utils.hpp

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#pragma once

#ifndef ARMA_R
#include <armadillo>
#endif
#if defined(ARMA_R)
#include <RcppArmadillo.h>
#endif
#include <cmath>
#include <complex>
#include <cfloat>      // precision of double (DBL_MIN)
#include <functional>  // std::bind for using non-static member function as argument to free function


namespace target {
  using cx_dbl  = std::complex<double>;
  using cx_func = std::function<arma::cx_mat(arma::cx_vec theta)>;

  arma::mat deriv(cx_func f,
                  arma::vec theta);

  arma::umat clusterid(const arma::uvec &id);
  arma::mat groupsum(const arma::mat &x,
                     const arma::uvec &cluster,
                     bool reduce = true);
  void fastpattern(const arma::umat &y,
                   arma::umat &pattern,
           arma::uvec &group,
           unsigned categories = 2);
  arma::umat fastapprox(arma::vec &time,  // sorted times
                        const arma::vec &newtime,
                        bool equal = false,
            // type: (0: nearedst, 1: right, 2: left)
                        unsigned type = 0);

  double SupTest(const arma::vec &D);
  double L2Test(const arma::vec &D,
        const arma::vec &t);
  double CramerVonMises(const arma::vec &x,
            const arma::vec &G);

  extern arma::mat const EmptyMat;
  extern arma::vec const EmptyVec;

  extern const char* COL_RESET;
  extern const char* COL_DEF;
  extern const char* BLACK;
  extern const char* RED;
  extern const char* MAGENTA;
  extern const char* YELLOW;
  extern const char* GREEN;
  extern const char* BLUE;
  extern const char* CYAN;
  extern const char* WHITE;
  extern const char* GRAY;
  extern const char* LRED;
  extern const char* LGREEN;
  extern const char* LYELLOW;
  extern const char* LBLUE;
  extern const char* LMAGENTA;
  extern const char* LCYAN;
  extern const char* LWHITE;

}  // namespace target