Changeset 631

Timestamp:

09/18/09 00:17:16 (15 years ago)

Author:

smidl

Message:

doc estimation + ARX corrections

Files:

• applications/bdmtoolbox/mex/estimator.cpp (modified) (1 diff)
• applications/bdmtoolbox/tutorial/userguide/RVjoin.m (modified) (1 diff)
• applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m (modified) (1 diff)
• applications/bdmtoolbox/tutorial/userguide/arx_selection_example.m (added)
• applications/bdmtoolbox/tutorial/userguide/mpdfds_example.m (modified) (1 diff)
• library/bdm/estim/arx.cpp (modified) (1 diff)
• library/bdm/estim/arx.h (modified) (1 diff)

applications/bdmtoolbox/mex/estimator.cpp

@@ -157 +157 @@
         Array<datalink_buffered*> Dls_buf (0);
         for ( int i=0; i<Es.length(); i++ ) {
-                if (Es ( i )->_drv().mint()<0){ //delayed values are required
+                if (Es ( i )->_drv().mint()<0){ 
+                        //delayed values are required
+                        
+                        //create delayed dl
+                        int ith_buf=Dls_buf.size();
+                        Dls_buf.set_size( ith_buf + 1, true);
+                        Dls_buf(ith_buf) = new datalink_buffered(); 
                         //add dl to list of buffered DS
-                        int ith_buf=Dls_buf.size();
-                        Dls_buf.set_size( ith_buf + 1);
-                        Dls_buf(ith_buf) = new datalink_buffered(); 
                         Dls(i) = Dls_buf(ith_buf);
                         Dls(i)->set_connection ( Es ( i )->_drv(),Ds->_drv() ); //datalink between a datasource and estimator

applications/bdmtoolbox/tutorial/userguide/RVjoin.m

@@ -7 +7 @@
 r.times=[];
 for i=1:length(rvs)
-    r.names={r.names{:} rvs{i}.names{:}};
-    r.sizes=[r.sizes rvs{i}.sizes];
-    r.times=[r.times rvs{i}.times];
+    r.names={r.names{:} rvs(i).names{:}};
+    r.sizes=[r.sizes rvs(i).sizes];
+    r.times=[r.times rvs(i).times];
 end

applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m

@@ -18 +18 @@
 % plot results
 ndat = size(M.u,1);
-true_theta=[fy.A fy.const]; 
-true_R=[fy.R]; 
 
 subplot(1,2,1);

applications/bdmtoolbox/tutorial/userguide/mpdfds_example.m

@@ -31 +31 @@
 %%% store results
 Data=[M.y'; M.u'];
-drv = RVjoin({y,u});
-save mpdfds_results Data drv y u
+drv = RVjoin([y,u]);
+true_theta=[fy.A fy.const]; 
+true_R=[fy.R]; 
+save mpdfds_results Data drv y u true_theta true_R

library/bdm/estim/arx.cpp

@@ -218 +218 @@
                 BM::set_options(opt);
         }
-        if (!UI::get(have_constant, set, "constant", UI::optional)){
+        int constant;
+        if (!UI::get(constant, set, "constant", UI::optional)){
                 have_constant=true;
+        } else {
+                have_constant=constant>0;
         }
         if (have_constant) {rgrlen++;_dt=ones(rgrlen+ylen);}

library/bdm/estim/arx.h

@@ -151 +151 @@
         rv    = RV({names_of_dt} )                 // description of output variables
         rgr   = RV({names_of_regressors}, [-1,-2]} // description of regressor variables
-        constant = true;                           // boolean switch if the constant term is modelled or not
+        constant = 1;                              // 0/1 switch if the constant term is modelled or not
 
         --- optional ---