26 | | // Check the number of inputs and output arguments |
27 | | if ( n_input<2 ) mexErrMsgTxt ( "Usage:\n" |
28 | | "[Res,estimators,Res2]=estimator(system, estimators, experiment, logger)\n" |
29 | | " system = struct('class','datasource',...); % Estimated system\n" |
30 | | " estimators = {struct('class','estimator',...), % Estimators\n" |
31 | | " struct('class','estimator',...),...} \n" |
32 | | " === optional ===" |
33 | | " experiment = struct('ndat',10); % number of data in experiment, full length of finite datasources, 10 otherwise \n" |
34 | | " logger = struct('class','mexlogger'); % How to store results, default=mexlog, i.e. matlab structure\n\n" |
35 | | "Output:\n" |
36 | | " Res Matlab structure with logged results, \n" |
37 | | " estimators Array of estimators updated with data \n" |
38 | | " Res2 When logfull log_level is on, this structure is filled with structures of posterior densities\n\n" |
39 | | "see documentation of classes datasource, BM, and mexlogger and their offsprings in BDM." ); |
| 26 | // Check the number of inputs and output arguments |
| 27 | if ( n_input<2 ) mexErrMsgTxt ( "Usage:\n" |
| 28 | "[Res,estimators,Res2]=estimator(system, estimators, experiment, logger)\n" |
| 29 | " system = struct('class','datasource',...); % Estimated system\n" |
| 30 | " estimators = {struct('class','estimator',...), % Estimators\n" |
| 31 | " struct('class','estimator',...),...} \n" |
| 32 | " === optional ===" |
| 33 | " experiment = struct('ndat',10); % number of data in experiment, full length of finite datasources, 10 otherwise \n" |
| 34 | " logger = struct('class','mexlogger'); % How to store results, default=mexlog, i.e. matlab structure\n\n" |
| 35 | "Output:\n" |
| 36 | " Res Matlab structure with logged results, \n" |
| 37 | " estimators Array of estimators updated with data \n" |
| 38 | " Res2 When logfull log_level is on, this structure is filled with structures of posterior densities\n\n" |
| 39 | "see documentation of classes datasource, BM, and mexlogger and their offsprings in BDM." ); |
41 | | RV::clear_all(); |
42 | | //CONFIG |
43 | | UImxArray F; |
44 | | try { |
45 | | F.addGroup ( input[0],"system" ); |
46 | | F.addList ( input[1],"estimators" ); |
47 | | if ( n_input>2 ) { |
48 | | F.addGroup ( input[2],"experiment" ); |
49 | | } |
50 | | if ( n_input>3 ) { |
51 | | F.addGroup ( input[3],"logger" ); |
52 | | } |
53 | | } catch ( SettingException e ) { |
54 | | it_error ( "error: "+string ( e.getPath() ) ); |
55 | | } |
| 41 | RV::clear_all(); |
| 42 | //CONFIG |
| 43 | UImxArray F; |
| 44 | try { |
| 45 | F.addGroup ( input[0],"system" ); |
| 46 | F.addList ( input[1],"estimators" ); |
| 47 | if ( n_input>2 ) { |
| 48 | F.addGroup ( input[2],"experiment" ); |
| 49 | } |
| 50 | if ( n_input>3 ) { |
| 51 | F.addGroup ( input[3],"logger" ); |
| 52 | } |
| 53 | } catch ( SettingException e ) { |
| 54 | it_error ( "error: "+string ( e.getPath() ) ); |
| 55 | } |
67 | | |
68 | | shared_ptr<logger> L = UI::build <logger>( F, "logger" ); |
