1 | % sript for testing structure estimating function |
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2 | |
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3 | % run just time-to-time - do not forget to copy resulting values to |
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4 | % test_arx_straux.cpp!!! |
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5 | |
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6 | |
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7 | if 1 |
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8 | S={}; |
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9 | i=1; |
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10 | for dim=[3 5 10 20] |
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11 | A=rand(dim); |
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12 | B=rand(dim); |
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13 | S{i}.A = A; |
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14 | S{i}.B = B; |
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15 | i=i+1; |
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16 | end |
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17 | % when run, copy output to the else section |
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18 | else |
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19 | S = load('str_aux'); |
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20 | end |
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21 | |
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22 | for i=1:length(S) |
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23 | [L0,D0]=ldform(S{i}.A, eye(size(S{i}.A,1))); |
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24 | [L1,D1]=ldform(S{i}.A+S{i}.B, eye(size(S{i}.A,1))); |
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25 | |
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26 | % structure estimation - copied form facstr |
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27 | belief = 2; % default belief |
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28 | nbest = 1; % nbest: how many regressors are returned |
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29 | nrep = 5; % nrep: number of random repetions of structure estimation |
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30 | lambda = 0.9; |
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31 | k=2; |
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32 | |
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33 | % [strout, rgrsout, statistics] = |
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34 | % straux1(L, d, nu, L0, d0, nu0, belief, nbest, max_nrep, lambda, |
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35 | % order_k); |
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36 | [o1,o2,o3]=straux1(L1,diag(D1),20, L0, diag(D0), 10, belief, nbest, nrep, lambda, k); |
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37 | S{i}.o1= o1; |
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38 | end |
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39 | |
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40 | save str_aux S |
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