Changeset 135 for matlab

Timestamp:

07/25/08 15:04:05 (16 years ago)

Author:

smidl

Message:

oprava simulatoru

Files:

• matlab/mex/linefit2.cpp (modified) (2 diffs)

matlab/mex/linefit2.cpp

@@ -12 +12 @@
         // Convert input variables to IT++ format
         mat Data = mxArray2mat ( input[0] );
-        if (Data.rows()!=2)
-                { if (Data.cols()==2) Data=Data.T(); else mexErrMsgTxt("Data are not 2D!");}
+        if ( Data.rows() !=2 )
+                { if ( Data.cols() ==2 ) Data=Data.T(); else mexErrMsgTxt ( "Data are not 2D!" );}
         int ilow = mxArray2int ( input[1] )-1;
         int ihi = mxArray2int ( input[2] )-1; //coreection for different indeces
@@ -20 +20 @@
         // ------------------ Start of routine ---------------------------
         int ndat=Data.cols();
-        int npsi=Data.rows()+1; //add a constant
+        int npsi=Data.rows() +1; //add a constant
         RV thr ( "1","{ theta_r }",vec_1 ( npsi ),vec_1 ( 0 ) );
 
-        mat V0=1e-8*eye ( npsi ); V0 ( 0,0 ) =10.0;
-        vec rgr(npsi);
-        double nu0=2;
+        mat V0=1e-8*eye ( npsi ); V0 ( 0,0 ) =1e-4;
+        vec rgr ( npsi );
+        double nu0=0.1;
         // fitting a linear part => third coef is "1"
-        rgr(2) = 1.0;
+        rgr ( 2 ) = 1.0;
 
         // RESULTS
-        mat Tlls=zeros(ihi,ihi);
+        mat Tlls=zeros ( ihi+1,ihi+1);
         // AR model
         ARX Ar ( thr,V0,nu0 );
 
         //Initialize
-        for (int i=ilow; i<ihi; i++) {
-                rgr.set_subvector(0,Data.get_col ( i ));
-                Ar.bayes(rgr);
+        for ( int i=ilow+2; i<ihi-2; i++ ) {
+                rgr.set_subvector ( 0,Data.get_col ( i ) );
+                Ar.bayes ( rgr );
         }
-        Ar.get_parameters(V0,nu0);
-        V0 /=V0(1,1);
-        nu0=3;
-        Ar.set_parameters(V0,nu0);
-                
         // FLATTEN
-        for (int i=ilow; i<ihi; i++) {
-                Ar.set_parameters(V0,nu0);
-                for (int t=i+1; t<ihi; t++) {
-                        rgr.set_subvector(0,Data.get_col ( t ));
-                        Ar.bayes(rgr);
-                        Tlls(i,t)=Ar._tll();
+/*      Ar.get_parameters ( V0,nu0 );
+        V0 *=1.0/nu0/10000.; // same flattening factor as for nu0
+        nu0=1./10000.;*/
+        Ar.set_parameters ( V0,nu0 );
+
+        for ( int i=ilow; i<=ihi; i++ ) {
+                Ar.set_parameters ( V0,nu0 );
+                for ( int t=i; t<=ihi; t++ ) {
+                        rgr.set_subvector ( 0,Data.get_col ( t ) );
+                        Ar.bayes ( rgr );
+                        Tlls ( i,t ) =Ar._tll();
                 }
         }
 
-        max_index(Tlls,ilow,ihi);
+        max_index ( Tlls,ilow,ihi );
 
         // ------------------ End of routine -----------------------------
 
         output[0] = mxCreateDoubleMatrix ( 2,1, mxREAL );
-        ivec2mxArray (vec_2(ilow+1,ihi+1) , output[0] );
+        ivec2mxArray ( vec_2 ( ilow+1,ihi+1 ) , output[0] );
 
         if ( n_output>1 ) {
-        // Create output vectors
-        output[1] = mxCreateDoubleMatrix ( Tlls.rows(),Tlls.cols(), mxREAL );
-        // Convert the IT++ format to Matlab format for output
-        mat2mxArray ( Tlls, output[1] );
+                // Create output vectors
+                output[1] = mxCreateDoubleMatrix ( Tlls.rows(),Tlls.cols(), mxREAL );
+                // Convert the IT++ format to Matlab format for output
+                mat2mxArray ( Tlls, output[1] );
         }
-        
+
+        if ( n_output>2 ) {
+                Ar.set_parameters ( V0,nu0 );
+                // Redo Ar for given points
+                for ( int i=ilow; i<=ihi; i++ ) {
+                        rgr.set_subvector ( 0,Data.get_col ( i ) );
+                        Ar.bayes ( rgr );
+                }
+
+                // Create output vectors
+                output[2] = mxCreateDoubleMatrix ( 3,1, mxREAL );
+                // Convert the IT++ format to Matlab format for output
+//              mat2mxArray ( Ar._epdf().mean(), output[2] );
+                mat2mxArray ( Ar._epdf().mean(), output[2] );
+        }
+
 }