Changeset 412 for applications/bdmtoolbox/mex

Timestamp:

07/02/09 22:16:23 (16 years ago)

Author:

smidl

Message:

arx example for estimator workig

Location:

applications/bdmtoolbox/mex

Files:

• CMakeLists.txt (modified) (1 diff)
• estimator.cpp (modified) (3 diffs)

applications/bdmtoolbox/mex/CMakeLists.txt

@@ -1 @@
-IF(MEX_COMPILER)
 
 MEX(merger)
 EXEC(merger)
+
+MEX(estimator)
+EXEC(estimator)
+
 MEX(config2mxstruct)
 MEX(mxstruct2config)
-
-ENDIF(MEX_COMPILER)

applications/bdmtoolbox/mex/estimator.cpp

@@ -1 @@
-#include <itpp/itmex.h>
+/*!
+\file
+\brief Application Estimator
+
+The general task of estimation is defined on the following scheme:
+\dot
+digraph estimation{
+        node [shape=box];
+        {rank="same"; "Data Source"; "Bayesian Model"}
+        "Data Source" -> "Bayesian Model" [label="data"];
+        "Bayesian Model" -> "Result Logger" [label="estimated\n statistics"]; 
+        "Data Source" -> "Result Logger" [label="Simulated\n data"];
+}
+\enddot
+
+Here, 
+\li Data Source is an object (class DS) providing sequential data, \f$ [d_1, d_2, \ldots d_t] \f$.
+\li Bayesian Model is an object (class BM) performing Bayesian filtering,
+\li Result Logger is an object (class logger) dedicated to storing important data from the experiment.
+
+\section  cmd Command-line usage
+Execute command:
+\code
+$> estimator config_file.cfg
+\endcode
+
+Full description of the experiment is in the file config_file.cfg which is expected to have the following structure:
+\code
+system = {type = "DS_offspring", ...};      // definition of a data source
+estimator = {type = "BM_offspring", ...};   // definition of an estimator
+logger = {type = "logger_type",...};        // definition of a logger
+experiment = {ndat = 11000; };              // definition of number of data records
+\endcode
+
+The above description must be specialized to specific classes. See, \subpage arx_ui how to do it for estimation of an ARX model.
+
+\section ex Matlab usage
+Execute command:
+\code
+>> estimator('config_file.cfg');
+\endcode
+when using loggers storing results on hard drives, and
+\code
+>> Res=estimator('config_file.cfg');
+\endcode
+when using logger of the type \c "mex_logger". The results will be stored in structure \c M.
+
+ */
 
 #include "estim/arx.h"
-#include "stat/datasources.h"
-#include "stat/loggers.h"
-#include "mex_logger.h"
+#include "base/datasources.h"
+#include "base/loggers.h"
 
 //#include "mex_datasource.h"
@@ -10 +56 @@
 using namespace bdm;
 
+#ifdef MEX
+#include <itpp/itmex.h>
+#include "mex/mex_logger.h"
+#include "mex/mex_parser.h"
+
 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]);
+        if(n_input<3) mexErrMsgTxt("Usage:\n"  
+                "result=estimator(system, estimators, experiment, logger)\n"
+                "  system     = struct('class','datasource',...);  % Estimated system\n"
+                "  estimators = {struct('class','estimator',...),  % Estimators\n"
+                "                struct('class','estimator',...),...} \n"
+                "  experiment = struct('ndat',100);                % number of data in experiment \n"
+                "  === optional ==="
+                "  logger     = struct('class','mexlogger');       % How to store results, default=mexlog, i.e. matlab structure\n\n"
+                "see documentation of classes datasource, BM, and mexlogger and their offsprings in BDM.");
+        
+        UImxArray Cfg;
+        try{
+        Cfg.addGroup(input[0],"system");
+        Cfg.addList(input[1],"estimators");
+        Cfg.addGroup(input[2],"experiment");
+        if (n_input>3){
+                Cfg.addGroup(input[3],"logger");
+        }else{
+                // define logger as mexlog
+                Setting &S=Cfg.getRoot();
+                S.add("logger",Setting::TypeGroup);
+                S["logger"].add("class",Setting::TypeString);
+                S["logger"]["class"]="mexlog";
+                S["logger"].add("maxlen",Setting::TypeInt);
+                int maxlen;
+                S["experiment"].lookupValue("ndat",maxlen);
+                S["logger"]["maxlen"]=maxlen;
+        }
+        } catch(SettingException e){it_error("error: "+string(e.getPath()));}
+
+        //DBG
+        Cfg.writeFile("estimator.cfg");
+
+#else
+int main ( int argc, char* argv[] ) {
+        const char *fname;
+        if ( argc>1 ) {
+                fname = argv[1];
         } else {
-                fname = "UIArxDS_test.cfg";
+                fname="estimator.cfg";
         }
-        // ------------------ 
+        UIFile Cfg ( fname );
+#endif
         
-        printf("name: %s", fname.c_str());
-        UIFile F ( fname.c_str());
-
-        logger* L = UI::build<logger>( F, "logger");
-        ArxDS * DS = UI::build<ArxDS>( F, "system" );
-        BM* E = UI::build<BM>( F, "estimator" );
-        int Ndat = F.lookupValue ( "experiment.ndat",Ndat );
+        logger* L = UI::build<logger>( Cfg, "logger");
+        ArxDS * DS = UI::build<ArxDS>( Cfg, "system" );
+        Array<BM*> Es;  UI::get(Es,Cfg, "estimators" );
+        int Ndat;
+        Cfg.lookupValue ( "experiment.ndat",Ndat );
 
         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
+        string Ename;
+        Setting &S=Cfg;
+        for (int i=0; i<Es.length(); i++){
+                try{
+                        UI::get(Ename, S["estimators"][i], "name");
+                } catch (UIException e){
+                        Ename="Est"+num2str(i);
+                }
+                
+                Es(i)->log_add(*L,Ename); // estimate
+        }
         L->init();
 
         vec dt=zeros ( DS->_drv()._dsize() );   //data variable
-        datalink dl ( E->_drv(),DS->_drv() ); //datalink between a datasource and estimator
-
+        Array<datalink*> Dls(Es.length()); 
+        for (int i=0; i<Es.length(); i++){
+                Dls(i)=new datalink( Es(i)->_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() ) );
-
+                
+                for (int i=0; i<Es.length(); i++){
+                        Es(i)->bayes ( Dls(i)->pushdown ( dt ) );               // update estimates
+                        Es(i)->logit (*L);
+                }
                 L->step();
         }
 
         L->finalize();
+        // ------------------ End of routine -----------------------------
 
-        // ------------------ End of routine -----------------------------
-        
-        mex_logger* mL=dynamic_cast<mex_logger*>(L);
+#ifdef MEX
+        mexlog* mL=dynamic_cast<mexlog*>(L);
 
         if (mL) { // user wants output!!
@@ -60 +155 @@
                 output[0] = mL->toCell();
         }
-        
+#endif
         ///////
         delete L;
         delete DS;
-        delete E;
+        for (int i;i<Es.length();i++){delete Es(i);delete Dls(i);}
 }