Changeset 700 for applications

Timestamp:

11/04/09 22:54:58 (15 years ago)

Author:

smidl

Message:

Making tutorial/userguide example work again (changes of mpdf and bayes)

Location:

applications

Files:

• bdmtoolbox/mex/epdf2mpdf.m (deleted)
• bdmtoolbox/mex/estimator.cpp (modified) (3 diffs)
• bdmtoolbox/mex/merger.cpp (modified) (1 diff)
• bdmtoolbox/mex/simulator.cpp (modified) (2 diffs)
• bdmtoolbox/tutorial/merging/pdfs.m (modified) (1 diff)
• bdmtoolbox/tutorial/userguide/arx_basic_example.m (modified) (2 diffs)
• bdmtoolbox/tutorial/userguide/arx_selection_example.m (modified) (2 diffs)
• bdmtoolbox/tutorial/userguide/epdfds_example.m (modified) (1 diff)
• bdmtoolbox/tutorial/userguide/frg_estim.m (modified) (3 diffs)
• bdmtoolbox/tutorial/userguide/pdfds_example.m (moved) (moved from applications/bdmtoolbox/tutorial/userguide/mpdfds_example.m) (2 diffs)
• pmsm/filters.h (modified) (2 diffs)

applications/bdmtoolbox/mex/estimator.cpp

@@ -48 +48 @@
  */
 
-#include "estim/arx.h"
-#include "stat/emix.h"
-#include "base/datasources.h"
-#include "base/loggers.h"
-#include "estim/particles.h"
-#include "estim/kalman.h"
+#include <estim/arx.h>
+#include <stat/emix.h>
+#include <base/datasources.h>
+#include <base/loggers.h>
+#include <estim/particles.h>
+#include <estim/kalman.h>
 
 //#include "mex_datasource.h"
@@ -61 +61 @@
 #ifdef MEX
 #include <itpp/itmex.h>
-#include "mex/mex_BM.h"
-#include "mex/mex_logger.h"
-#include "mex/mex_datasource.h"
+#include <mex/mex_BM.h>
+#include <mex/mex_logger.h>
+#include <mex/mex_datasource.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {
@@ -120 +120 @@
         Array<shared_ptr<BM> > Es;
         UI::get ( Es,Cfg, "estimators" );
-        long Ndat=10;
+        int Ndat=10;
         if ( Cfg.exists ( "experiment" ) ) {
-                if ( Cfg.lookupValue ( "experiment.ndat",Ndat ) ) {
+                if ( Cfg.getRoot().lookupValue ( "experiment.ndat",Ndat ) ) {
                         bdm_assert ( Ndat<=Ds->max_length(), "Data source has less data then required" );
                 };

applications/bdmtoolbox/mex/merger.cpp

@@ -58 +58 @@
 #endif
         // Sources
-        Array<shared_ptr<mpdf> >  Sources;
+        Array<shared_ptr<pdf> >  Sources;
         UI::get(Sources, Cfg, "Sources", UI::compulsory);
         shared_ptr<merger_base> Merger = UI::build<merger_base> ( Cfg, "Merger" );

applications/bdmtoolbox/mex/simulator.cpp

@@ -39 +39 @@
  */
 
-#include "estim/arx.h"
-#include "stat/emix.h"
-#include "base/datasources.h"
-#include "base/loggers.h"
+#include <estim/arx.h>
+#include <stat/emix.h>
+#include <base/datasources.h>
+#include <base/loggers.h>
 
 //#include "mex_datasource.h"
@@ -104 +104 @@
 
         shared_ptr<DS> Ds = UI::build<DS> ( Cfg, "system" );
-        long Ndat=10;
+        int Ndat=10;
         if ( Cfg.exists ( "experiment" ) ) {
                 if ( Cfg.lookupValue ( "experiment.ndat",Ndat ) ) {

applications/bdmtoolbox/tutorial/merging/pdfs.m

@@ -38 +38 @@
     'rv', ab);
 Gb_a=struct('class','mgamma',  'beta',2,  'k',1,  'rv',b,  'rvc',a); % f(b|a)
-Ga_ =struct('class','mepdf','epdf',Ga); % convert f(a) to f(a|)
-Gba = struct('class','mprod',  'mpdfs',{{Gb_a,Ga_}});
+Gba = struct('class','mprod',  'pdfs',{{Gb_a,Ga}});
 
 pd.Ga=Ga;

applications/bdmtoolbox/tutorial/userguide/arx_basic_example.m

@@ -1 +1 @@
 % load data created by the MpdfDS_example
-load mpdfds_results
+load pdfds_results
 
