Added select transform

Author: theogf

src/transform/selecttransform.jl

@@ -0,0 +1,38 @@
+"""
+SelectTransform
+```
+    dims = [1,3,5,6,7]
+    tr = SelectTransform(dims)
+    X = rand(100,10)
+    transform(tr,X,obsdim=2) == X[dims,:]
+```
+Select the dimensions `dims` that the kernel is applied to.
+"""
+struct SelectTransform{T<:AbstractVector{<:Int}} <: Transform
+    select::T
+    dim_max::Int
+end
+
+function SelectTransform(dims::AbstractVector{T}) where {T<:Int}
+    @assert all(dims.>0) "Selective dimensions should all be positive integers"
+    SelectTransform{T}(dims,maximum(dims))
+end
+
+function set!(t::SelectTransform{<:AbstractVector{T}},s::AbstractVector{T}) where {T<:Real}
+    t.proj .= s
+end
+
+Base.maximum(t::SelectTransform) = maximum(t.select)
+
+function transform(t::SelectTransform,X::AbstractMatrix{<:Real},obsdim::Int=defaultobs)
+    @boundscheck t.dim_max <= size(X,feature_dim(obsdim)) ?
+        throw(DimensionMismatch("The highest index $(t.dim_max) is higher then the feature dimension of X : $(size(X,feature_dim(obsdim)))")) : nothing
+    @inbounds _transform(t,X,obsdim)
+end
+
+function transform(t::SelectTransform,x::AbstractVector{<:Real},obsdim::Int=defaultobs) #TODO Add test
+    @assert t.dim_max <= length(x) "The highest index $(t.dim_max) is higher then the vector length : $(length(x))"
+    return x[t.select]
+end
+
+_transform(t::SelectTransform,X::AbstractMatrix{<:Real},obsdim::Int=defaultobs) = obsdim == 2 ? X[t.select,:] : X[:,t.select]

src/transform/transform.jl

@@ -19,7 +19,7 @@ transform
 include("scaletransform.jl")
 include("lowranktransform.jl")
 include("functiontransform.jl")
-
+include("selecttransform.jl")
 
 """
 Chain a series of transform, here `t1` will be called first