Fix cpp function

dcajasn · Jul 10, 2024 · c4ee3b0 · c4ee3b0
1 parent 4815f50
commit c4ee3b0
Showing 1 changed file with 10 additions and 0 deletions.
diff --git a/riskfolio/external/matrix_functions.cpp b/riskfolio/external/matrix_functions.cpp
@@ -6,6 +6,10 @@
  */
 
 #include <iostream>
+#include <iomanip>
+#include <vector>
+#include <numeric>
+#include <map>
 #include <Eigen>
 #include <Eigen/Core>
 #include <Eigen/KroneckerProduct>
@@ -16,6 +20,12 @@ using namespace std;
 using namespace Eigen;
 using namespace Spectra;
 
+std::vector<int> cumsum(const std::vector<int>& vec) {
+    std::vector<int> result(vec.size());
+    std::partial_sum(vec.begin(), vec.end(), result.begin());
+    return result;
+}
+
 /**
  * Calculate duplication matrix of size "n" as shown
  * in Magnus, J. R., & Neudecker, H. (1980). The Elimination Matrix: