[566] | 1 | function [MAPstr, lhs, statistics] = facstr(Fac, Fac0, belief, nbest, ... |
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| 2 | max_nrep, uchns, lambda, order_k) |
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| 3 | % factor-structure estimation |
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| 4 | % |
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| 5 | % [optstr, lhs] = facstr(Fac, Fac0, belief, nbest, max_nrep, uchns, lambda, order_k) |
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| 6 | % [optstr, lhs] = facstr(Fac, Fac0, belief, nbest, max_nrep, uchns, lambda) order_k=2 |
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| 7 | % [optstr, lhs] = facstr(Fac, Fac0, belief, nbest, max_nrep) uchns) lambda = 0.9 |
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| 8 | % [optstr, lhs] = facstr(Fac, Fac0, belief, nbest, max_nrep) uchns = [] |
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| 9 | % [optstr, lhs] = facstr(Fac, Fac0, belief, nbest) max_nrep = 100 !!!!! change this to 500 |
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| 10 | % [optstr, lhs] = facstr(Fac, Fac0, belief) nbest = 1 |
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| 11 | % [optstr, lhs] = facstr(Fac, Fac0) belief = 2 |
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| 12 | % defaults generated by function defaults with the option 's' |
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| 13 | % |
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| 14 | % optstr: maximum a posteriori probability estimate of factor structure |
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| 15 | %%% lhs : cell vector of the best regressors -- not true now |
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| 16 | %%% {1} values |
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| 17 | %%% {2} indicators |
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| 18 | % |
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| 19 | % Fac : factor type = 1 |
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| 20 | % Fac0 : initial factor type = 1 |
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| 21 | % belief : user's belief on maximum structure items |
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| 22 | % (1 items must be present, 2 items are probably present |
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| 23 | % 4 items must not be present, 3 items are probably not present) |
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| 24 | % nbest : how many "best" regressors are maintained |
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| 25 | % max_nrep : maximal number of random starts in search for the best |
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| 26 | % structure |
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| 27 | % uchns : list of input channels - if specified, the resulting structure |
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| 28 | % contains at least one of inputs (suboptimal solution) |
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| 29 | % Note: channel description can be used instead of "uchns" |
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| 30 | % lambda : stooping rule threshold |
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| 31 | % order_k : order of k |
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| 32 | % |
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| 33 | % Design : L. Tesar. Interface Based on P. Nedoma's previous version of facstrid. |
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| 34 | % Updated : 14.4.2003 - 10.9.2003, MK July 2004 |
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| 35 | % Project : post-ProDaCTool |
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| 36 | % Reference: straux1 |
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| 37 | |
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| 38 | % Remark: straux1 uses (or links if it is mex) dydrs and gammaln |
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| 39 | |
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| 40 | %%%% begin patch MK: tests shifted |
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| 41 | [def_belief, def_nbest, def_nrep] = defaults('s'); |
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| 42 | |
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| 43 | if nargin<8, order_k = 2; end; % LT added stopping rule |
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| 44 | if nargin<7, lambda = 0.9; end; % LT added stopping rule |
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| 45 | if nargin<6, uchns = []; |
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| 46 | elseif iscell(uchns) |
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| 47 | uu = []; |
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| 48 | ii = getflds(uchns, 'raction'); |
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| 49 | for i=1:length(ii), |
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| 50 | if ~isempty(uchns{i}.raction), uu = [uu, uchns{i}.chn]; end |
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| 51 | end |
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| 52 | uchns = uu; |
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| 53 | end |
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| 54 | if nargin<5, max_nrep = def_nrep; end; |
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| 55 | if nargin<4, nbest = def_nbest; end; |
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| 56 | if nargin<3, belief = def_belief; end; |
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| 57 | if nargin<2, error('facstr needs at least two input parameters'); end; |
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| 58 | |
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| 59 | |
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| 60 | %%%fprintf('FACSTR nruns=%i\n',max_nrep); |
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| 61 | if ~streq(Fac.str,Fac0.str) |
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| 62 | error('structures of prior and posterior factors in facstrid should equal') |
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| 63 | end |
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| 64 | %%% end patch MK |
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| 65 | |
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| 66 | maxstr = Fac.str; % structures searched as subselections |
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| 67 | % of the current factor structure |
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| 68 | if length(belief)<=1 % belief can be empty |
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| 69 | if length(belief)==0 |
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| 70 | belief = def_belief; |
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| 71 | end |
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| 72 | belief = belief + zeros(1,size(maxstr,2)); |
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| 73 | end |
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| 74 | |
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| 75 | npsi = length(belief); % lenght of regressor |
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| 76 | |
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| 77 | %%%% START OF %%%%%%%%%%% LT structure estimation code %%%%%%%%% |
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| 78 | [L, D] = ld2ld(Fac.LD); |
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| 79 | nu = Fac.dfm+2; % This is general relation between \nu and dfm |
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| 80 | [L0, D0] = ld2ld(Fac0.LD); |
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| 81 | nu0 = Fac0.dfm+2; |
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| 82 | d = diag(D); |
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| 83 | d0 = diag(D0); |
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| 84 | |
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| 85 | [optstr1, rgrsout, statistics] = straux1(L, d, nu, L0, d0, nu0, ... |