69 | | shared_ptr<DS> pDS = UI::build<DS> ( F, "system" ); |
70 | | Array<shared_ptr<BM> > Es; // array of estimators |
71 | | UI::get( Es, F, "estimators" ); |
72 | | int nE = Es.length(); //number of estimators |
73 | | int Ndat; //number of data records |
74 | | F.lookupValue ( "experiment.ndat",Ndat ); |
75 | | |
76 | | if ( !L ) { |
77 | | #ifdef MEX |
78 | | //mex logger has only from_setting constructor - we have to fill it... |
79 | | L=new mexlog ( Ndat ); |
80 | | #else |
81 | | L=new stdlog(); |
82 | | #endif |
| 72 | |
| 73 | shared_ptr<logger> L = UI::build <logger>( F, "logger" ); |
| 74 | shared_ptr<DS> pDS = UI::build<DS> ( F, "system" ); |
| 75 | Array<shared_ptr<BM> > Es; // array of estimators |
| 76 | UI::get( Es, F, "estimators" ); |
| 77 | int nE = Es.length(); //number of estimators |
| 78 | int Ndat; //number of data records |
| 79 | F.lookupValue ( "experiment.ndat",Ndat ); |
| 80 | |
| 81 | if ( !L ) { |
| 82 | #ifdef MEX |
| 83 | //mex logger has only from_setting constructor - we have to fill it... |
| 84 | L=new mexlog ( Ndat ); |
| 85 | #else |
| 86 | L=new stdlog(); |
| 87 | #endif |
| 88 | } |
| 89 | pDS->log_register ( *L, "true" ); |
| 90 | string Ename; |
| 91 | for (int i=0; i<nE; i++) { |
| 92 | try { |
| 93 | UI::get ( Ename, F.getRoot()["estimators"][i], "name",UI::optional ); |
| 94 | } catch ( ...) { |
| 95 | Ename="Est"+num2str ( i ); |
| 96 | } |
| 97 | Es(i)->log_register(*L,Ename); // estimate |
| 98 | } |
| 99 | L->init(); |
| 100 | |
| 101 | vec dt=zeros ( pDS->_drv()._dsize() ); //data variable |
| 102 | Array<datalink*> Dls(nE); |
| 103 | Array<datalink*> Dlsc(nE); |
| 104 | Array<datalink_buffered*> Dls_buf (0); |
| 105 | for ( int i=0; i<Es.length(); i++ ) { |
| 106 | //check if they are properly named |
| 107 | bdm_assert(Es(i)->_yrv()._dsize() == Es(i)->dimensiony(), "Estimator["+num2str(i)+"] does not name yrv properly." |
| 108 | "size(yrv)="+num2str(Es(i)->_yrv()._dsize() ) + ", declared dimension of y="+num2str(Es(i)->dimensiony())); |
| 109 | bdm_assert(Es(i)->_rvc()._dsize() == Es(i)->dimensionc(), "Estimator["+num2str(i)+"] does not name rvc properly." |
| 110 | "size(rvc)="+num2str(Es(i)->_rvc()._dsize() ) + ", declared dimension of rvc="+num2str(Es(i)->dimensionc())); |
| 111 | //connect actual data |
| 112 | Dls ( i ) = new datalink ( Es ( i )->_yrv(),pDS->_drv() ); //datalink between a datasource and estimator |
| 113 | //connect data in condition |
| 114 | if (Es ( i )->_rvc().mint()<0) { |
| 115 | //delayed values are required |
| 116 | |
| 117 | //create delayed dl |
| 118 | int ith_buf=Dls_buf.size(); |
| 119 | Dls_buf.set_size( ith_buf + 1, true); |
| 120 | Dls_buf(ith_buf) = new datalink_buffered(); |
| 121 | //add dl to list of buffered DS |
| 122 | Dlsc(i) = Dls_buf(ith_buf); |
| 123 | Dlsc(i)->set_connection ( Es ( i )->_rvc(),pDS->_drv() ); //datalink between a datasource and estimator |
| 124 | |
| 125 | bdm_assert_debug(Dlsc(i)->_downsize() == Es ( i )->_rvc()._dsize(), "Data required by Est[" + num2str(i) + "], " + |
