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| 4 | <compoundname>arx.cpp</compoundname> |
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| 5 | <includes local="no">itpp/itcomm.h</includes> |
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| 6 | <includes local="no">itpp/itmex.h</includes> |
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| 7 | <includes refid="arx_8h" local="yes">../../bdm/estim/arx.h</includes> |
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| 77 | <sectiondef kind="func"> |
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| 78 | <memberdef kind="function" id="matlab_2mex_2arx_8cpp_182033299688d607730e08333ff7471f8" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 79 | <type>void</type> |
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| 80 | <definition>void mexFunction</definition> |
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| 81 | <argsstring>(int n_output, mxArray *output[], int n_input, const mxArray *input[])</argsstring> |
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| 82 | <name>mexFunction</name> |
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| 83 | <param> |
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| 84 | <type>int</type> |
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| 85 | <declname>n_output</declname> |
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| 86 | </param> |
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| 87 | <param> |
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| 88 | <type>mxArray *</type> |
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| 89 | <declname>output</declname> |
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| 90 | <array>[]</array> |
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| 91 | </param> |
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| 92 | <param> |
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| 93 | <type>int</type> |
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| 94 | <declname>n_input</declname> |
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| 95 | </param> |
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| 96 | <param> |
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| 97 | <type>const mxArray *</type> |
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| 98 | <declname>input</declname> |
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| 99 | <array>[]</array> |
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| 100 | </param> |
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| 101 | <briefdescription> |
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| 102 | </briefdescription> |
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| 103 | <detaileddescription> |
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| 104 | </detaileddescription> |
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| 105 | <inbodydescription> |
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| 106 | </inbodydescription> |
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| 107 | <location file="/home/smidl/work/git/mixpp/matlab/mex/arx.cpp" line="8" bodyfile="/home/smidl/work/git/mixpp/matlab/mex/arx.cpp" bodystart="8" bodyend="47"/> |
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| 108 | </memberdef> |
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| 109 | </sectiondef> |
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| 110 | <briefdescription> |
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| 111 | </briefdescription> |
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| 112 | <detaileddescription> |
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| 113 | </detaileddescription> |
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| 114 | <programlisting> |
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| 115 | <codeline lineno="1"><highlight class="preprocessor">#include<sp/><itpp/itcomm.h></highlight><highlight class="normal"></highlight></codeline> |
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| 116 | <codeline lineno="2"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/><itpp/itmex.h></highlight><highlight class="normal"></highlight></codeline> |
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| 117 | <codeline lineno="3"><highlight class="normal"></highlight></codeline> |
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| 118 | <codeline lineno="4"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>"../../bdm/estim/arx.h"</highlight><highlight class="normal"></highlight></codeline> |
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| 119 | <codeline lineno="5"><highlight class="normal"></highlight></codeline> |
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| 120 | <codeline lineno="6"><highlight class="normal"></highlight><highlight class="keyword">using<sp/>namespace<sp/></highlight><highlight class="normal">itpp;</highlight></codeline> |
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| 121 | <codeline lineno="7"><highlight class="normal"></highlight></codeline> |
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| 122 | <codeline lineno="8"><highlight class="normal"></highlight><highlight class="keywordtype">void</highlight><highlight class="normal"><sp/>mexFunction<sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>n_output,<sp/>mxArray<sp/>*output[],<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>n_input,<sp/></highlight><highlight class="keyword">const</highlight><highlight class="normal"><sp/>mxArray<sp/>*input[]<sp/>)<sp/>{</highlight></codeline> |
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| 123 | <codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Check<sp/>the<sp/>number<sp/>of<sp/>inputs<sp/>and<sp/>output<sp/>arguments</highlight><highlight class="normal"></highlight></codeline> |
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| 124 | <codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(<sp/>n_output<1<sp/>)<sp/>mexErrMsgTxt<sp/>(<sp/></highlight><highlight class="stringliteral">"Wrong<sp/>number<sp/>of<sp/>output<sp/>variables!"</highlight><highlight class="normal"><sp/>);</highlight></codeline> |
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| 125 | <codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(<sp/>n_input!=1<sp/>)<sp/>mexErrMsgTxt<sp/>(<sp/></highlight><highlight class="stringliteral">"Wrong<sp/>number<sp/>of<sp/>input<sp/>variables!"</highlight><highlight class="normal"><sp/>);</highlight></codeline> |
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| 126 | <codeline lineno="12"><highlight class="normal"></highlight></codeline> |
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| 127 | <codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Convert<sp/>input<sp/>variables<sp/>to<sp/>IT++<sp/>format</highlight><highlight class="normal"></highlight></codeline> |
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| 128 | <codeline lineno="14"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Data<sp/>=<sp/>mxArray2mat<sp/>(<sp/>input[0]<sp/>);</highlight></codeline> |
