Revision 683, 0.9 kB
(checked in by mido, 15 years ago)
|
bayesB renamed to bayes_batch
|
Rev | Line | |
---|
[293] | 1 | #include <itpp/itmex.h> |
---|
| 2 | #include <estim/arx.h> |
---|
| 3 | |
---|
| 4 | using namespace bdm; |
---|
| 5 | |
---|
| 6 | void mexFunction(int n_output, mxArray *output[], int n_input, const mxArray *input[]) |
---|
| 7 | { |
---|
| 8 | // Check the number of inputs and output arguments |
---|
| 9 | if(n_output!=1) mexErrMsgTxt("Wrong number of output variables!"); |
---|
| 10 | if(n_input!=2) mexErrMsgTxt("Usage: arx1d(ysize, Data)!"); |
---|
| 11 | |
---|
| 12 | // Convert input variables to IT++ format |
---|
| 13 | int ysize = mxArray2int(input[0]); |
---|
| 14 | mat Data = mxArray2mat(input[1]); |
---|
| 15 | |
---|
| 16 | // ------------------ Start of routine --------------------------- |
---|
| 17 | ARX Ar; |
---|
| 18 | Ar.set_statistics(ysize, 1e-5*eye(Data.rows()) ); |
---|
[683] | 19 | Ar.bayes_batch(Data); |
---|
[293] | 20 | // ------------------ End of routine ----------------------------- |
---|
| 21 | |
---|
| 22 | // Create output vectors |
---|
| 23 | output[0] = mxCreateDoubleMatrix(1,Data.rows(), mxREAL); |
---|
| 24 | |
---|
| 25 | // Convert the IT++ format to Matlab format for output |
---|
| 26 | vec2mxArray(Ar.posterior().mean(), output[0]); |
---|
| 27 | } |
---|