root/library/bdm/mex/mex_BM.h @ 863

#include <estim/arx.h>
#include <itpp/itmex.h>
#include "mex_parser.h"

namespace bdm {
/*!
* \brief Wrapper of BM mapping BM's methods to matlab functions

The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indices \c rowid and \c delays.

The data can be loaded from a file.
*/

using namespace bdm;

//! epdf with functions implemented in matlab
class mexEpdf: public epdf {
protected:
        //! prefix of matlab functions
        string name;
        //! pointer to storage structure
        mxArray *data;
public:
        mexEpdf() {};
        void from_setting ( const Setting &S )  {
                UIFile conf( ( const char * ) S["name"] );
                data = UImxArray::create_mxArray( conf );
                //mexCallMATLAB(1, &data, 0, 0, (name+"_new").c_str());
                //TODO (future...):
                //mxArray * init_data = setting2mxarray S["init_data"];
                //mexCallMATLAB(1, &data, 1, &init_data, name+"_from_setting");
                //delete init_data;
        }
        vec mean() const {
                mxArray *tmp;
                string fname = name + "_mean";
                mexCallMATLAB ( 1, &tmp, 1, ( mxArray ** ) &data, fname.c_str() );
                return mxArray2vec ( tmp );
        }

        virtual vec sample() const NOT_IMPLEMENTED(0);

        virtual double evallog ( const vec &val ) const NOT_IMPLEMENTED(0);
        
        virtual vec variance() const NOT_IMPLEMENTED(0);
};
UIREGISTER ( mexEpdf );

//! BM with functions implemented in matlab
class mexBM: public BM {
protected :
        //! prefix of matlab functions
        string name;
        //! internal estimator
        mexEpdf est;
        //! mxArray with attributes of this object
        mxArray *data;
public:
        mexBM() {}

        //! duplicate internal data pointer?
        mxArray *get_data() {
                //mexCallMATLAB(0, NULL, 1, &data, "dump");
                return mxDuplicateArray ( data );
        }

        void from_setting ( const Setting &S )  {
                BM::from_setting ( S );

                UIFile conf( ( const char * ) S["name"] );
                data = UImxArray::create_mxArray( conf );

                //string fname = name+"_new";
                //mexCallMATLAB(1, &data, 0, 0, (name+"_new").c_str());
                //the following works as long as the posterior is the
                //only member object there could be a structure of
                //member objects in the setting and a for cycle over
                //all of them right here in the code
                Setting &posterior = S["posterior"];
                est.from_setting ( posterior );
        }
        void bayes ( const vec &yt, const vec &cond )  {
                //void bayes()  {
                mxArray *tmp, *old;
                mxArray *in[2];
                in[0] = data;
                in[1] = mxCreateDoubleMatrix ( yt.size(), 1, mxREAL );
                vec2mxArray ( yt, in[1] );
                mexCallMATLAB ( 1, &tmp, 2, in, ( name + "_bayes" ).c_str() );
                old = data;
                data = mxDuplicateArray ( tmp );
                if ( old ) mxDestroyArray ( old );
                if ( tmp ) mxDestroyArray ( tmp );
                //mexCallMATLAB(0, NULL, 1, &data, "dump");
        }
        //! return correctly typed posterior (covariant return)
        const mexEpdf& posterior() const  {
                return est;
        } //tohle by melo zustat!!

};
UIREGISTER ( mexBM );

}