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| 86 | belief,nbest,max_nrep, lambda, order_k); |
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| 87 | |
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| 88 | |
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| 89 | % result is made as sub-selection of current Factor structure |
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| 90 | maxstr = Fac.str; |
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| 91 | % optstr = maxstr(:,optstr1-1); % probably nobody interested in this now |
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| 92 | |
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| 93 | lhs{1} = [rgrsout.loglik]; |
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| 94 | ilh = zeros(length(maxstr),length(rgrsout)); |
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| 95 | for f=1:length(rgrsout); |
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| 96 | ilh(rgrsout(f).strRgr-1,f) = 1; |
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| 97 | end; |
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| 98 | lhs{2} = ilh; |
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| 99 | %%%% END OF %%%%%%%%%%%%% LT structure estimation code %%%%%%%%%%% |
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| 100 | |
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| 101 | |
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| 102 | % build MAPstr |
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| 103 | if maxstr(1,npsi)==0, |
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| 104 | iabs=1; |
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| 105 | else iabs=0; |
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| 106 | end |
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| 107 | ii=find(ilh(1:npsi-iabs,1)==1); |
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| 108 | if length(ii)~=0, |
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| 109 | MAPstr=maxstr(:,ii); |
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| 110 | if (iabs==1 & ilh(npsi,1)==1), MAPstr=[MAPstr [0;1]]; end |
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| 111 | elseif iabs==1, MAPstr = [0; 1]; |
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| 112 | else MAPstr=[]; |
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| 113 | end |
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| 114 | |
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| 115 | % patch: let the structure contains inputs |
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| 116 | if ~isempty(uchns) |
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| 117 | [MAPstr, lhs, flag] = checkinp(Fac.str, uchns, lhs); |
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| 118 | end |
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| 119 | |
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| 120 | %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% |
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| 121 | function [MAPstr, lhs, flag] = checkinp(str, uchns, lhs) |
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| 122 | % cut best regressors not containing inputs |
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| 123 | % [MAPstr, lhs, flag] = checkinp(maxstr, uchns, lhs) |
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| 124 | % |
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| 125 | % maxstr: richest factor structure |
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| 126 | % uchns : vector of input channels |
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| 127 | % lhs : updated information from facstrid |
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| 128 | % flag : 0 - no inputs |
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| 129 | % n - 1st ok regressor |
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| 130 | % |
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| 131 | % Design : P. Nedoma |
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| 132 | % Updated: June 2003 |
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| 133 | % Project: ProDaCTools remake |
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| 134 | |
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| 135 | vlh = lhs{1}; % value of log. likelihood |
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| 136 | ilh = lhs{2}'; % the best MAP estimates |
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| 137 | npsi = size(ilh,1); |
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| 138 | |
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| 139 | % compute MAPstr, set flag |
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| 140 | ii = find( ilh(1,:) ==1); |
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| 141 | MAPstr = str(:, ii); |
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| 142 | flag = 0; |
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| 143 | |
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| 144 | nuchn = length(uchns); % number of inputs |
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| 145 | iall = str(1,:); |
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| 146 | ii = 0*iall; |
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| 147 | |
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| 148 | % build array of indices to input channels in factor structure |
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| 149 | for i=1:nuchn |
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| 150 | uchn = uchns(i); |
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| 151 | jj = find(uchn == iall); |
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| 152 | if ~isempty(jj), ii(jj) = 0*ii(jj) + 1; end |
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| 153 | end |
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| 154 | |
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| 155 | if all(ii), return; end % no inputs |
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| 156 | ii = find(ii==1); % indices |
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| 157 | |
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| 158 | % find first row containing inputs |
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| 159 | ok = 0; |
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| 160 | for i=1:npsi |
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| 161 | ind = ilh(i,ii); |
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| 162 | if any(ind), ok = 1; break; end |
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| 163 | end |
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| 164 | if ~ok, return; end |
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| 165 | |
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| 166 | % cut beginning |
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| 167 | if i>1 |
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| 168 | ilh = ilh(i:end, :); |
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| 169 | vlh = vlh(i:end); |
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| 170 | flag = i; |
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| 171 | else |
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| 172 | flag = 1; return; |
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| 173 | end |
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| 174 | npsi = size(ilh,1); |
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| 175 | |
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| 176 | % build MAPstr |
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| 177 | ii = find( ilh(1,:) ==1); |
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| 178 | MAPstr = str(:, ii); |
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| 179 | |
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| 180 | % build lhs |
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| 181 | lhs{1} = vlh; |
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| 182 | lhs{2} = ilh'; |
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