Github user takuti commented on a diff in the pull request:
https://github.com/apache/incubator-hivemall/pull/92#discussion_r125200993
--- Diff: core/src/main/java/hivemall/anomaly/SDAR2D.java ---
@@ -33,129 +33,123 @@
public final class SDAR2D {
- // --------------------------------
- // hyperparameters
-
- /**
- * Forgetfulness parameter
- */
- private final double _r;
+ // --------------------------------
+ // hyperparameters
+
+ /**
+ * Forgetfulness parameter
+ */
+ private final double _r;
+
+ // --------------------------------
+ // parameters
+
+ private final RealMatrix[] _C;
+ private RealVector _mu;
+ private RealMatrix _sigma;
+ private RealVector _muOld;
+ private RealMatrix _sigmaOld;
+
+ private boolean _initialized;
+
+ public SDAR2D(final double r, final int k) {
+ Preconditions.checkArgument(0.d < r && r < 1.d, "Invalid
forgetfullness parameter r: " + r);
+ Preconditions.checkArgument(k >= 1, "Invalid smoothing parameter k: "
+ k);
+ this._r = r;
+ this._C = new RealMatrix[k + 1];
+ this._initialized = false;
+ }
+
+ /**
+ * @param x series of input in LIFO order
+ * @param k AR window size
+ * @return x_hat predicted x
+ * @link
https://en.wikipedia.org/wiki/Matrix_multiplication#Outer_product
+ */
+ @Nonnull
+ public RealVector update(@Nonnull final ArrayRealVector[] x, final int
k) {
+ Preconditions.checkArgument(x.length >= 1, "x.length MUST be greather
than 1: " + x.length);
+ Preconditions.checkArgument(k >= 0, "k MUST be greather than or equals
to 0: ", k);
+ Preconditions.checkArgument(k < _C.length, "k MUST be less than |C|
but " + "k=" + k + ", |C|="
--- End diff --
@myui Oh, it's huge...I understand what you are afraid ;(
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