
err = add_to_spec(fnstr, term);
if (!err) {
err = y_Xb_at_lag(fnstr, ainfo, narmax, lag);
}
}
}
for (j=0; j<ainfo->P && !err; j++) {
sprintf(term, "+_Phi%d*", j+1);
strcat(fnstr, term);
lag = (j + 1) * ainfo->pd;
y_Xb_at_lag(fnstr, ainfo, narmax, lag);
for (i=0; i<ainfo->p; i++) {
if (AR_included(ainfo, i)) {
sprintf(term, "-_phi%d*_Phi%d*", i+1, j+1);
err = add_to_spec(fnstr, term);
if (!err) {
lag = (j+1) * ainfo->pd + (i+1);
y_Xb_at_lag(fnstr, ainfo, narmax, lag);
}
}
}
}
for (i=0; i<ainfo->nexo && !err; i++) {
sprintf(term, "+_b%d*x%d", i+1, i+1);
err = add_to_spec(fnstr, term);
}
if (!err && ainfo->misslist != NULL) {
for (i=1; i<=ainfo->misslist[0]; i++) {
sprintf(term, "+_c%d*d%d", i, i);
err = add_to_spec(fnstr, term);
}
}
if (!err) {
if (coeff == NULL) {
nls_kickstart(amod, dset, b0, by1);
}
#if AINIT_DEBUG
fprintf(stderr, "initting using NLS spec:\n %s\n", fnstr);
for (i=0; i<nparam; i++) {
fprintf(stderr, "initial NLS b[%d] = %g (%s)\n",
i, parms[i], pnames[i]);
}
#endif
err = nlspec_set_regression_function(spec, fnstr, dset);
}
if (!err) {
set_auxiliary_scalars();
err = aux_nlspec_add_param_list(spec, nparam, parms, pnames);
if (!err) {
*amod = model_from_nlspec(spec, dset, nlsopt, prn);
err = amod->errcode;
#if AINIT_DEBUG
if (!err) {
printmodel(amod, dset, OPT_NONE, prn);
}
#endif
}
unset_auxiliary_scalars();
}
bailout:
nlspec_destroy(spec);
free(parms);
strings_array_free(pnames, nparam);
return err;
}
bool
FitsInput::read_fits_header (void)
{
std::string fits_header (HEADER_SIZE, 0);
// we read whole header at once
if (fread (&fits_header[0], 1, HEADER_SIZE, m_fd) != HEADER_SIZE) {
if (feof (m_fd))
error ("Hit end of file unexpectedly");
else
error ("read error");
return false; // Read failed
}
for (int i = 0; i < CARDS_PER_HEADER; ++i) {
std::string card (CARD_SIZE, 0);
// reading card number i
memcpy (&card[0], &fits_header[i*CARD_SIZE], CARD_SIZE);
std::string keyname, value;
fits_pvt::unpack_card (card, keyname, value);
// END means that this is end of the FITS header
// we can now add to the ImageSpec COMMENT, HISTORY and HIERARCH keys
if (keyname == "END") {
// removing white spaces that we use to separate lines of comments
// from the end ot the string
m_comment = m_comment.substr (0, m_comment.size() - m_sep.size ());
m_history = m_history.substr (0, m_history.size() - m_sep.size ());
m_hierarch = m_hierarch.substr (0, m_hierarch.size() - m_sep.size ());
add_to_spec ("Comment", m_comment);
add_to_spec ("History", m_history);
add_to_spec ("Hierarch", m_hierarch);
return true;
}
if (keyname == "SIMPLE" || keyname == "XTENSION")
continue;
// setting up some important fields
// m_bitpix - format of the data (eg. bpp)
// m_naxes - number of axes
// width, height and depth of the image
if (keyname == "BITPIX") {
m_bitpix = atoi (&card[10]);
continue;
}
if (keyname == "NAXIS") {
m_naxes = atoi (&card[10]);
continue;
}
if (keyname == "NAXIS1") {
m_spec.width = atoi (&card[10]);
m_spec.full_width = m_spec.width;
continue;
}
if (keyname == "NAXIS2") {
m_spec.height = atoi (&card[10]);
m_spec.full_height = m_spec.height;
continue;
}
// ignoring other axis
if (keyname.substr (0,5) == "NAXIS") {
continue;
}
if (keyname == "ORIENTAT") {
add_to_spec ("Orientation", value);
continue;
}
if (keyname == "DATE") {
add_to_spec ("DateTime", convert_date (value));
continue;
}
if (keyname == "COMMENT") {
m_comment += (value + m_sep);
continue;
}
if (keyname == "HISTORY") {
m_history += (value + m_sep);
continue;
}
if (keyname == "HIERARCH") {
m_hierarch += (value + m_sep);
continue;
}
add_to_spec (pystring::capitalize(keyname), value);
}
// if we didn't found END keyword in current header, we read next one
return read_fits_header ();
}
