Changeset 800

Timestamp:

01/31/10 22:14:14 (15 years ago)

Author:

smidl

Message:

new ARX model (allowing non-linear transformation)

Files:

• applications/bdmtoolbox/mex/estimator.cpp (modified) (1 diff)
• library/bdm/estim/arx.cpp (modified) (1 diff)
• library/bdm/math/functions.h (modified) (2 diffs)
• library/bdm/mex/mex_function.h (modified) (1 diff)
• library/bdm/stat/exp_family.h (modified) (1 diff)

applications/bdmtoolbox/mex/estimator.cpp

@@ -48 +48 @@
  */
 
-#include <estim/arx.h>
+#include <estim/arx_ext.h>
 #include <stat/emix.h>
 #include <base/datasources.h>

library/bdm/estim/arx.cpp

@@ -265 +265 @@
                 est.set_rv ( *rv_par );
         }
-        validate();
-}
-}
-
+        //validate();
+}
+}
+

library/bdm/math/functions.h

@@ -32 +32 @@
         constfn ( const vec &val0 ) : fnc(), val ( val0 ) {
                 dimy = val.length();
+                dimc = 0;
         };
 };
@@ -56 +57 @@
                 A = A0;
                 B = B0;
+        };
+        void from_setting(const Setting &set){
+                UI::get(A,set,"A",UI::compulsory);
+                UI::get(B,set,"B",UI::compulsory);
+        }
+        void validate(){
                 dimy = A.rows();
-        };
+                dimc = A.cols();
+        }
+        
 };
+UIREGISTER(linfn);
 
 

library/bdm/mex/mex_function.h

@@ -21 +21 @@
                                 mexCallMATLAB ( 1, &mxout, 1, &mxinp, fname.c_str() );
                                 
-                                bdm_assert(mxGetN(mxout)==dimension(), "vector length mismatch");
+                                bdm_assert(mxGetN(mxout)==uint(dimension()) || mxGetM(mxout)==uint(dimension()), "vector length mismatch");
                                 vec tmp=mxArray2vec(mxout);
                                 return tmp;

library/bdm/stat/exp_family.h

@@ -1719 +1719 @@
 void mgnorm<sq_T >::set_parameters ( const shared_ptr<fnc> &g0, const sq_T &R0 ) {
         g = g0;
+        this->dim = g->dimension();
+        this->dimc = g->dimensionc();
         this->iepdf.set_parameters ( zeros ( g->dimension() ), R0 );
 }