1 //                                               -*- C++ -*-
2 /**
3  *  @brief ARMAState class enables to set a State before a simulation
4  * of an ARMA process and / or t get the State
5  *  Copyright 2005-2021 Airbus-EDF-IMACS-ONERA-Phimeca
6  *
7  *  This library is free software: you can redistribute it and/or modify
8  *  it under the terms of the GNU Lesser General Public License as published by
9  *  the Free Software Foundation, either version 3 of the License, or
10  *  (at your option) any later version.
11  *
12  *  This library is distributed in the hope that it will be useful,
13  *  but WITHOUT ANY WARRANTY; without even the implied warranty of
14  *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15  *  GNU Lesser General Public License for more details.
16  *
17  *  You should have received a copy of the GNU Lesser General Public License
18  *  along with this library.  If not, see <http://www.gnu.org/licenses/>.
19  *
20  */
21 #ifndef OPENTURNS_ARMASTATE_HXX
22 #define OPENTURNS_ARMASTATE_HXX
23 
24 #include "openturns/PersistentObject.hxx"
25 #include "openturns/Sample.hxx"
26 #include "openturns/Point.hxx"
27 #include "openturns/Field.hxx"
28 
29 BEGIN_NAMESPACE_OPENTURNS
30 
31 /**
32  * @class ARMAState
33  *
34  * The implementation of ARMA State
35  */
36 class OT_API ARMAState
37   : public PersistentObject
38 {
39   CLASSNAME
40 
41 public:
42 
43   /** Some typedefs to ease reading */
44 
45   /** Default constructors */
46   ARMAState();
47   ARMAState(const Sample & x,
48             const Sample & epsilon);
49 
50   /** Virtual constructor */
51   ARMAState * clone() const override;
52 
53   /** String converter */
54   String __repr__() const override;
55   String __str__(const String & offset = "") const override;
56 
57   /** Data X accessor */
58   Sample getX() const;
59   void setXEpsilon(const Sample & x,
60                    const Sample & epsilon);
61 
62   /** Noise \epsilon accessor */
63   Sample getEpsilon() const;
64 
65   /** Dimension accessor */
66   UnsignedInteger getDimension() const;
67 
68   /** Method save() stores the object through the StorageManager */
69   void save(Advocate & adv) const override;
70 
71   /** Method load() reloads the object from the StorageManager */
72   void load(Advocate & adv) override;
73 
74 private:
75 
76   /** Store the p last values of an ARMA(p, q) */
77   Sample x_;
78   /** Store the q last value of the noise of an ARMA(p, q) */
79   Sample epsilon_;
80 
81 }; /* class ARMAState */
82 
83 
84 END_NAMESPACE_OPENTURNS
85 
86 #endif /* OPENTURNS_ARMASTATE_HXX */
87