Changeset 944 for applications/bdmtoolbox

Timestamp:

05/16/10 23:13:21 (14 years ago)

Author:

smidl

Message:

Doc + new examples

Location:

applications/bdmtoolbox

Files:

• mex/RV.m (modified) (1 diff)
• mex/class_defaults.cpp (modified) (2 diffs)
• mex/estimator.cpp (modified) (1 diff)
• mex/mexBM.cpp (deleted)
• mex/mex_classes/mexBM.m (modified) (2 diffs)
• mex/mex_classes/mexDirac.m (added)
• mex/mex_classes/mexEpdf.m (modified) (1 diff)
• mex/mex_classes/mexLaplace.m (modified) (1 diff)
• mex/mex_classes/mexLaplaceBM.m (added)
• tutorial/userguide/laplace_example.m (added)
• tutorial/userguide/pdfds2_example.m (added)
• tutorial/userguide/pdfds_example.m (modified) (1 diff)
• tutorial/userguide/test_function.m (added)

applications/bdmtoolbox/mex/RV.m

@@ -3 +3 @@
 
 if nargin<1
-    names='';
+    names={};
 end
 r.class='RV';

applications/bdmtoolbox/mex/class_defaults.cpp

@@ -17 +17 @@
 #include <mex/mex_parser.h>
 #include <mex/mex_function.h>
+#include <mex/mex_BM.h>
 
 void mexFunction ( int n_output, mxArray *output[], int n_input, const mxArray *input[] ) {
@@ -25 +26 @@
                                                 "output:\n"
                                                 "  the same structure filled with the defaults.\n\n"
-                                                "This operation is usefull for obtaining info about a class construction" );
+                                                "This operation is usefull for obtaining info about class defaults, or success of passing info to it" );
 
         RV::clear_all();

applications/bdmtoolbox/mex/estimator.cpp

@@ -89 +89 @@
                 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() ) );

applications/bdmtoolbox/mex/mex_classes/mexBM.m

@@ -1 +1 @@
 classdef mexBM
     properties
-      % from wikipedia
-      rv
-      rvc
-      rvy
+        % description of internal variables
+        rv=RV
+        rvc=RV
+        rvy=RV
+        % log of evidence (marginal likelihood) potentially computed by the
+        % bayes rule for one step
+        log_evidence
+        % posterior density - offspring of mexEpdf!
+        apost_pdf
+        %
     end
+
     methods
-        function validate(p)
-                    % checks if all paramateres match
+        function p=validate(p)
+            % checks if all paramateres match
         end
         function dims=dimensions(p)
@@ -21 +28 @@
             % return posterior density
         end
+
+        %%%%%%%% default functions %%%%%%%%%%%%%%
+        function r = get_rv(obj)
+            r=obj.rv;
+        end
+        function r = get_rvc(obj)
+            r=obj.rvc;
+        end
+        function r = get_rvy(obj)
+            r=obj.rvy;
+        end
+        function ev = logevidence(obj)
+            ev = obj.log_evidence;
+        end
+        function post=posterior(obj);
+            post = obj.apost_pdf;
+        end
     end
 end

applications/bdmtoolbox/mex/mex_classes/mexEpdf.m

@@ -20 +20 @@
         end
         
-        %%% default function %%%
+        %%% default functions -- no need to redefine %%%
         
         function l=evallog_nn(p,x)

applications/bdmtoolbox/mex/mex_classes/mexLaplace.m

@@ -6 +6 @@
     end
     methods
-        function m=mean(p)
-            m = p.mu;
+        function m=mean(obj)
+            m = obj.mu;
         end
-        function validate(p)
-            if size(p.mu)<1 & (size(p.b)<1)
+        function obj=validate(obj)
+            if length(obj.mu)~=length(obj.b)
                 error('incompatible mu and b');
             end
         end
-        function dim=dimension(p)
-            dim = size(p.mu,1);
+        function dim=dimension(obj)
+            dim = size(obj.mu,1);
         end
-        function v=variance(p)
-            v=2*p.b^2;
+        function v=variance(obj)
+            v=2*obj.b^2;
         end
-        function l=evallog(p,x)
-            l=-log(2*p.b)-abs(x-p.mu)/p.b;
+        function l=evallog(obj,x)
+            l=-log(2*obj.b)-abs(x-obj.mu)/obj.b;
         end
-        function s=sample(p);
+        function s=sample(obj)
             v=-log(rand);%sample_exponential(0,1);
             z = randn;
-            s = p.mu+p.b*sqrt(2*v)*z;
+            s = obj.mu+obj.b*sqrt(2*v)*z;
         end
     end

applications/bdmtoolbox/tutorial/userguide/pdfds_example.m

@@ -1 +1 @@
 clear all
 % name random variables
-y = RV({'y'},1);
-u = RV({'u'},1);
+x = RV({'x'},2);
 
-% create f(y_t| y_{t-3}, u_{t-1})
-fy.class = 'mlnorm<ldmat>';
-fy.rv    = y;
-fy.rvc   = RVtimes([y,u], [-3, -1]);
-fy.A     = [0.5, -0.9];
-fy.const = 0;
-fy.R     = 1e-2;
 
-% create f(u_t| )
-fu.class = 'enorm<ldmat>';
-fu.rv    = u;
-fu.mu    = 0;
-fu.R     = 1e-1;
+fx.class  = 'mgnorm<ldmat>';             
+fx.rv     = x;             
+fx.rvc    = RVtimes(x,-1);             
+fx.g      = 'mexFunction';              % function is evaluated in matlab
+fx.g.function = 'test_function';         % name of the matlab function to evaluate
+fx.g.dim  = 2;                          % expected dimension of output
+fx.g.dimc = 2;                          % expected dimension of input
+fx.R      = eye(2);                     % variance R
+
 
 % create DS
 DS.class = 'PdfDS';
 DS.pdf.class  = 'mprod';
-DS.pdf.pdfs  = {fy, fu};
-DS.init_rv = RVtimes([y,y,y], [-1,-2,-3]);
-DS.init_values = [0.1, 0.2, 0.3];
+DS.pdf.pdfs  = {fx, fu};
+DS.init_rv = RVtimes([x], [-1]);
+DS.init_values = [0.1, 0.2];
 
 experiment.ndat=100;