 DS.class   = 'MemDS';
@@ -17 +17 @@
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 % plot results
-ndat = size(M.u,1);
+ndat = size(M.DS_u,1);
 
 subplot(1,2,1);
 hold off
-plot((true_theta' *ones(1,ndat))','-.');
-title(' Regression parameters \theta')
-hold on
-plot(M.mean_theta(1:ndat,:));
-co = get(gca,'ColorOrder');
-for i=1:size(M.mean_theta,2)
-    ind =1:10:ndat;
-    h=errorbar(ind,M.mean_theta(ind,i),...
-    M.mean_theta(ind,i)-M.lb_theta(ind,i),M.mean_theta(ind,i)-M.ub_theta(ind,i),'.');
-    set(h,'color',co(i,:));
-end
-
+plotestimates(true_theta, ...
+    M.Est0_apost_mean_theta, ...
+    M.Est0_apost_lb_theta, ...
+    M.Est0_apost_ub_theta);
 set(gca,'YLim',[-1.5,1]);
 
 subplot(1,2,2);
 hold off
-plot(true_R*ones(1,ndat),'-.');
+plotestimates(true_R, ...
+    M.Est0_apost_mean_r, ...
+    M.Est0_apost_lb_r, ...
+    M.Est0_apost_ub_r);
+
 title('Variance parameters r')
-hold on
-plot(M.mean_r(1:ndat,:));
-co = get(gca,'ColorOrder');
-ind =1:10:ndat;
-for i=1:size(M.mean_r, 2)
-    h=errorbar(ind,M.mean_r(ind,i),...
-    M.mean_r(ind,i)-M.lb_r(ind,i),M.mean_r(ind,i)-M.ub_r(ind,i),'.');
-    set(h,'color',co(i,:));
-end

applications/bdmtoolbox/tutorial/userguide/arx_selection_example.m

@@ -1 +1 @@
 % load data created by the MpdfDS_example
-load mpdfds_results
+load pdfds_results
 
 DS.class   = 'MemDS';
@@ -30 +30 @@
 
 %%%% Process results
-lls = [sum(M.A1ll) sum(M.A2ll) sum(M.A3ll)]
+lls = [sum(M.A1_ll_ll) sum(M.A2_ll_ll) sum(M.A3_ll_ll)]
 
 ells=exp(lls-max(lls));

applications/bdmtoolbox/tutorial/userguide/epdfds_example.m

@@ -12 +12 @@
 M=simulator(DS,experiment);
 
-M.a
+M.DS_a

applications/bdmtoolbox/tutorial/userguide/frg_estim.m

@@ -17 +17 @@
 %%%%%% Random walk on frg - Dirichlet 
 phi_pdf.class = 'mDirich';         % random walk on coefficient phi
-phi_pdf.rv    = RV('phi',2);       % 2D random walk - frg is the first element
+phi_pdf.rv    = RV({'phi','1_phi'});       % 2D random walk - frg is the first element
 phi_pdf.k     = 0.01;              % width of the random walk
 phi_pdf.betac = [0.01 0.01];       % stabilizing elememnt of random walk
@@ -26 +26 @@
 E.parameter_pdf = phi_pdf;         % Random walk is the parameter evolution model
 E.res_threshold = 1.0;             % resampling parameter
-E.n = 20;                          % number of particles
+E.n = 10;                          % number of particles
 E.prior.class = 'eDirich';         % prior on non-linear part
 E.prior.beta  = [2 1]; % 
@@ -36 +36 @@
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 % plot results
-ndat = size(M.u,1);
+ndat = size(M.DS_u,1);
 
 figure(1);
 subplot(2,2,1);
-plotestimates(true_theta, M.MPFmean_theta, M.MPFlb_theta, M.MPFub_theta);
+plotestimates(true_theta, M.MPF_apost_mean_theta, M.MPF_apost_lb_theta, M.MPF_apost_ub_theta);
 title(' Regression parameters \theta')
 set(gca,'YLim',[-1.5,1]);
 
 subplot(2,2,2);
-plotestimates(true_R, M.MPFmean_r,M.MPFlb_r,M.MPFub_r);
+plotestimates(true_R, M.MPF_apost_mean_r,M.MPF_apost_lb_r,M.MPF_apost_ub_r);
 title('Variance parameters r')
 
 subplot(2,2,3);
-plotestimates(1, M.MPFmean_phi(:,1),M.MPFlb_phi(:,1),M.MPFub_phi(:,1));
+plotestimates(1, M.MPF_apost_mean_phi(:,1),M.MPF_apost_lb_phi(:,1),M.MPF_apost_ub_phi(:,1));
 title('Forgetting factor')
 

applications/bdmtoolbox/tutorial/userguide/pdfds_example.m

@@ -20 +20 @@
 DS.class = 'MpdfDS';
 DS.mpdf.class  = 'mprod';
-DS.mpdf.mpdfs  = {fy, epdf2mpdf(fu)};
+DS.mpdf.mpdfs  = {fy, fu};
 DS.init_rv = RVtimes([y,y,y], [-1,-2,-3]);
 DS.init_values = [0.1, 0.2, 0.3];
@@ -30 +30 @@
 
 %%% store results
-Data=[M.y'; M.u'];
+Data=[M.DS_y'; M.DS_u'];
 drv = RVjoin([y,u]);
 true_theta=[fy.A fy.const]; 

applications/pmsm/filters.h

@@ -19 +19 @@
 
 //! modelling theta as normal random walk with 2pi correction
-        class rwtheta: public mpdf_internal<enorm<fsqmat> > {
+        class rwtheta: public pdf_internal<enorm<fsqmat> > {
                 double om_hat_dt;
                 double om_var;
@@ -120 +120 @@
                 pf->prior_from_set ( set );
                 pf->resmethod_from_set ( set );
-                pf->set_model ( rwt,new mpdf() );
+                pf->set_model ( rwt,new pdf() );
 
                 shared_ptr<RV> rv = UI::build<RV> ( set, "rv", UI::optional );