datatypes::timeseries::MultiTimeSeries¶

Template for time series with multiple values at time point; e.g. to hold multiple realizations of time series in an ensemble. More...

#include <time_series.hpp>

Public Types¶

	Name
typedef std::remove_pointer< TsType >::type	Type
typedef std::add_pointer< Type >::type	PtrType
typedef TsType	ItemType
typedef Type::ElementType	ElementType

Public Functions¶

	Name
	MultiTimeSeries(const vector< ElementType * > & values, size_t length, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(const vector< vector< ElementType >> & values, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(ElementType **const values, size_t ensSize, size_t length, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(const vector< PtrType > & values, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(const Type & series)
	MultiTimeSeries(const vector< Type > & values, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(std::function< Type(size_t)> & valueGen, size_t ensSize, const ptime & startDate, const TimeStep & timeStep)
	MultiTimeSeries(const MultiTimeSeries< TsType > & src)
	MultiTimeSeries(EnsembleStoragePolicy< TsType > * store)
	MultiTimeSeries()
MultiTimeSeries< PtrType > *	AsPointerSeries()
MultiTimeSeries< Type >	AsValueSeries()
	~MultiTimeSeries()
MultiTimeSeries &	operator=(const MultiTimeSeries & src)
MultiTimeSeries &	operator=(MultiTimeSeries && src)
void	ResetSeries(const size_t & numSeries, const size_t & lengthSeries, const ptime & startDate, const TimeStep & timeStep)
TsType	Get(size_t i)
Type	Get(size_t i) const
ElementType	Get(size_t i, size_t tsIndex)
void	Set(size_t i, size_t tsIndex, ElementType val)
void	Set(size_t i, const Type & val)
vector< ElementType * > *	GetValues() const
void	CopyTo(ElementType ** dest) const
size_t	Size() const
size_t	GetLength(size_t i) const
ptime	GetStartDate() const
void	SetStartDate(const ptime & start)
TimeStep	GetTimeStep() const
void	Clear()

Protected Functions¶

	Name
virtual void	InitializeStorage()
virtual void	OperatorEqualImpl(const MultiTimeSeries< TsType > & src)

Detailed Description¶

template <typename TsType  =TimeSeries>
class datatypes::timeseries::MultiTimeSeries;

Template for time series with multiple values at time point; e.g. to hold multiple realizations of time series in an ensemble.

Template Parameters:

TsType type of time series, typically a time series of double or float.

Public Types Documentation¶

typedef Type¶

typedef std::remove_pointer<TsType>::type datatypes::timeseries::MultiTimeSeries< TsType >::Type;

typedef PtrType¶

typedef std::add_pointer<Type>::type datatypes::timeseries::MultiTimeSeries< TsType >::PtrType;

typedef ItemType¶

typedef TsType datatypes::timeseries::MultiTimeSeries< TsType >::ItemType;

typedef ElementType¶

typedef Type::ElementType datatypes::timeseries::MultiTimeSeries< TsType >::ElementType;

Public Functions Documentation¶

function MultiTimeSeries¶

inline MultiTimeSeries(
    const vector< ElementType * > & values,
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    const vector< vector< ElementType >> & values,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    ElementType **const values,
    size_t ensSize,
    size_t length,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    const vector< PtrType > & values,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    const Type & series
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    const vector< Type > & values,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    std::function< Type(size_t)> & valueGen,
    size_t ensSize,
    const ptime & startDate,
    const TimeStep & timeStep
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    const MultiTimeSeries< TsType > & src
)

function MultiTimeSeries¶

inline MultiTimeSeries(
    EnsembleStoragePolicy< TsType > * store
)

function MultiTimeSeries¶

inline MultiTimeSeries()

function AsPointerSeries¶

inline MultiTimeSeries< PtrType > * AsPointerSeries()

function AsValueSeries¶

inline MultiTimeSeries< Type > AsValueSeries()

function ~MultiTimeSeries¶

inline ~MultiTimeSeries()

function operator=¶

inline MultiTimeSeries & operator=(
    const MultiTimeSeries & src
)

function operator=¶

inline MultiTimeSeries & operator=(
    MultiTimeSeries && src
)

function ResetSeries¶

inline void ResetSeries(
    const size_t & numSeries,
    const size_t & lengthSeries,
    const ptime & startDate,
    const TimeStep & timeStep
)

function Get¶

inline TsType Get(
    size_t i
)

function Get¶

inline Type Get(
    size_t i
) const

function Get¶

inline ElementType Get(
    size_t i,
    size_t tsIndex
)

function Set¶

inline void Set(
    size_t i,
    size_t tsIndex,
    ElementType val
)

function Set¶

inline void Set(
    size_t i,
    const Type & val
)

function GetValues¶

inline vector< ElementType * > * GetValues() const

function CopyTo¶

inline void CopyTo(
    ElementType ** dest
) const

function Size¶

inline size_t Size() const

function GetLength¶

inline size_t GetLength(
    size_t i
) const

function GetStartDate¶

inline ptime GetStartDate() const

function SetStartDate¶

inline void SetStartDate(
    const ptime & start
)

function GetTimeStep¶

inline TimeStep GetTimeStep() const

function Clear¶

inline void Clear()

Protected Functions Documentation¶

function InitializeStorage¶

inline virtual void InitializeStorage()

function OperatorEqualImpl¶

inline virtual void OperatorEqualImpl(
    const MultiTimeSeries< TsType > & src
)

Updated on 2022-08-21 at 18:10:33 +1000