public CovarianceItem(CovarianceKey key_, DataTable dt_, string firstId_, string secondId_, int count_)
{
int currencyCount = count_;
m_data = new double[currencyCount, currencyCount];
m_key = key_;
int x, y;
foreach (DataRow row in dt_.Rows)
{
x = (int)row[firstId_] - 1;
y = (int)row[secondId_] - 1;
m_data[x, y] = (double)row["cov"];
m_data[y, x] = (double)row["cov"];
}
}
public CovarianceItem(CovarianceKey key_, DataTable dt_, string firstId_, string secondId_)
{
List<CovRow> rows = new List<CovRow>();
List<int> uniqueIds = new List<int>();
int x, y;
double val;
// extract all the rows and build up list of unique ids
foreach (DataRow row in dt_.Rows)
{
x = (int)row[firstId_] - 1;
y = (int)row[secondId_] - 1;
val = (double)row["cov"];
rows.Add(new CovRow(x, y, val));
if (uniqueIds.Contains(x) == false)
uniqueIds.Add(x);
}
// sort the ids
QuickSort.Sort<int>(uniqueIds);
m_data = new double[uniqueIds.Count, uniqueIds.Count];
foreach (CovRow cr in rows)
{
x = uniqueIds.IndexOf(cr.Id1);
y = uniqueIds.IndexOf(cr.Id2);
m_data[x, y] = cr.Value;
m_data[y, x] = cr.Value;
}
m_componentIds = new List<int>();
foreach (int i in uniqueIds)
m_componentIds.Add(i + 1);
}
