Changeset 968 for applications/bdmtoolbox/tutorial/userguide/pdfds_example.m

Timestamp:

05/21/10 13:31:06 (14 years ago)

Author:

smidl

Message:

New mexes + corrected tutorial

Files:

• applications/bdmtoolbox/tutorial/userguide/pdfds_example.m (modified) (1 diff)

applications/bdmtoolbox/tutorial/userguide/pdfds_example.m

@@ -1 +1 @@
 clear all
 % name random variables
-x = RV({'x'},2);
+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   = RVtimes([y,u], [-3, -1]);
+fy.A     = [0.5, -0.9];
+fy.const = 0;
+fy.R     = 1e-2;
 
-fx.class  = 'mgnorm<ldmat>';             
-fx.rv     = x;             
-fx.rvc    = RVtimes(x,-1);             
-fx.g      = 'mexFunction';              % function is evaluated in matlab
-fx.g.function = 'test_function';         % name of the matlab function to evaluate
-fx.g.dim  = 2;                          % expected dimension of output
-fx.g.dimc = 2;                          % expected dimension of input
-fx.R      = eye(2);                     % variance R
-
+% create f(u_t| )
+fu.class = 'enorm<ldmat>';
+fu.rv    = u;
+fu.mu    = 0;
+fu.R     = 1e-1;
 
 % create DS
 DS.class = 'PdfDS';
 DS.pdf.class  = 'mprod';
-DS.pdf.pdfs  = {fx, fu};
-DS.init_rv = RVtimes([x], [-1]);
-DS.init_values = [0.1, 0.2];
+DS.pdf.pdfs  = {fy, fu};
+DS.init_rv = RVtimes([y,y,y], [-1,-2,-3]);
+DS.init_values = [0.1, 0.2, 0.3];
 
 experiment.ndat=100;