public MainWindow()
{
CountriesViewModel = CountriesListVM.CreateObject();
InitializeComponent();
DataContext = this;
PlotQtyDict = new Dictionary <string, string>()
{
{ "N", "Population" },
{ "y", "Production (per capita)" },
{ "A", "TFP" },
{ "K", "Kapital Supply" },
{ "L", "Labor Supply" }
};
PlotType = "N";
KalmanFilterPlotQtyDict = new Dictionary <string, string>()
{
{ "s", "Savings Rate" },
{ "g", "TFP Growth" },
{ "n", "Labor Supply Growth" }
};
KalmanFilterPlotType = "s";
dpp = DataPointPreferences.CreateObject(Colors.RosyBrown, 1, 4, 4);
xlp = LabelPreferences.NewLabelPreferences(Brushes.Black, Brushes.Gray, new FontFamily("Century Gothic"), 18, FontStyles.Italic, FontWeights.SemiBold);
xlp2 = LabelPreferences.NewLabelPreferences(Brushes.Black, Brushes.Transparent, new FontFamily("Century Gothic"), 18, FontStyles.Italic, FontWeights.SemiBold);
ylp = LabelPreferences.NewLabelPreferences(Brushes.Tomato, Brushes.Transparent, new FontFamily("Century Gothic"), 18, FontStyles.Normal, FontWeights.SemiBold, LabelOrientations.VerticalBottomToTop);
ap = AxesPreferences2D.CreateObject(Colors.Black, Colors.Black, 1, 1, 40, 1);
cp = CurvePreferences.NewCurvePreferences(Brushes.DarkOliveGreen, 1, new DoubleCollection()
{
3, 2
});
cp2 = CurvePreferences.NewCurvePreferences(Brushes.DarkRed, 1, new DoubleCollection()
{
3, 2
});
PopulatePWT91DataTable();
}
private void EstimatePosition_Click(object sender, RoutedEventArgs e)
{
double dt = 0.1;
int N = 100;
MathMatrix t = Sequences.SteppedSequence(0, N * dt, dt);
MathMatrix F = MathMatrix.CreateMatrix(2, 2, new double[] { 1, dt, 0, 1 });
MathMatrix FT = MatrixOperations.Transpose(F);
MathMatrix G = MathMatrix.CreateMatrix(2, 1, new double[] { 0.5 * dt * dt, dt });
MathMatrix H = MathMatrix.CreateMatrix(1, 2, new double[] { 1, 0 });
MathMatrix HT = MatrixOperations.Transpose(H);
MathMatrix Q = MathMatrix.CreateMatrix(2, 2, new double[] { 0, 0, 0, 0 });
MathMatrix u = MathMatrix.CreateMatrix(1, 1, -9.80665);
MathMatrix I = MatrixOperations.Identity(2);
double y0 = 100;
double v0 = 0;
MathMatrix xt = MathMatrix.CreateMatrix(2, N, 0);
xt[0, 0] = y0;
xt[1, 0] = v0;
MathMatrix x = MathMatrix.CreateMatrix(2, N, 0);
x[0, 0] = 105;
if (double.TryParse(Y0.Text, out double qt))
{
xt[0, 0] = qt;
x[0, 0] = qt;
}
qt = 0;
x[1, 0] = qt;
if (double.TryParse(V0.Text, out qt))
{
xt[1, 0] = qt;
x[1, 0] = qt;
}
for (int k = 1; k < N; ++k)
{
xt.AssignColumn(F * xt.ColumnVector(k - 1) + G * u, k);
}
MathMatrix R = MathMatrix.CreateMatrix(1, 1, 4);
MathMatrix sqrtR = MatrixOperations.Sqrt_Elmtwise(R);
MathMatrix v = sqrtR * Distributions.Normal(N);
MathMatrix z = H * xt + v;
MathMatrix P = MathMatrix.CreateMatrix(2, 2, new double[] { 10, 0, 0, 0.1 });
for (int k = 1; k < N; ++k)
{
x.AssignColumn(F * x.ColumnVector(k - 1) + G * u, k);
P = F * P * FT + Q;
// HACK HERE SINCE WE DO NOT YET HAVE MATRIX INVERSION.
MathMatrix Knumerator = P * HT;
MathMatrix Kdenominator = (H * P * HT + R);
Kdenominator[0, 0] = 1 / Kdenominator[0, 0];
MathMatrix K = Knumerator * Kdenominator;
x.AssignColumn(x.ColumnVector(k) + K * (z.ColumnVector(k) - H * x.ColumnVector(k)), k);
P = (I - K * H) * P;
}
ResultsPlot.ClearPlotArea();
DataPointPreferences dpp = DataPointPreferences.CreateObject(Colors.Black, 1, 4, 4);
AxesPreferences2D ap = AxesPreferences2D.CreateObject(Colors.Red, Colors.Blue, 1, 1, 40, 1);
ResultsPlot.SetAxes(0, 10, -400, 110, ap);
PointCollection pc = new PointCollection();
for (int idx = 0; idx < x.ColCount; ++idx)
{
pc.Add(new Point(t[0, idx], x[0, idx]));
}
ResultsPlot.PlotCurve2D("test", pc);
ResultsPlot.PlotPoints2D("test", pc, dpp);
}
