Changeset 630 for applications/bdmtoolbox

Timestamp:

09/18/09 00:17:14 (15 years ago)

Author:

smidl

Message:

Tutorial update + new .m files

Location:

applications/bdmtoolbox/tutorial

Files:

• estimation/arx_test.m (modified) (1 diff)
• userguide/RV.m (modified) (2 diffs)
• userguide/RVjoin.m (added)
• userguide/RVtimes.m (added)
• userguide/arx_basic_example.m (added)
• userguide/mpdfds_example.m (modified) (4 diffs)

applications/bdmtoolbox/tutorial/estimation/arx_test.m

@@ -32 +32 @@
 
 A1.class = 'ARX';
-A1.y = y;
+A1.rv = y;
 A1.rgr = rgr;
 A1.options ='logbounds,logll';

applications/bdmtoolbox/tutorial/userguide/RV.m

@@ -1 +1 @@
 function r=RV(names,sizes,times);
+% create RV from cell of names, vector of sizes and vector of time delayes
 
 r.class='RV';
@@ -6 +7 @@
 if nargin>1
     r.sizes = sizes;
+else
+    r.sizes = ones(1,length(names));
 end
 if nargin>2
     r.times = times;
+else
+    r.times = zeros(1,length(names));
 end

applications/bdmtoolbox/tutorial/userguide/mpdfds_example.m

@@ -1 +1 @@
 % name random variables
-y = RV({'y'});
-u = RV({'u'});
+y = RV({'y'},1);
+u = RV({'u'},1);
 
 % create f(y_t| y_{t-3}, u_{t-1})
 fy.class = 'mlnorm<ldmat>';
 fy.rv    = y;
-fy.rvc   = RV({'y','u'}, [1 1], [-3, -1]);
+fy.rvc   = RVtimes([y,u], [-3, -1]);
 fy.A     = [0.5, -0.9];
 fy.const = 0;
-fy.R     = 1e-100;
+fy.R     = 1e-1;
 
 % create f(u_t| )
@@ -15 +15 @@
 fu.rv    = u;
 fu.mu    = 0;
-fu.R     = 1e-100;
+fu.R     = 1e-1;
 
 % create DS
@@ -21 +21 @@
 DS.mpdf.class  = 'mprod';
 DS.mpdf.mpdfs  = {fy, epdf2mpdf(fu)};
-DS.init_rv = RV({'y','y','y'}, [1,1,1], [-1,-2,-3]);
+DS.init_rv = RVtimes([y,y,y], [-1,-2,-3]);
 DS.init_values = [0.1, 0.2, 0.3];
 
@@ -28 +28 @@
 %M=estimator(DS,{},experiment);
 M=simulator(DS,experiment);
+
+%%% store results
+Data=[M.y'; M.u'];
+drv = RVjoin({y,u});
+save mpdfds_results Data drv y u