void TreeSelect(double *bounds, int type, int *families, std::vector<double>& thetas, int *rotations, double *U, int d, unsigned int n, double *familyset, int m)
{
int i;
std::vector<double> theta(3*(d-1));
switch (type)
{
case 0: // C-Vine (Pair-copula selection for the whole vine)
{
#pragma omp parallel for private(i)
for (i=0;i<d-1;i++)
{
PairCopulaSelect(bounds,&families[i], &theta[3*i], &rotations[i], &U[0], &U[(i+1)*n], n, familyset, m);
}
break;
}
case 1: // D-Vine (Pair-copula selection for the first tree)
{
#pragma omp parallel for private(i)
for (i=0;i<d-1;i++)
{
PairCopulaSelect(bounds,&families[i], &theta[3*i], &rotations[i], &U[i*n], &U[(i+1)*n], n, familyset, m);
}
}
}
for (i=0;i<d-1;i++)
{
switch(families[i]){
case 0:
{
break;
}
case 18:
{
thetas.reserve(thetas.size() + 3);
thetas.insert(thetas.end(), &theta[3*i], &theta[3*i+3]);
break;
}
case 3: case 4: case 5: case 6: case 12: case 16: case 17: case 19:
{
thetas.reserve(thetas.size() + 2);
thetas.insert(thetas.end(), &theta[3*i], &theta[3*i+2]);
break;
}
default:
{
thetas.push_back(theta[3*i]);
}
}
}
}
// Tree selection for higher (>2) order trees of D-Vine copulas
void TreeSelect(double *bounds, int type, int *families, std::vector<double>& thetas, int *rotations, double *H, double *V, int d, unsigned int n, double *familyset, int m)
{
int i;
std::vector<double> theta(3*(d-1));
#pragma omp parallel for private(i)
for (i=0;i<d-1;i++)
{
PairCopulaSelect(bounds,&families[i], &theta[3*i], &rotations[i], &H[i*n], &V[i*n], n, familyset, m);
}
for (i=0;i<d-1;i++)
{
switch(families[i]){
case 0:
{
break;
}
case 18:
{
thetas.reserve(thetas.size() + 3);
thetas.insert(thetas.end(), &theta[3*i], &theta[3*i+3]);
break;
}
case 3: case 4: case 5: case 6: case 12: case 16: case 17: case 19:
{
thetas.reserve(thetas.size() + 2);
thetas.insert(thetas.end(), &theta[3*i], &theta[3*i+2]);
break;
}
default:
{
thetas.push_back(theta[3*i]);
}
}
}
}
// FunctionID 11: PCSelect
void PCSelect(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//declare variables
double *U, *V, *Theta, *Rotation, *Family,*familyset, *bounds;
int family, rotation;
unsigned int n;
int m;
std::vector<double> theta(3);
//figure out dimensions
n = (unsigned int)mxGetM(prhs[2]);
m = (int)mxGetM(prhs[4]);
//associate outputs
plhs[0] = mxCreateDoubleScalar(mxREAL);
Family = mxGetPr(plhs[0]);
//associate inputs
bounds = mxGetPr(prhs[1]);
mxArray *U_in, *V_in;
U_in = mxDuplicateArray(prhs[2]);
V_in = mxDuplicateArray(prhs[3]);
U = mxGetPr(U_in);
V = mxGetPr(V_in);
familyset = mxGetPr(prhs[4]);
PairCopulaSelect(bounds,&family,&theta[0],&rotation,U,V,n,familyset,m);
*Family = (double) family;
// Depending on the family associate outputs and upper and lower bounds
switch(family){
case 0:
{
plhs[1] = mxCreateDoubleMatrix(0, 0, mxREAL);
plhs[2] = mxCreateDoubleMatrix(0, 0, mxREAL);
break;
}
case 18:
{
plhs[1] = mxCreateDoubleMatrix(1,3,mxREAL);
Theta = mxGetPr(plhs[1]);
Theta[0] = theta[0];
Theta[1] = theta[1];
Theta[2] = theta[2];
if (rotation==0)
{
plhs[2] = mxCreateDoubleMatrix(0, 0, mxREAL);
}
else
{
plhs[2] = mxCreateDoubleScalar(mxREAL);
Rotation = mxGetPr(plhs[2]);
*Rotation = (double) rotation;
}
break;
}
case 3: case 4: case 5: case 6: case 12: case 16: case 17: case 19:
{
plhs[1] = mxCreateDoubleMatrix(1,2,mxREAL);
Theta = mxGetPr(plhs[1]);
Theta[0] = theta[0];
Theta[1] = theta[1];
if (rotation==0)
{
plhs[2] = mxCreateDoubleMatrix(0, 0, mxREAL);
}
else
{
plhs[2] = mxCreateDoubleScalar(mxREAL);
Rotation = mxGetPr(plhs[2]);
*Rotation = (double) rotation;
}
break;
}
default:
{
plhs[1] = mxCreateDoubleScalar(mxREAL);
Theta = mxGetPr(plhs[1]);
Theta[0] = theta[0];
if (rotation==0)
{
plhs[2] = mxCreateDoubleMatrix(0, 0, mxREAL);
}
else
{
plhs[2] = mxCreateDoubleScalar(mxREAL);
Rotation = mxGetPr(plhs[2]);
*Rotation = (double) rotation;
}
}
}
return;
}
