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Revision 979, 0.8 kB
(checked in by smidl, 15 years ago)
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estimator returns the array of posterior estimators as second argument
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Property svn:eol-style set to
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| 1 | % load data created by the MpdfDS_example |
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| 2 | clear all |
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| 3 | load pdfds_results |
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| 4 | |
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| 5 | DS.class = 'MemDS'; |
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| 6 | DS.Data = Data; |
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| 7 | DS.drv = drv; |
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| 8 | |
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| 9 | %%%%%% ARX estimator |
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| 10 | |
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| 11 | A1.class = 'ARX'; |
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| 12 | A1.yrv = y; |
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| 13 | A1.rv = RV({'theta','r'},[3,1]); |
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| 14 | A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y} |
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| 15 | A1.log_level = 'logbounds,logevidence'; |
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| 16 | |
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| 17 | [M,Apost]=estimator(DS,{A1}); |
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| 18 | |
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| 19 | %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% |
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| 20 | % plot results |
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| 21 | ndat = size(M.DS_dt_u,1); |
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| 22 | |
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| 23 | subplot(1,2,1); |
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| 24 | hold off |
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| 25 | plotestimates(true_theta, ... |
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| 26 | M.Est0_apost_mean_theta, ... |
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| 27 | M.Est0_apost_lbound_theta, ... |
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| 28 | M.Est0_apost_ubound_theta); |
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| 29 | set(gca,'YLim',[-1.5,1]); |
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| 30 | |
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| 31 | subplot(1,2,2); |
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| 32 | hold off |
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| 33 | plotestimates(true_R, ... |
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| 34 | M.Est0_apost_mean_r, ... |
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| 35 | M.Est0_apost_lbound_r, ... |
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| 36 | M.Est0_apost_ubound_r); |
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| 37 | |
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| 38 | title('Variance parameters r') |
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