[1181] | 1 | function best_control=choose_best_control(H,C,index,eta0,horizont,candidates,compare_parameters)
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| 2 | num_of_candidates=size(candidates,1);
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| 3 | n_0=compare_parameters.n0;
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| 4 | realization1=zeros(num_of_candidates,n_0);
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| 5 |
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| 6 | %generovani eralizaci ztrat
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| 7 | for i=1:num_of_candidates
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| 8 | C(index)=candidates(i);
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| 9 | for j=1:n_0
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| 10 | realization1(i,j)=generate_realization(eta0,index,H,C,horizont);
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| 11 | end
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| 12 | end
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| 13 | mean_values=mean(realization1,2);
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| 14 |
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| 15 | %RSSS
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| 16 | if (compare_parameters.RSSS)
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| 17 | h=compare_parameters.rinott;
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| 18 | t=compare_parameters.student;
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| 19 | variances=sum((realization1-mean_values*ones(1,n_0)).^2,2)/(n_0-1);
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| 20 | W=t*sqrt((variances*ones(1,num_of_candidates)+ones(num_of_candidates,1)*variances')/n_0);
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| 21 |
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| 22 | pass=ones(num_of_candidates,1); %pass(i)=1 => i-ty kandidat jde do 2 faze
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| 23 | for i=1:size(candidates)
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| 24 | for j=1:size(candidates)
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| 25 | if (mean_values(i)>mean_values(j)+max(0,W(i,j)-compare_parameters.delta)) %hledam minimum
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| 26 | pass(i)=false;
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| 27 | break;
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| 28 | end
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| 29 | end
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| 30 | end
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| 31 |
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| 32 | if sum(pass)>1
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| 33 | %druha faze RSSS
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| 34 | %sum(pass)
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| 35 | for i=1:size(candidates)
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| 36 | if (pass(i))
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| 37 | n_1=max(1,(-floor(-variances(i)*(h/compare_parameters.delta)^2))-n_0);
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| 38 | n_1=min(100,n_1);
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| 39 | realization2=zeros(1,n_1);
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| 40 | C(index)=candidates(i);
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| 41 | for j=1:n_1
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| 42 | realization2(j)=generate_realization(eta0,index,H,C,horizont);
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| 43 | end
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| 44 | mean_values(i)=mean_values(i)/(1+n_1/n_0)+mean(realization2)/(1+n_0/n_1);
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| 45 | end
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| 46 | end
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| 47 | end
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| 48 | end
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| 49 |
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| 50 | %volba kadnidata s nejmensi prumernou ztratou
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| 51 | [min_val min_index]=min(mean_values);
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| 52 | best_control=candidates(min_index);
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| 53 | end |
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