protected override Vector Process(Vector v, DenseVector xMean = null, DenseVector xScale = null)
{
var idx = new DenseVector(this.M);
for (int i = 0; i < this.M; i++)
{
idx[i] = i - (this.M - 1) / 2;
}
var s = Matlab.Flip(Matlab.Vander(idx));
var S = s.SubMatrix(0, s.RowCount, 0, this.K + 1);
var D1 = S.Transpose() * S;
var D2 = D1.Inverse();
var D = D2 * S.Transpose();
var mm = (this.M + 1) / 2;
var mmm = (this.M - 1) / 2;
var pp = 1;
for (int i = 1; i < this.P + 1; i++)
{
pp = pp * i;
}
var d = new DenseVector(v.Count);
for (int i = mm; i < v.Count - mmm + 1; i++)
{
var xx = v.SubVector(i - mmm - 1, 2 * mmm + 1);
var A = D * xx;
d[i - 1] = A[this.P] * pp;
}
return(d);
}