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annotate m-toolbox/test/test_ao_lpsd_variance_montecarlo.m @ 34:03d92954b939 database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % test_ao_lpsd_variance_montecarlo
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Daniele Nicolodi <nicolodi@science.unitn.it>
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2 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 % Tests that the standard deviation returned by ao.dy in one
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % frequency bin is equivalent to the matlab's std taking
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % considering all realisations
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Daniele Nicolodi <nicolodi@science.unitn.it>
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6 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % M Nofrarias 05-08-09
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8 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % $Id: test_ao_lpsd_variance_montecarlo.m,v 1.2 2009/08/11 14:20:10 miquel Exp $
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10
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % function test_ao_lpsd_variance_montecarlo()
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12
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 clear
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14
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15 % data
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 nsecs = 500;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 fs = 5;
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18 pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'randn(size(t))');
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19
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20 %lpsd
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21 pl2 = plist('Kdes', 20, 'Jdes', 100);
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22
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Daniele Nicolodi <nicolodi@science.unitn.it>
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23 % loop
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 for i = 1:100
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25 a(i) = ao(pl);
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26 b1(i) = lpsd(a(i),pl2);
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27 end
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28
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29
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30 %% compare
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31
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32 % select a realisation
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Daniele Nicolodi <nicolodi@science.unitn.it>
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33 index = 10;
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34
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35 % compare estimated std to the one using all realisations
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 clear rel
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37 for i =1:len(b1(1))
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38 mn(i) = [mean(b1(:).y(i))];
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39 rel(:,i) = [std(b1(:).y(i))/mn(i) b1(index).dy(i)/b1(index).y(i)];
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40 end
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41
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42 % k = find(b1(1).procinfo,'k')
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43
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 figure
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45 loglog(b1(1).x,rel')
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46 hold
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47 loglog(b1(1).x,abs(rel(2,:)-rel(1,:)),'-or')
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48 ylabel('difference (%)')
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49 % xlabel('Frequency [Hz]')
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50 % ylabel('Rel. error')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 % legend('montecarlo','estimated','difference')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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52 % print -deps2c test_ao_lpsd_variance_montecarlo_1.eps
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53
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54 % end
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