C++ to create condensed_state_vector from concatenated_state_vector - Githubissues

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C++ to create condensed_state_vector from concatenated_state_vector #138

Closed stevencarlislewalker closed 2 years ago

stevencarlislewalker commented 2 years ago

Specs: https://canmod.net/misc/flex_specs#mathematical-description-0.2.0

Variables required to be added:

[x] Any state variable
[x] Element-wise sum of any set of state variables
[x] Any time-varying rate matrix element
[x] Element-wise product of any two variables of type 1-3
[x] Element-wise Sum of any variable of type 4
[x] Lag-1 differences of any variables of type 1-5
[x] Convolutions of any variables of type 1-5 with a gamma-density kernel (see section below on computing convolutions)

Tasks:

[x] Indices on the R-side
[x] Lag-1 differencer
[x] Gamma convolution function
[x] C++ for making the transformation and returning through the REPORT macro