| 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 | if 0 |
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| 6 | A=rand(3) |
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| 7 | B=rand(3) |
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| 8 | % when run, copy output to the else section |
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| 9 | else |
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| 10 | A=[ 0.8147 0.9134 0.2785; |
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| 11 | 0.9058 0.6324 0.5469; |
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| 12 | 0.1270 0.0975 0.9575]; |
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| 13 | |
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| 14 | B=[0.9649 0.9572 0.1419; |
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| 15 | 0.1576 0.4854 0.4218; |
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| 16 | 0.9706 0.8003 0.9157]; |
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| 17 | end |
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| 18 | |
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| 19 | [L0,D0]=ldform(A,eye(3)); |
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| 20 | [L1,D1]=ldform(A+B,eye(3)); |
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| 21 | |
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| 22 | % structure estimation - copied form facstr |
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| 23 | belief = 2; % default belief |
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| 24 | nbest = 1; % nbest: how many regressors are returned |
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| 25 | nrep = 5; % nrep: number of random repetions of structure estimation |
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| 26 | lambda = 0.9; |
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| 27 | k=2; |
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| 28 | |
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| 29 | % [strout, rgrsout, statistics] = |
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| 30 | % straux1(L, d, nu, L0, d0, nu0, belief, nbest, max_nrep, lambda, |
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| 31 | % order_k); |
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| 32 | [o1,o2,o3]=straux1(L1,diag(D1),20, L0, diag(D0), 10, belief, nbest, nrep, lambda, k); |
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