1 | itload('../merger_debug.it'); |
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2 | |
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3 | ndat = 1000; % check if true! |
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4 | |
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5 | XL = [-1 4]; |
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6 | YL= XL; |
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7 | |
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8 | iters = 0%:2:20 |
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9 | |
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10 | figure(1); |
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11 | niters = length(iters); |
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12 | noi = 1; |
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13 | for it=iters |
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14 | % figure(it+1) |
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15 | subplot(6,niters,noi); |
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16 | si = num2str(it); |
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17 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(Mpdf' si '))']); |
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18 | if it==iters(1), |
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19 | ylabel('Proposal density '); |
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20 | end |
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21 | set(gca,'XLim',XL); |
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22 | set(gca,'YLim',YL); |
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23 | |
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24 | subplot(6,niters,noi+niters); |
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25 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(1,:)))']); |
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26 | if it==iters(1), |
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27 | ylabel('First source'); |
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28 | end |
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29 | set(gca,'XLim',XL); |
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30 | set(gca,'YLim',YL); |
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31 | |
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32 | subplot(6,niters,noi+2*niters); |
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33 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(2,:)))']); |
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34 | if it==iters(1), |
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35 | ylabel('Second source'); |
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36 | end |
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37 | set(gca,'XLim',XL); |
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38 | set(gca,'YLim',YL); |
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39 | |
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40 | subplot(6,niters,noi+3*niters); |
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41 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(3,:)))']); |
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42 | if it==iters(1), |
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43 | ylabel('Third source'); |
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44 | end |
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45 | set(gca,'XLim',XL); |
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46 | set(gca,'YLim',YL); |
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47 | |
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48 | |
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49 | subplot(6,niters,noi+4*niters); |
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50 | hold off |
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51 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),w' si ')']); |
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52 | if it==iters(1), |
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53 | ylabel('Merged density'); |
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54 | end |
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55 | set(gca,'XLim',XL); |
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56 | set(gca,'YLim',YL); |
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57 | |
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58 | subplot(6,niters,noi+5*niters); |
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59 | hold off |
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60 | eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),w_is_' si ')']); |
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61 | if it==iters(1), |
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62 | ylabel('Importance density'); |
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63 | end |
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64 | set(gca,'XLim',XL); |
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65 | set(gca,'YLim',YL); |
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66 | noi = noi+1; |
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67 | end |
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68 | |
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69 | for it=0:25 |
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70 | si = num2str(it); |
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71 | eval(['std_w(it+1) = std(w_is_' si '*200);']); |
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72 | eval(['prop_mean(1:2,it+1) = Mpred_mean' si ';']); |
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73 | eval(['merg_mean(1:3,it+1) = sum((ones(3,1)*(w' si '/sum(w' si '))'').*Smp' si ',2);']); |
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74 | end |
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75 | |
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76 | figure(2) |
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77 | subplot(1,3,1) |
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78 | hold off |
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79 | plot(std_w) |
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80 | xlabel('iteration'); |
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81 | ylabel('standard deviation'); |
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82 | title('Non-normalized importance weights') |
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83 | |
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84 | subplot(1,3,2); |
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85 | hist (w_is_15*400); |
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86 | title('Histogram of importance weights'); |
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87 | |
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88 | subplot(1,3,3); |
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89 | hold off |
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90 | plot(prop_mean'); |
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91 | hold on |
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92 | plot(merg_mean(1:2,:)','--'); |
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93 | %plot(ones(size(prop_mean,2),1)*[3 2],'--') |
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94 | hold on |
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95 | xlabel('iteration'); |
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96 | title('Mean value of the merged density'); |
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97 | |
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98 | % itload('../merger_iter_test.it'); |
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99 | % XG = reshape(Grid(1,:),Npoints,Npoints); |
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100 | % YG = reshape(Grid(2,:),Npoints,Npoints); |
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101 | % |
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102 | % figure(2); |
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103 | % M1 = reshape(exp(Res1),Npoints,Npoints); |
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104 | % contour(XG,YG,M1,7); |
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105 | % |
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106 | % figure(3); |
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107 | % hold off |
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108 | % mm = max(max(Res2)); |
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109 | % for i=1:size(Res2,1) |
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110 | % M2 = reshape(Res2(i,:),Npoints,Npoints); |
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111 | % contour(XG,YG,M2,[0:mm/7:mm]); |
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112 | % hold on |
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113 | % end |
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114 | |
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