--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/@matrix/spsdSubtraction.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,127 @@
+% SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% DESCRIPTION: SPSDSUBTRACTION makes a sPSD-weighted least-square iterative fit
+%
+% CALL: [MPest, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U);
+%       [MPest, aoResiduum, plOut, aoP, aoPini] = optSubtraction(mat_Y, mat_U, pl);
+%
+%  The function finds the optimal M that minimizes the sum of the weighted sPSD of
+%  (mat_Y - M * mat_U)
+%
+%  OUTPUTS: - MPest: output PEST object with parameter estimates
+%           - aoResiduum: residuum times series 
+%           - plOut: plist containing data like the parameter estimates
+%           - aoP: last weight used in the optimization (fater last
+%             Maximization/Expectation step)
+%           - aoPini: initial weight used in the optimization (before first
+%             Maximization/Expectation step) 
+%
+% <a href="matlab:utils.helper.displayMethodInfo('ao', 'optSubtraction')">Parameters Description</a>
+%
+% VERSION : $Id: spsdSubtraction.m,v 1.1 2011/04/17 21:24:20 adrien Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function varargout = spsdSubtraction(varargin)
+  
+  % use the caller is method flag
+  callerIsMethod = utils.helper.callerIsMethod;
+
+  % Check if this is a call for parameters
+  if utils.helper.isinfocall(varargin{:})
+    varargout{1} = getInfo(varargin{3});
+    return
+  end
+  
+  % Collect input variable names
+  in_names = cell(size(varargin));
+  for ii = 1:nargin,in_names{ii} = inputname(ii);end
+  
+  if ~nargin>1
+    error('optSubtraction requires at two input matrix objects (less than two input arguments were provided!)')
+  end
+  
+  %% retrieving the two input aos
+  [mat_in, mat_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
+
+  if numel(mat_in)~=2
+    error('first two inputs should be two matrices of aos involved in the subtraction')
+  end
+  
+  % Collect plist
+  pl = utils.helper.collect_objects(varargin(:), 'plist');
+  
+  % Get default parameters
+  pl = combine(pl, getDefaultPlist);
+  
+  %% getting ao arrays
+  ao_Y = mat_in(1).objs;
+  ao_U = mat_in(2).objs;
+  
+  %% running the ao method
+  if nargout>2
+   [MPest, plOut, aoResiduum, aoP, aoPini] = optSubtraction(ao_Y, ao_U, pl);
+   matResiduum = matrix(aoResiduum);
+   matP        = matrix(aoP);
+   matPini     = matrix(aoPini);
+  else
+   [MPest, plOut] = optSubtraction(ao_Y, ao_U, pl);
+  end
+
+  %% collecting history
+  if callerIsMethod
+    % we don't need the history of the input
+  else
+    inhist  = mat_in(:).hist;
+  end
+  
+  %% adding history
+  if callerIsMethod
+    % we don't to set the history
+  else
+    MPest.addHistory(getInfo('None'), pl, mat_invars, inhist);
+    if nargout>2
+      matP.addHistory(getInfo('None'), pl, mat_invars, inhist);
+      matPini.addHistory(getInfo('None'), pl, mat_invars, inhist);
+      matResiduum.addHistory(getInfo('None'), pl, mat_invars, inhist);
+    end
+  end
+  
+  %% return coefficients and hessian and Jfinal and powAvgWeight
+  varargout = {MPest, plOut, aoP, aoPini};
+  
+end
+
+
+
+%--------------------------------------------------------------------------
+% Get Info Object
+%--------------------------------------------------------------------------
+function ii = getInfo(varargin)
+  if nargin == 1 && strcmpi(varargin{1}, 'None')
+    sets = {};
+    pl   = [];
+  else
+    sets = {'Default'};
+    pl   = getDefaultPlist;
+  end
+  % Build info object
+  ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.op, '$Id: spsdSubtraction.m,v 1.1 2011/04/17 21:24:20 adrien Exp $', sets, pl);
+end
+
+%--------------------------------------------------------------------------
+% Get Default Plist
+%--------------------------------------------------------------------------
+function plout = getDefaultPlist()
+  persistent pl;
+  if exist('pl', 'var')==0 || isempty(pl)
+    pl = buildplist();
+  end
+  plout = pl;
+end
+
+function pl = buildplist()
+  pl = ssm.getInfo('ao/spsdSubtraction', 'Default').plists;
+end
+
+