| 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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