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/wdm/blob/master/LICENSE.
 
#pragma once
 
#include "../wdm.hpp"
#include <Eigen/Dense>
 
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,
    std::vector<int> seeds = std::vector<int>())
{
  return wdm(utils::convert_vec(x),
             utils::convert_vec(y),
             method,
             utils::convert_vec(weights),
             remove_missing,
             seeds);
}
 
inline Eigen::MatrixXd
wdm(const Eigen::MatrixXd& x,
    std::string method,
    Eigen::VectorXd weights = Eigen::VectorXd(),
    bool remove_missing = true,
    std::vector<int> seeds = std::vector<int>())
{
  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,
                     seeds);
      if (methods::is_chatterjee(method)) {
        ms(j, i) = wdm(utils::convert_vec(x.col(j)),
                       utils::convert_vec(x.col(i)),
                       method,
                       utils::convert_vec(weights),
                       remove_missing,
                       seeds);
      } else {
        ms(j, i) = ms(i, j);
      }
    }
  }
 
  return ms;
}
 
}