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| 129 | <codeline lineno="15"><highlight class="normal"></highlight></codeline> |
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| 130 | <codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>------------------<sp/>Start<sp/>of<sp/>routine<sp/>---------------------------</highlight><highlight class="normal"></highlight></codeline> |
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| 131 | <codeline lineno="17"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>ndat=Data.cols();</highlight></codeline> |
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| 132 | <codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>npsi=Data.rows();</highlight></codeline> |
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| 133 | <codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>thr<sp/>(<sp/></highlight><highlight class="stringliteral">"1"</highlight><highlight class="normal">,</highlight><highlight class="stringliteral">"{<sp/>theta_r<sp/>}"</highlight><highlight class="normal">,vec_1<sp/>(<sp/>npsi<sp/>),vec_1<sp/>(<sp/>0<sp/>)<sp/>);</highlight></codeline> |
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| 134 | <codeline lineno="20"><highlight class="normal"></highlight></codeline> |
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| 135 | <codeline lineno="21"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>V0=1e-8*eye<sp/>(<sp/>npsi<sp/>);<sp/>V0<sp/>(<sp/>0,0<sp/>)<sp/>*=100.0;</highlight></codeline> |
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| 136 | <codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">double</highlight><highlight class="normal"><sp/>nu0=npsi;</highlight></codeline> |
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| 137 | <codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classARX" kindref="compound" tooltip="Linear Autoregressive model with Gaussian noise.">ARX</ref><sp/>Ar<sp/>(<sp/>thr,V0,nu0<sp/>);</highlight></codeline> |
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| 138 | <codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>estimate</highlight><highlight class="normal"></highlight></codeline> |
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| 139 | <codeline lineno="25"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(</highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>i=0;i<ndat;i++<sp/>)<sp/>{Ar.bayes<sp/>(<sp/>Data.get_col<sp/>(<sp/>i<sp/>)<sp/>);<sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 140 | <codeline lineno="26"><highlight class="normal"></highlight></codeline> |
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| 141 | <codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>th<sp/>=<sp/>Ar._epdf().mean();</highlight></codeline> |
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| 142 | <codeline lineno="28"><highlight class="normal"></highlight></codeline> |
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| 143 | <codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>------------------<sp/>End<sp/>of<sp/>routine<sp/>-----------------------------</highlight><highlight class="normal"></highlight></codeline> |
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| 144 | <codeline lineno="30"><highlight class="normal"></highlight></codeline> |
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| 145 | <codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Create<sp/>output<sp/>vectors</highlight><highlight class="normal"></highlight></codeline> |
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| 146 | <codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>output[0]<sp/>=<sp/>mxCreateDoubleMatrix<sp/>(<sp/>1,th.length(),<sp/>mxREAL<sp/>);</highlight></codeline> |
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| 147 | <codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Convert<sp/>the<sp/>IT++<sp/>format<sp/>to<sp/>Matlab<sp/>format<sp/>for<sp/>output</highlight><highlight class="normal"></highlight></codeline> |
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| 148 | <codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec2mxArray<sp/>(<sp/>th,<sp/>output[0]<sp/>);</highlight></codeline> |
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| 149 | <codeline lineno="35"><highlight class="normal"></highlight></codeline> |
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| 150 | <codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(<sp/>n_output>1<sp/>)<sp/>{</highlight></codeline> |
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| 151 | <codeline lineno="37"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">double</highlight><highlight class="normal"><sp/>ll=Ar._tll();</highlight></codeline> |
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| 152 | <codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>output[1]<sp/>=<sp/>mxCreateDoubleMatrix<sp/>(<sp/>1,1,<sp/>mxREAL<sp/>);</highlight></codeline> |
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| 153 | <codeline lineno="39"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>double2mxArray<sp/>(<sp/>ll,<sp/>output[1]<sp/>);</highlight></codeline> |
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| 154 | <codeline lineno="40"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 155 | <codeline lineno="41"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight></codeline> |
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| 156 | <codeline lineno="42"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(<sp/>n_output>2<sp/>)<sp/>{</highlight></codeline> |
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| 157 | <codeline lineno="43"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ivec<sp/><ref refid="classstr" kindref="compound" tooltip="Structure of RV (used internally).">str</ref><sp/>=<sp/>Ar.structure_est<sp/>(<sp/><ref refid="classegiw" kindref="compound" tooltip="Gauss-inverse-Wishart density stored in LD form.">egiw</ref><sp/>(<sp/>thr,V0,nu0<sp/>)<sp/>);</highlight></codeline> |
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| 158 | <codeline lineno="44"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>output[2]<sp/>=<sp/>mxCreateDoubleMatrix<sp/>(<sp/>1,str.length(),<sp/>mxREAL<sp/>);</highlight></codeline> |
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| 159 | <codeline lineno="45"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>ivec2mxArray<sp/>(<sp/>str,<sp/>output[2]<sp/>);</highlight></codeline> |
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| 160 | <codeline lineno="46"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline> |
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| 161 | <codeline lineno="47"><highlight class="normal">}</highlight></codeline> |
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| 162 | </programlisting> |
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| 163 | <location file="/home/smidl/work/git/mixpp/matlab/mex/arx.cpp"/> |
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| 164 | </compounddef> |
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| 165 | </doxygen> |
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