TimeSeries

template<class T>
struct TimeSeries

Stores time series data and implements operators over it.

TimeSeries contains two members: time and value, that have the same shape. Both are std::vectors of eigen arrays.

Each element of the vector is intended to represent one person / sample. The values in that element (an Eigen array) are observations of value at time t.

Template Parameters:

T – the scalar type of the underlying values.

Public Types

using Scalar = T

using EntryType = Eigen::Array<T, Dynamic, 1>

using ValType = std::vector<EntryType>

using TimeType = std::vector<Eigen::ArrayXi>

Public Functions

TimeSeries() = default

Wraps time and value slices to matrices TODO: define begin() and end() iterators? figure out how to handle operators that just use values versus time

inline TimeSeries(const TimeType &t, const ValType &v)

template<typename U, typename V>
inline TimeSeries operator()(const U &idx, const V &idx2 = Eigen::all) const

return a slice of the data using indices idx

inline size_t size() const

inline size_t rows() const

inline size_t cols(int i = 0) const

inline ValType::iterator begin()

inline ValType::iterator end()

inline auto cbegin() const

inline auto cend() const

inline TimeType::iterator tbegin()

inline TimeType::iterator tend()

inline auto ctbegin() const

inline auto ctend() const

template<typename ET = EntryType>
inline auto transform(std::function<ET(EntryType)> op) const

template<typename R = T>
inline auto reduce(const auto &op) const

template<typename C>
inline auto cast() const

inline auto abs() const

inline auto pow() const

inline auto log() const

inline auto logabs() const

inline auto log1p() const

inline auto ceil() const

inline auto floor() const

inline auto exp() const

inline auto sin() const

inline auto cos() const

inline auto tan() const

inline auto asin() const

inline auto acos() const

inline auto atan() const

inline auto sinh() const

inline auto cosh() const

inline auto tanh() const

inline auto sqrt() const

inline auto sqrtabs() const

inline auto square() const

inline auto median() const

inline auto mean() const

inline auto std() const

inline auto max() const

inline auto min() const

inline auto sum() const

inline auto count() const

inline auto prod() const

template<typename T2>
inline auto operator*(T2 v)

template<typename T2>
inline auto before(const TimeSeries<T2> &t2) const

template<typename T2>
inline auto after(const TimeSeries<T2> &t2) const

template<typename T2>
inline auto during(const TimeSeries<T2> &t2) const

inline std::string print() const

Public Members

TimeType time

ValType value

Public Static Attributes

static const size_t NumDimensions = 2