[293] | 1 | #include <itpp/itmex.h> |
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| 2 | |
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| 3 | #include <stat/libDS_ui.h> |
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| 4 | #include <estim/arx_ui.h> |
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| 5 | |
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| 6 | #include "mexlog.h" |
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[313] | 7 | #include "mexds.h" |
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[293] | 8 | |
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| 9 | using namespace bdm; |
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| 10 | |
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| 11 | void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) { |
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| 12 | // Check the number of inputs and output arguments |
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| 13 | string fname; |
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| 14 | if (n_input>0){ |
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| 15 | fname=mxArray2string(input[0]); |
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| 16 | } else { |
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| 17 | fname = "UIArxDS_test.cfg"; |
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| 18 | } |
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| 19 | // ------------------ |
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| 20 | |
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| 21 | printf("name: %s", fname.c_str()); |
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| 22 | UIFile F ( fname.c_str()); |
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| 23 | |
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| 24 | logger* L; |
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| 25 | ArxDS * DS; |
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| 26 | BM* E; |
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| 27 | int Ndat; |
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| 28 | |
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| 29 | try { |
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| 30 | UIbuild ( F.lookup ( "logger" ),L ); |
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| 31 | UIbuild ( F.lookup ( "system" ),DS ); |
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| 32 | F.lookupValue ( "experiment.ndat",Ndat ); |
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| 33 | UIbuild ( F.lookup ( "estimator" ),E ); |
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| 34 | } |
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[304] | 35 | catch UICATCH; |
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[293] | 36 | |
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| 37 | DS->log_add ( *L ); |
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| 38 | int L_est= L->add ( E->posterior()._rv(), "est" ); // estimate |
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| 39 | int L_lb = L->add ( E->posterior()._rv(), "lb" ); // lower bound |
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| 40 | int L_ub = L->add ( E->posterior()._rv(), "ub" ); // upper bound |
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| 41 | L->init(); |
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| 42 | |
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| 43 | vec dt=zeros ( DS->_drv()._dsize() ); //data variable |
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| 44 | datalink dl ( E->_drv(),DS->_drv() ); //datalink between a datasource and estimator |
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| 45 | |
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| 46 | for ( int tK=1;tK<Ndat;tK++ ) { |
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| 47 | DS->step(); // simulator step |
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| 48 | DS->getdata ( dt ); // read data |
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| 49 | E->bayes ( dl.pushdown ( dt ) ); // update estimates |
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| 50 | |
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| 51 | DS->logit ( *L ); |
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| 52 | L->logit ( L_est, E->posterior().mean() ); |
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| 53 | L->logit ( L_lb, E->posterior().mean()-2*sqrt ( E->posterior().variance() ) ); |
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| 54 | L->logit ( L_ub, E->posterior().mean() +2*sqrt ( E->posterior().variance() ) ); |
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| 55 | |
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| 56 | L->step(); |
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| 57 | } |
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| 58 | |
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| 59 | L->finalize(); |
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| 60 | |
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| 61 | // ------------------ End of routine ----------------------------- |
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| 62 | |
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| 63 | mexlog* mL=dynamic_cast<mexlog*>(L); |
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| 64 | |
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| 65 | if (mL) { // user wants output!! |
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| 66 | if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" ); |
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| 67 | output[0] = mL->toCell(); |
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| 68 | } |
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| 69 | |
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| 70 | /////// |
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| 71 | delete L; |
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| 72 | delete DS; |
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| 73 | delete E; |
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| 74 | } |
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