| 126 | Es(i)->_rvc().to_string() + ", are not available in DS drv:" + pDS->_drv().to_string();); |
| 127 | } else { |
| 128 | Dlsc ( i ) = new datalink ( Es ( i )->_rvc(),pDS->_drv() ); //datalink between a datasource and estimator |
| 129 | } |
| 130 | } |
| 131 | |
| 132 | // Main cycle |
| 133 | for ( int tK=1;tK<Ndat;tK++ ) { |
| 134 | // Data Source |
| 135 | pDS->getdata ( dt ); // read data |
| 136 | pDS->log_write (); |
| 137 | |
| 138 | // Estimators |
| 139 | for (int i=0; i<nE; i++) { |
| 140 | Es(i)->bayes ( Dls(i)->pushdown ( dt ), Dlsc(i)->pushdown(dt) ); // update estimates |
| 141 | |
| 142 | Es(i)->log_write (); |
| 143 | } |
| 144 | // Regulators |
| 145 | L->step(); |
| 146 | pDS->step(); // simulator step |
| 147 | for (int i=0; i<Dls_buf.length(); i++){ |
| 148 | Dls_buf(i)->store_data(dt); |
84 | | pDS->log_register ( *L, "true" ); |
85 | | string Ename; |
86 | | for (int i=0; i<nE; i++){ |
87 | | try { |
88 | | UI::get ( Ename, F.getRoot()["estimators"][i], "name",UI::optional ); |
89 | | } catch ( ...) { |
90 | | Ename="Est"+num2str ( i ); |
91 | | } |
92 | | Es(i)->log_register(*L,Ename); // estimate |
93 | | } |
94 | | L->init(); |
95 | | |
96 | | vec dt=zeros ( pDS->_drv()._dsize() ); //data variable |
97 | | Array<datalink*> Dls(nE); |
98 | | Array<datalink*> Dlsc(nE); |
99 | | for (int i=0; i<nE; i++){ |
100 | | Dls(i)=new datalink( Es(i)->_yrv(),pDS->_drv() ); //datalink between a datasource and estimator |
101 | | Dlsc(i)=new datalink( Es(i)->_rvc(),pDS->_drv() ); //datalink between a datasource and estimator |
102 | | } |
103 | | |
104 | | // Main cycle |
105 | | for ( int tK=1;tK<Ndat;tK++ ) { |
106 | | // Data Source |
107 | | pDS->step(); // simulator step |
108 | | pDS->getdata ( dt ); // read data |
109 | | pDS->log_write (); |
110 | | |
111 | | // Estimators |
112 | | for (int i=0; i<nE; i++){ |
113 | | Es(i)->bayes ( Dls(i)->pushdown ( dt ), Dlsc(i)->pushdown(dt) ); // update estimates |
114 | | |
115 | | Es(i)->log_write (); |
116 | | } |
117 | | // Regulators |
118 | | L->step(); |
125 | | if ( mL ) { // user wants output!! |
126 | | if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" ); |
127 | | output[0] = mL->toCell(); |
128 | | if (n_output>1){ // write estimators |
129 | | UImxArray Ests; |
130 | | UI::save(Es, Ests,"estimators"); |
131 | | output[1]=UImxArray::create_mxArray(Ests); |
132 | | } |
133 | | if (n_output>2) { |
134 | | mL->_setting_conf().setAutoConvert(true); |
135 | | output[2]= UImxArray::create_mxArray(mL->_setting_conf().getRoot()); |
136 | | } |
137 | | } |
| 156 | if ( mL ) { // user wants output!! |
| 157 | if ( n_output<1 ) mexErrMsgTxt ( "Wrong number of output variables!" ); |
| 158 | output[0] = mL->toCell(); |
| 159 | if (n_output>1) { // write estimators |
| 160 | UImxArray Ests; |
| 161 | UI::save(Es, Ests,"estimators"); |
| 162 | output[1]=UImxArray::create_mxArray(Ests); |
| 163 | } |
| 164 | if (n_output>2) { |
| 165 | mL->_setting_conf().setAutoConvert(true); |
| 166 | output[2]= UImxArray::create_mxArray(mL->_setting_conf().getRoot()); |
| 167 | } |
| 168 | } |