itload('../merger_debug.it'); ndat = 1000; % check if true! XL = [-1 4]; YL= XL; iters = 0%:2:20 figure(1); niters = length(iters); noi = 1; for it=iters % figure(it+1) subplot(6,niters,noi); si = num2str(it); eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(Mpdf' si '))']); if it==iters(1), ylabel('Proposal density '); end set(gca,'XLim',XL); set(gca,'YLim',YL); subplot(6,niters,noi+niters); eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(1,:)))']); if it==iters(1), ylabel('First source'); end set(gca,'XLim',XL); set(gca,'YLim',YL); subplot(6,niters,noi+2*niters); eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(2,:)))']); if it==iters(1), ylabel('Second source'); end set(gca,'XLim',XL); set(gca,'YLim',YL); subplot(6,niters,noi+3*niters); eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),exp(lW' si '(3,:)))']); if it==iters(1), ylabel('Third source'); end set(gca,'XLim',XL); set(gca,'YLim',YL); subplot(6,niters,noi+4*niters); hold off eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),w' si ')']); if it==iters(1), ylabel('Merged density'); end set(gca,'XLim',XL); set(gca,'YLim',YL); subplot(6,niters,noi+5*niters); hold off eval(['contour_2(Smp' si '(1,:),Smp' si '(2,:),w_is_' si ')']); if it==iters(1), ylabel('Importance density'); end set(gca,'XLim',XL); set(gca,'YLim',YL); noi = noi+1; end for it=0:25 si = num2str(it); eval(['std_w(it+1) = std(w_is_' si '*200);']); eval(['prop_mean(1:2,it+1) = Mpred_mean' si ';']); eval(['merg_mean(1:3,it+1) = sum((ones(3,1)*(w' si '/sum(w' si '))'').*Smp' si ',2);']); end figure(2) subplot(1,3,1) hold off plot(std_w) xlabel('iteration'); ylabel('standard deviation'); title('Non-normalized importance weights') subplot(1,3,2); hist (w_is_15*400); title('Histogram of importance weights'); subplot(1,3,3); hold off plot(prop_mean'); hold on plot(merg_mean(1:2,:)','--'); %plot(ones(size(prop_mean,2),1)*[3 2],'--') hold on xlabel('iteration'); title('Mean value of the merged density'); % itload('../merger_iter_test.it'); % XG = reshape(Grid(1,:),Npoints,Npoints); % YG = reshape(Grid(2,:),Npoints,Npoints); % % figure(2); % M1 = reshape(exp(Res1),Npoints,Npoints); % contour(XG,YG,M1,7); % % figure(3); % hold off % mm = max(max(Res2)); % for i=1:size(Res2,1) % M2 = reshape(Res2(i,:),Npoints,Npoints); % contour(XG,YG,M2,[0:mm/7:mm]); % hold on % end