Is there any libraries for c++ that allows for computation of ARMA for a time series? I have not been able to find any after several search attempts.
Thanks!
Cronos is an open source library written in C++ which supports ARMA models. Although it doesn't have any documentation, it seems straightforward to use.
You can also refer to this question on stackoverflow.
Related
This is kind of a beginner question, so please let me know if this is appropriate for this website and if not, where else I should be asking this.
I've just gotten into the basics of C++ (pretty much what's being taught in this video from FreeCodeCamp: https://www.youtube.com/watch?v=vLnPwxZdW4Y). Obviously, not everything there is to know is discussed in this tutorial and I've been running into a couple of things in other demonstration vids that I don't quite get yet.
For example, this quick demonstration of how Tetris can be coded: https://www.youtube.com/watch?v=zH_omFPqMO4&t=0m25s) you can see him use the command 'RenderWindow', which apparently creates a new window the size of his choice (320*480 pixels in this case). This doesn't seem to be a standard function in C++, so I assume he somehow imported it. How can I do this myself? Does it have to with the file inclusions written at the top of the file (#include <SFML/Graphics.hpp>)? If so, how can I learn more about such files, where can I find them (is it anything like the Python Package Index, or interfaces in Java) and can I create them myself? Any general explanatory words on this?
Thanks in advance.
This doesn't seem to be a standard function in C++
That is correct. There are no functions for graphics nor window handling in C++.
so I assume he somehow imported it. How can I do this myself?
Usually, you would pick a library of your choice (there are many), or do it yourself by using whatever API your operating system provides.
Does it have to with the file inclusions written at the top of the file (#include <SFML/Graphics.hpp>)?
Yes, SFML is one of those libraries.
If so, how can I learn more about such files
You would go to the library's homepage and read the documentation.
where can I find them
Try searching the web for lists of libraries, articles, projects, etc.
is it anything like the Python Package Index
No, there is no standard one for C++. There are several package managers, build systems, etc. Popular libraries are in most of them and support one or more build systems.
I am looking for a good way to compute a double integral numerically using pre-written C++ libraries. The basic integral I'm dealing with is this:
I've done some research and discovered a few libraries that might be useful, however I'm not sure which one to choose based on the problem I'm dealing with. The libraries I have looked at are
GSL - The problem here is it's written in C and so I would have to
find some kind of wrapper to make it compatible with my research
codes.
Cuba - This library seems very appropriate and well documented.
However I would like to avoid importing an entirely new library if I
can because I'm already importing Boost and Blitz and would like to
keep the hassle of compiling everything to a minimum.
Boost - From what I have read in their documentation Boost has
methods for integrating ODE's, but I could not find any libraries
for numerically integrating double integrals of functions. Am I
missing something? This would be the most convenient option as I
already use Boost in my codes and its already in C++.
So my question essentially boils down to this:
Which of these three libraries would be most useful for my purposes? Is it possible to conduct the integral I have specified using Boost? Additionally any tips on how to implement this integral using any of the above libraries would be greatly appreciated.
Take a look at these sources, calling c code from c++ is generally not problematic. It's going the other direction that can be.
How to mix C and C++
How to Call C Function in C++, C++ Function in C (Mix C and C++)
I would like to know how one goes about adding functionality from one open source c++ library to another. To make things concrete, here is an example. I really like the "find" function in the Armadillo library and now that i find myself using eigen more
i kinda miss it. How hard would it be to write an equivalent of "find" that would be fully integrated into eigen (i.e. using eigen objects etc...)? How does one go about doing this? Where can i find the source code of the "find" function?
thanks in advance,
You will have to write it on your own, taking into consideration differences between libraries. It may require some knowledge about the library that you are trying to extend, though.
Start from reading the code of armadillo, to understand what they do in this function. Then proceed to understand how analogous structures are implemented in eigen and modify the code. If you want to integrate it into eigen, so that you need to link against only one library (only your custom eigen, not standard eigen and your custom eigen extensions), you will need to compile eigen with your files added to a Makefile/Cmake (or whatever eigen is using).
You can find sources of armadillo in tar.gz archive here: http://arma.sourceforge.net/download.html
If you ask where is find operator in armadillo sources, check include/armadillo_bits/op_find_bones.hpp and include/armadillo_bits/op_find_meat.hpp
Are there any reasonable implementations of Bloomier filters in Haskell or C++ running around? Another question revealed java-bloomier-filter.
I could implement one starting from Data.BloomFilter, but figured I should ask first.
You should have a look at Boost C++ to see if its implementation is good for you. There are a couple of other libraries out there, a quick google search should give you a good list :).
I have some code which I need to code in C++ due to heavy reliance on templates. I want to call this code from MATLAB: basically, I need to pass some parameters to the C++ code, and have the C++ code return a matrix to MATLAB. I have heard this is possible with something called a MEX file which I am still looking into. However I am not sure what is supported in these MEX files. Is all of C++ (e.g. STL and Boost) supported? How difficult is it?
EDIT: I don't need any shared libraries, just header-only stuff like shared_ptr.
Have a look at the MEX-files Guide, especially Section 25–27 for C++.
The basic STL/Boost data structures should work, but threading with Boost could be a problem.
cout will not work as expected in C++, mexPrintf has to be used instead.
It's certainly possible to write C++ MEX files which use STL and boost. In general, you should be able to do anything you please inside a C++ MEX file. The main practical restriction is that MATLAB already ships with a bunch of libraries, so if you're using one of the boost pieces that needs a shared library (some are header-only), you'll need to match the version you compile against with that shipping with MATLAB.
For instance, MATLAB R2009b ships with boost 1.36 (you can tell by looking at the names of the libraries in <matlabroot>/bin/<arch>).
The C++ files are actually compiled by an external compiler. Use mex -setup to select which one (here is a list of supported compilers). Therefore, you shouldn't have too many weird things happen, nor should you be too restricted by what you can do.
I did some MEX stuff last year, and my memory is a bit rusty, but you do need to construct MATLAB arrays using MEX functions. I found the MATLAB documentation adequate, and the whole experience not too painful.
STL is definitely supported. Boost probably yet. The point is as long you have your STL and BOOST deployed on your computer, you should be good to go.