TimeSeries

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 auto size() const -> size_t#
inline auto rows() const -> size_t#
inline auto cols(int i = 0) const -> size_t#
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#
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