Roland Conybeare
2450ab4ed9
git-subtree-dir: xo-process git-subtree-mainline:abd08e3491git-subtree-split:7cfc560f02
72 lines
2.4 KiB
C++
72 lines
2.4 KiB
C++
/* @file Realization.hpp */
|
|
|
|
#pragma once
|
|
|
|
#include "StochasticProcess.hpp"
|
|
//#include "time/Time.hpp"
|
|
//#include <boost/range.hpp>
|
|
#include <ranges>
|
|
#include <map>
|
|
|
|
namespace xo {
|
|
namespace process {
|
|
|
|
// realization of a stochastic process.
|
|
// interface designed to allow for lazy evaluation.
|
|
//
|
|
// since a process connects a family of random variables,
|
|
// a single process can have a generally unbounded number of distinct realizations.
|
|
//
|
|
// implications:
|
|
// - can only realize (or observe) a finite set of instants.
|
|
// - given process evolves continuously,
|
|
// want ability to revisit intervals that may already contain some realized instants.
|
|
// - achieve this by allowing for caching behavior
|
|
//
|
|
template<typename T>
|
|
class Realization : public ref::Refcount {
|
|
public:
|
|
using utc_nanos = xo::time::utc_nanos;
|
|
using KnownMap = std::map<utc_nanos, T>;
|
|
using KnownIterator = typename KnownMap::const_iterator;
|
|
//using KnownRange = boost::iterator_range<KnownIterator>;
|
|
using KnownRange = decltype(std::views::all(KnownMap()));
|
|
|
|
public:
|
|
static rp<Realization> make(ref::brw<StochasticProcess<T>> p) {
|
|
return new Realization(p);
|
|
} /*make*/
|
|
|
|
ref::brw<StochasticProcess<T>> process() const { return process_; }
|
|
|
|
utc_nanos t0() const { return process_->t0(); }
|
|
|
|
size_t n_known() const { return this->known_map_.size(); }
|
|
|
|
/* require: .n_known() > 0 */
|
|
utc_nanos lo_tm() const { return this->known_map_.begin().first(); }
|
|
utc_nanos hi_tm() const { return this->known_map_.rbegin().first(); }
|
|
|
|
//KnownRange known_range() const { return boost::make_iterator_range(this->known_map_); }
|
|
KnownRange known_range() const { return std::views::all(this->known_map_); }
|
|
|
|
// concept:
|
|
// realized_range() -> iterator_range<IT>
|
|
|
|
private:
|
|
Realization(ref::brw<StochasticProcess<T>> p) : process_{p} {}
|
|
|
|
private:
|
|
/* stochastic process from which this realization is sampled */
|
|
rp<StochasticProcess<T>> process_;
|
|
|
|
/* process value (for this realization) has been established (sampled)
|
|
* at each time t in {.known_map[].first}
|
|
*/
|
|
KnownMap known_map_;
|
|
}; /*Realization*/
|
|
|
|
} /*namespace process*/
|
|
} /*namespace xo*/
|
|
|
|
/* end Realization.hpp */
|