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Revision 706, 0.9 kB
(checked in by smidl, 16 years ago)
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eol-native
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| 1 | #include <itpp/itmex.h> |
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| 2 | #include <estim/arx.h> |
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| 3 | |
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| 4 | using namespace bdm; |
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| 5 | |
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| 6 | void mexFunction(int n_output, mxArray *output[], int n_input, const mxArray *input[]) |
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| 7 | { |
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| 8 | // Check the number of inputs and output arguments |
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| 9 | if(n_output!=1) mexErrMsgTxt("Wrong number of output variables!"); |
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| 10 | if(n_input!=2) mexErrMsgTxt("Usage: arx1d(ysize, Data)!"); |
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| 11 | |
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| 12 | // Convert input variables to IT++ format |
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| 13 | int ysize = mxArray2int(input[0]); |
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| 14 | mat Data = mxArray2mat(input[1]); |
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| 15 | |
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| 16 | // ------------------ Start of routine --------------------------- |
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| 17 | ARX Ar; |
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| 18 | Ar.set_statistics(ysize, 1e-5*eye(Data.rows()) ); |
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| 19 | Ar.bayes_batch(Data); |
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| 20 | // ------------------ End of routine ----------------------------- |
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| 21 | |
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| 22 | // Create output vectors |
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| 23 | output[0] = mxCreateDoubleMatrix(1,Data.rows(), mxREAL); |
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| 24 | |
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| 25 | // Convert the IT++ format to Matlab format for output |
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| 26 | vec2mxArray(Ar.posterior().mean(), output[0]); |
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| 27 | } |
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