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Revision 631, 0.6 kB
(checked in by smidl, 15 years ago)
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doc estimation + ARX corrections
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| 1 | % load data created by the MpdfDS_example |
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| 2 | load mpdfds_results |
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| 3 | |
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| 4 | DS.class = 'MemDS'; |
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| 5 | DS.Data = Data; |
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| 6 | DS.drv = drv; |
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| 7 | |
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| 8 | %%%%%% ARX estimator |
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| 9 | |
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| 10 | A1.class = 'ARX'; |
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| 11 | A1.rv = y; |
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| 12 | A1.rgr = RVtimes([y,u],[-3,-1]) ; % correct structure is {y,y} |
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| 13 | A1.options ='logbounds,logll'; |
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| 14 | |
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| 15 | A2=A1; |
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| 16 | A2.constant = 0; |
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| 17 | |
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| 18 | A3=A2; |
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| 19 | A3.frg = 0.95; |
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| 20 | |
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| 21 | |
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| 22 | %name them |
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| 23 | A1.name='A1'; |
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| 24 | A2.name='A2'; |
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| 25 | A2.rv_param = RV({'a2th', 'r'},[2,1],[0,0]); |
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| 26 | A3.name='A3'; |
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| 27 | A3.rv_param = RV({'a3th', 'r'},[2,1],[0,0]); |
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| 28 | |
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| 29 | M=estimator(DS,{A1,A2,A3}); |
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| 30 | |
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| 31 | %%%% Process results |
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| 32 | lls = [sum(M.A1ll) sum(M.A2ll) sum(M.A3ll)] |
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| 33 | |
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| 34 | ells=exp(lls-max(lls)); |
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| 35 | Model_probabilities=ells/sum(ells) |
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