root/library/mex/arx1d.cpp @ 293

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

using namespace bdm;

void mexFunction(int n_output, mxArray *output[], int n_input, const mxArray *input[])
{
    // Check the number of inputs and output arguments
        if(n_output!=1) mexErrMsgTxt("Wrong number of output variables!");
        if(n_input!=2) mexErrMsgTxt("Usage: arx1d(ysize, Data)!");

    // Convert input variables to IT++ format
        int ysize = mxArray2int(input[0]);
        mat Data = mxArray2mat(input[1]);

    // ------------------ Start of routine ---------------------------
        ARX Ar;
        Ar.set_statistics(ysize, 1e-5*eye(Data.rows()) );
        Ar.bayesB(Data);
        // ------------------ End of routine -----------------------------

    // Create output vectors
        output[0] = mxCreateDoubleMatrix(1,Data.rows(), mxREAL);

    // Convert the IT++ format to Matlab format for output
        vec2mxArray(Ar.posterior().mean(), output[0]);
}