root/library/mex/estimator.cpp @ 313

#include <itpp/itmex.h>

#include <stat/libDS_ui.h>
#include <estim/arx_ui.h>

#include "mexlog.h"
#include "mexds.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
        string fname;
        if (n_input>0){
                fname=mxArray2string(input[0]);
        } else {
                fname = "UIArxDS_test.cfg";
        }
        // ------------------ 
        
        printf("name: %s", fname.c_str());
        UIFile F ( fname.c_str());

        logger* L;
        ArxDS * DS;
        BM* E;
        int Ndat;

        try {
                UIbuild ( F.lookup ( "logger" ),L );
                UIbuild ( F.lookup ( "system" ),DS );
                F.lookupValue ( "experiment.ndat",Ndat );
                UIbuild ( F.lookup ( "estimator" ),E );
        }
        catch UICATCH;

        DS->log_add ( *L );
        int L_est= L->add ( E->posterior()._rv(), "est" ); // estimate
        int L_lb = L->add ( E->posterior()._rv(), "lb" ); // lower bound
        int L_ub = L->add ( E->posterior()._rv(), "ub" ); // upper bound
        L->init();

        vec dt=zeros ( DS->_drv()._dsize() );   //data variable
        datalink dl ( E->_drv(),DS->_drv() ); //datalink between a datasource and estimator

        for ( int tK=1;tK<Ndat;tK++ ) {
                DS->step();                                                     // simulator step
                DS->getdata ( dt );                                     // read data
                E->bayes ( dl.pushdown ( dt ) );                // update estimates

                DS->logit ( *L );
                L->logit ( L_est, E->posterior().mean() );
                L->logit ( L_lb,  E->posterior().mean()-2*sqrt ( E->posterior().variance() ) );
                L->logit ( L_ub,  E->posterior().mean() +2*sqrt ( E->posterior().variance() ) );

                L->step();
        }

        L->finalize();

        // ------------------ End of routine -----------------------------
        
        mexlog* mL=dynamic_cast<mexlog*>(L);

        if (mL) { // user wants output!!
                if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" );
                output[0] = mL->toCell();
        }
        
        ///////
        delete L;
        delete DS;
        delete E;
}