Changeset 943

Timestamp:

05/16/10 23:13:02 (15 years ago)

Author:

smidl

Message:

syntax of epredictor

Files:

• applications/bdmtoolbox/mex/epdf_covariance.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/epdf_evallog_mat.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/epdf_marginal.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/epdf_mean.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/epdf_sample_mat.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/epdf_variance.cpp (modified) (1 diff)
• applications/bdmtoolbox/mex/mexPdf.h (deleted)
• applications/bdmtoolbox/mex/mex_classes/mexBM.m (modified) (1 diff)
• applications/bdmtoolbox/mex/mex_classes/mexEpdf.m (modified) (3 diffs)
• applications/bdmtoolbox/tutorial/userguide/epdfds_example.m (modified) (2 diffs)
• library/bdm/base/bdmbase.h (modified) (1 diff)
• library/bdm/estim/mixtures.cpp (modified) (1 diff)
• library/bdm/estim/mixtures.h (modified) (1 diff)
• library/bdm/mex/mex_BM.h (modified) (1 diff)

applications/bdmtoolbox/mex/epdf_covariance.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/epdf_evallog_mat.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/epdf_marginal.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/epdf_mean.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/epdf_sample_mat.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/epdf_variance.cpp

@@ -12 +12 @@
 #ifdef MEX
 #include <mex/mex_parser.h>
-#include "mexPdf.h"
+#include <mex/mex_pdf.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {

applications/bdmtoolbox/mex/mex_classes/mexBM.m

@@ -8 +8 @@
     methods
         function validate(p)
-            if size(p.mu)<1 & (size(p.b)<1)
-                error('incompatible mu and b');
-            end
+                    % checks if all paramateres match
         end
         function dims=dimensions(p)
             %please fill
-            [size_of_posterior size_of_data size_of_condition]
+            %dims = [size_of_posterior size_of_data size_of_condition]
+            dims = [0,0,0] %
         end
         function obj=bayes(obj,dt,cond)
             % transform old estimate into new estimate
         end
-        function p=posterior(obj)
+        function p=epredictor(obj,cond)
             % return posterior density
         end

applications/bdmtoolbox/mex/mex_classes/mexEpdf.m

@@ -1 +1 @@
 classdef mexEpdf
     properties
-            rv = RV; %empty description add some valid RV when needed
+            rv=RV; %empty description add some valid RV when needed
     end
     methods
@@ -19 +19 @@
             error('define how to evaluate log of this density at point x')
         end
+        
+        %%% default function %%%
+        
         function l=evallog_nn(p,x)
             % define how to evaluate non-normalized log of this density at point x
@@ -24 +27 @@
             evallog(p,x);
         end
-
+                  function r=get_rv(p)
+                        r=p.rv;
+          end
     end
 end

applications/bdmtoolbox/tutorial/userguide/epdfds_example.m

@@ -4 +4 @@
 U.high  = 1;
 U.low = -1;
-U.rv.class='RV';
-U.rv.names={'a'};
+U.rv = RV('a',1);
+
+f.class = 'mexEpdf';
+f.object = mexLaplace;
+f.object.mu =12;
+f.object.b = 1;
+f.object.rv = RV('b',1);
+
 
 DS.class='EpdfDS';
-DS.epdf =U;
+DS.epdf =f; %U
 
 experiment.ndat=10;
@@ -14 +20 @@
 M=simulator(DS,experiment);
 
-M.DS_dt_a
+M.DS_dt_b

library/bdm/base/bdmbase.h

@@ -1176 +1176 @@
 
         //!Constructs a predictive density \f$ f(d_{t+1} |d_{t}, \ldots d_{0}) \f$
-        virtual epdf* epredictor() const NOT_IMPLEMENTED(NULL);
+        virtual epdf* epredictor(const vec &cond=vec()) const NOT_IMPLEMENTED(NULL);
 
         //!Constructs conditional density of 1-step ahead predictor \f$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) \f$

library/bdm/estim/mixtures.cpp

@@ -137 +137 @@
 }
 
-emix* MixEF::epredictor ( ) const {
+emix* MixEF::epredictor ( const vec &vec) const {
         Array<shared_ptr<epdf> > pC ( n );
         for ( int i = 0; i < n; i++ ) {

library/bdm/estim/mixtures.h

@@ -107 +107 @@
         }
 
-        emix* epredictor() const;
+        emix* epredictor(const vec &cond=vec()) const;
         //! Flatten the density as if it was not estimated from the data
         void flatten ( const BMEF* M2 );

