eigen.hpp

// Copyright © 2020 Thomas Nagler
//
// This file is part of the wdm library and licensed under the terms of
// the MIT license. For a copy, see the LICENSE file in the root directory
// or https://github.com/tnagler/wdmcpp/blob/master/LICENSE.

#pragma once

#include <Eigen/Dense>
#include "../wdm.hpp"


namespace wdm {
    
namespace utils {

    inline std::vector<double> convert_vec(const Eigen::VectorXd& x)
    {
        std::vector<double> xx(x.size());
        if (x.size() > 0)
            Eigen::VectorXd::Map(&xx[0], x.size()) = x;
        return xx;
    }

}

inline double wdm(const Eigen::VectorXd& x,
                  const Eigen::VectorXd& y,
                  std::string method,
                  Eigen::VectorXd weights = Eigen::VectorXd(),
                  bool remove_missing = true)
{
    return wdm(utils::convert_vec(x),
               utils::convert_vec(y),
               method,
               utils::convert_vec(weights),
               remove_missing);
}

inline Eigen::MatrixXd wdm(const Eigen::MatrixXd& x,
                           std::string method,
                           Eigen::VectorXd weights = Eigen::VectorXd(),
                           bool remove_missing = true)
{
    size_t d = x.cols();
    if (d == 1)
        throw std::runtime_error("x must have at least 2 columns.");
    
    Eigen::MatrixXd ms = Eigen::MatrixXd::Identity(d, d);
    for (size_t i = 0; i < d; i++) {
        for (size_t j = i + 1; j < d; j++) {
            ms(i, j) = wdm(utils::convert_vec(x.col(i)),
                           utils::convert_vec(x.col(j)),
                           method,
                           utils::convert_vec(weights),
                           remove_missing);
            ms(j, i) = ms(i, j);
        }
    }

    return ms;
}

}