root/bdm/estim/arx_ui.h @ 272

/*!
  \file
  \brief UI for ARX estimators
  \author Vaclav Smidl.

  -----------------------------------
  BDM++ - C++ library for Bayesian Decision Making under Uncertainty

  Using IT++ for numerical operations
  -----------------------------------
*/

#ifndef ARX_UI_H
#define ARX_UI_H


#include "arx.h"
#include "stat/loggers_ui.h"

/*! UI for ARX estimator

The ARX is constructed from a structure with fields:
\code
estimator = {
    type = "ARX";
        y = {type="rv", ...}   // description of output variables
        rgr = {type="rv", ...} // description of regressor variables
        constant = true;       // boolean switch if the constant term is modelled or not

        //optional fields
        dV0 = [1e-3, 1e-5, 1e-5, 1e-5]; 
                           // default: 1e-3 for y, 1e-5 for rgr
        nu0 = 6;               // default: rgrlen + 2
        frg = 1.0;             // forgetting, default frg=1.0
};
\endcode

The estimator will assign names of the posterior in the form ["theta_i" and "r_i"]
*/
class UIARX : public UIbuilder {
public:
        UIARX() :UIbuilder ( "ARXest" ) {};
        bdmroot* build ( Setting &S ) const {
                RV *yrv;  UIbuild(S["y"],yrv);
                RV *rrv; UIbuild(S["rgr"],rrv);
                int ylen = yrv->_dsize();
                int rgrlen = rrv->_dsize();
                
                //init
                mat V0;
                if ( S.exists ( "dV0" ) ) {
                        V0=diag ( getvec(S["dV0"]) );
                }
                else {
                        V0=concat ( 1e-3*ones ( ylen ), 1e-5*ones ( rgrlen ) );
                }
                double nu0;
                if ( S.exists ( "nu0" ) ) {
                        nu0=double(S["nu0"]);
                }
                else {
                        nu0 = rgrlen+ylen+2;
                }
                double frg;
                if ( S.exists ( "frg" ) ) {
                        frg = S["frg"];
                }
                else {
                        frg = 1.0;
                }
                ARX* A=new ARX;
                A->set_parameters(frg);
                A->set_statistics(ylen,V0, nu0);
                A->set_drv(concat(*yrv,*rrv));
                
                //name results (for logging)
                A->set_rv(RV("{theta r }", vec_2(ylen*rgrlen, ylen*ylen)));
                delete yrv; delete rrv;
                return A;
        };
};

UIREGISTER ( UIARX );

#endif // DS_UI_H