library/bdm/mex/mex_BM.h

@@ -1 @@
-#include <estim/arx.h>
-#include <itpp/itmex.h>
-#include "mex_parser.h"
-
-namespace bdm {
-/*!
-* \brief Wrapper of BM mapping BM's methods to matlab functions
-
-The data are stored in an internal matrix \c Data . Each column of Data corresponds to one discrete time observation \f$t\f$. Access to this matrix is via indices \c rowid and \c delays.
-
-The data can be loaded from a file.
-*/
-
-using namespace bdm;
-
-//! epdf with functions implemented in matlab
-class mexEpdf: public epdf {
-protected:
-        //! prefix of matlab functions
-        string name;
-        //! pointer to storage structure
-        mxArray *data;
-public:
-        mexEpdf() {};
-        void from_setting ( const Setting &S )  {
-                UIFile conf( ( const char * ) S["name"] );
-                data = UImxArray::create_mxArray( conf );
-                //mexCallMATLAB(1, &data, 0, 0, (name+"_new").c_str());
-                //TODO (future...):
-                //mxArray * init_data = setting2mxarray S["init_data"];
-                //mexCallMATLAB(1, &data, 1, &init_data, name+"_from_setting");
-                //delete init_data;
-        }
-        vec mean() const {
-                mxArray *tmp;
-                string fname = name + "_mean";
-                mexCallMATLAB ( 1, &tmp, 1, ( mxArray ** ) &data, fname.c_str() );
-                return mxArray2vec ( tmp );
-        }
-
-        virtual vec sample() const NOT_IMPLEMENTED(0);
-
-        virtual double evallog ( const vec &val ) const NOT_IMPLEMENTED(0);
-        
-        virtual vec variance() const NOT_IMPLEMENTED(0);
+#include <mex/mex_parser.h>
+#include <mex/mex_pdf.h>
+class mexBM: public BM{
+        protected:
+                mxArray *data;
+                mexEpdf est;
+        public:
+                mexBM() {};
+                void from_setting(const Setting &S)  {
+                        Setting &So=S["object"];
+                        data = (mxArray*)long(So);
+                } 
+                void validate() {
+                        mexCallMATLAB(0, 0, 1, &data,  "validate");
+                        mxArray *tmp;
+                        mexCallMATLAB(1, &tmp, 1, &data, "dimensions");
+                        vec v=mxArray2vec(tmp);
+                        if (v.length()<3) {bdm_error("Three dimensions are expected in mexBM.dimensions");}
+                        set_dim(v(0));
+                        dimy = v(1);
+                        dimc = v(2);
+                }
+                void bayes(const vec &dt, const vec &cond) {
+                        mxArray *tmp;
+                        mxArray *in[3];
+                        in[0]=data;
+                        in[1]=mxCreateDoubleMatrix(dt.length(),1,mxREAL);
+                        vec2mxArray(dt,in[1]);
+                        in[2]=mxCreateDoubleMatrix(cond.length(),1,mxREAL);
+                        vec2mxArray(cond,in[2]);
+                        
+                        mexCallMATLAB(1, &tmp, 3, in, "bayes");
+                        if (data!=tmp){
+                                mxDestroyArray ( data );
+                                data = mxDuplicateArray ( tmp );
+                        }                       //
+                }
+                epdf* predictor(const vec &cond) const {
+                        mxArray *tmp;
+                        mxArray *in[3];
+                        in[0]=data;
+                        in[1]=mxCreateDoubleMatrix(cond.length(),1,mxREAL);
+                        vec2mxArray(cond,in[1]);
+                        
+                        mexCallMATLAB(1, &tmp, 3, in, "predictor");
+                        
+                        UImxArray uitmp(tmp);
+                        shared_ptr<epdf> pred = UI::build<epdf>(uitmp);
+                        return pred.get();
+                        //
+                }
+                const epdf& posterior() const {
+                        return est;
+                }
 };
-UIREGISTER ( mexEpdf );
-
-//! BM with functions implemented in matlab
-class mexBM: public BM {
-protected :
-        //! prefix of matlab functions
-        string name;
-        //! internal estimator
-        mexEpdf est;
-        //! mxArray with attributes of this object
-        mxArray *data;
-public:
-        mexBM() {}
-
-        //! duplicate internal data pointer?
-        mxArray *get_data() {
-                //mexCallMATLAB(0, NULL, 1, &data, "dump");
-                return mxDuplicateArray ( data );
-        }
-
-        void from_setting ( const Setting &S )  {
-                BM::from_setting ( S );
-
-                UIFile conf( ( const char * ) S["name"] );
-                data = UImxArray::create_mxArray( conf );
-
-                //string fname = name+"_new";
-                //mexCallMATLAB(1, &data, 0, 0, (name+"_new").c_str());
-                //the following works as long as the posterior is the
-                //only member object there could be a structure of
-                //member objects in the setting and a for cycle over
-                //all of them right here in the code
-                Setting &posterior = S["posterior"];
-                est.from_setting ( posterior );
-        }
-        void bayes ( const vec &yt, const vec &cond )  {
-                //void bayes()  {
-                mxArray *tmp, *old;
-                mxArray *in[2];
-                in[0] = data;
-                in[1] = mxCreateDoubleMatrix ( yt.size(), 1, mxREAL );
-                vec2mxArray ( yt, in[1] );
-                mexCallMATLAB ( 1, &tmp, 2, in, ( name + "_bayes" ).c_str() );
-                old = data;
-                data = mxDuplicateArray ( tmp );
-                if ( old ) mxDestroyArray ( old );
-                if ( tmp ) mxDestroyArray ( tmp );
-                //mexCallMATLAB(0, NULL, 1, &data, "dump");
-        }
-        //! return correctly typed posterior (covariant return)
-        const mexEpdf& posterior() const  {
-                return est;
-        } //tohle by melo zustat!!
-
-};
-UIREGISTER ( mexBM );
-
-}
+UIREGISTER(mexBM);