Mercurial > hg > ltpda

annotate m-toolbox/classes/@matrix/modelselect.m @ 22:b11e88004fca database-connection-manager

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Update collection.fromRepository
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
parents f0afece42f48
children
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0
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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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>
parents:
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3 % modelselect.m - method to compute the Bayes Factor using
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % reverse jump mcmc algorithm
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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6 % call - Bxy = modelselect(out,pl)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 % inputs - out: matrix objects with measured outputs
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Daniele Nicolodi <nicolodi@science.unitn.it>
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9 % pl: parameter list
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % outputs - Bxy: an array of AOs containing the evolution
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Daniele Nicolodi <nicolodi@science.unitn.it>
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12 % of the Bayes factors. (comparing each model
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 % with each other)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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14 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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15 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 % <a href="matlab:utils.helper.displayMethodInfo('matrix','modelselect')">Parameters Description</a>
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Daniele Nicolodi <nicolodi@science.unitn.it>
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17 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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18 % N. Karnesis 27/09/2011
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Daniele Nicolodi <nicolodi@science.unitn.it>
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19 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
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21
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 function varargout = modelselect(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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23
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 % Check if this is a call for parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 if utils.helper.isinfocall(varargin{:})
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Daniele Nicolodi <nicolodi@science.unitn.it>
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26 varargout{1} = getInfo(varargin{3});
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 return
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Daniele Nicolodi <nicolodi@science.unitn.it>
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28 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29
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Daniele Nicolodi <nicolodi@science.unitn.it>
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30 import utils.const.*
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Daniele Nicolodi <nicolodi@science.unitn.it>
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31 utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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32
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Daniele Nicolodi <nicolodi@science.unitn.it>
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33 % Method can not be used as a modifier
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Daniele Nicolodi <nicolodi@science.unitn.it>
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34 if nargout == 0
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35 error('### mcmc cannot be used as a modifier. Please give an output variable.');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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36 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 % Collect input variable names
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 in_names = cell(size(varargin));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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40 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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41
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Daniele Nicolodi <nicolodi@science.unitn.it>
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42 % Collect all AOs smodels and plists
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Daniele Nicolodi <nicolodi@science.unitn.it>
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43 [mtxs, mtxs_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 pl = utils.helper.collect_objects(varargin(:), 'plist', in_names);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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45
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Daniele Nicolodi <nicolodi@science.unitn.it>
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46 % Combine plists
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Daniele Nicolodi <nicolodi@science.unitn.it>
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47 pl = parse(pl, getDefaultPlist);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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48
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Daniele Nicolodi <nicolodi@science.unitn.it>
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49 % Get parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 N = find(pl, 'N');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 Tc = find(pl,'Tc');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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52 xi = find(pl,'heat');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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53 param = find(pl,'FitParams');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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54 cvar = find(pl, 'cov');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 rng = find(pl,'range');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 flim = find(pl,'frequencies');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 fsout = find(pl,'fsout');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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58 search = find(pl,'search');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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59 xo = find(pl,'x0');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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60 mtxin = find(pl,'input');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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61 mdlin = find(pl,'models');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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62 mdlFreqDependent = find(pl,'modelFreqDependent');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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63 nse = find(pl,'noise');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 jumps = find(pl,'jumps');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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65 parplot = find(pl,'plot');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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66 debug = find(pl,'debug');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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67 outModel = find(pl,'outModel');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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68 inModel = find(pl,'inModel1');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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69 outNames = find(pl,'outNames');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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70 inNames = find(pl,'inNames');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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71 anneal = find(pl,'anneal');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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72 DeltaL = find(pl,'DeltaL');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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73 SNR0 = find(pl,('SNR0'));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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74
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Daniele Nicolodi <nicolodi@science.unitn.it>
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75 nummodels = numel(mdlin);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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76
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Daniele Nicolodi <nicolodi@science.unitn.it>
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77 % Decide on a deep copy or a modify
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Daniele Nicolodi <nicolodi@science.unitn.it>
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78 in = copy(mtxin, nargout);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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79 out = copy(mtxs, nargout);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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80 for k = 1:nummodels
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Daniele Nicolodi <nicolodi@science.unitn.it>
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81 mdl(k) = copy(mdlin{1,k}, nargout);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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82 nparam(k) = numel(param{1,k});
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Daniele Nicolodi <nicolodi@science.unitn.it>
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83 % lighten the model
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Daniele Nicolodi <nicolodi@science.unitn.it>
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84 mdl(k).clearHistory;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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85 if isa(mdl(k), 'ssm')
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 mdl(k).clearNumParams;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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87 mdl(k).clearAllUnits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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88 mdl(k).params.simplify;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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91
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Daniele Nicolodi <nicolodi@science.unitn.it>
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92
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Daniele Nicolodi <nicolodi@science.unitn.it>
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93
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94 % Check input parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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95 if isempty(rng)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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96 error('### Please define a search range ''range''');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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98 if isempty(param)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 error('### Please define the parameters ''param''');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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100 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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101 if size(mdl(1)) ~= size(nse)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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102 error('### Parameters ''model'' and ''noise'' must be the same dimension');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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103 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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104 if size(in) ~= size(out)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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105 error('### Number of input and output experiments must be the same');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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106 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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107
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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108
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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109 % Get range for parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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110 for jj = 1:nummodels
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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111 for i = 1:numel(param{1,jj})
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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112 rang{1,jj}(:,i) = rng{1,jj}{i}';
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Daniele Nicolodi <nicolodi@science.unitn.it>
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113 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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114 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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115 % Get number of experiments
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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116 nexp = numel(in);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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117
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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118 switch class(mdl)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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119 case 'matrix'
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Daniele Nicolodi <nicolodi@science.unitn.it>
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120 % Check model sizes
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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121 for k = 1:nummodels
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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122 if (isempty(outModel) && isempty(inModel))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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123 if (~(numel(in(1).objs) == mdl(k).ncols) || ~(numel(out(1).objs) == mdl(k).nrows))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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124 error('Check model or input/output sizes');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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125 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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126 elseif isempty(inModel)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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127 if (~(numel(in(1).objs) == mdl(k).ncols) || ~(size(outModel,2) == mdl(k).nrows) || ~(size(outModel,1) == numel(out(1).objs)))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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128 error('Check model or input/output sizes');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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129 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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130 elseif isempty(outModel)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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131 if (~(numel(in(1).objs) == size(inModel,2)) || ~(size(inModel,1) == mdl(k).ncols) || ~(numel(out(1).objs) == mdl(k).nrows))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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132 error('Check model or input/output sizes');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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133 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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134 else
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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135 if (~(numel(in(1).objs) == size(inModel,2)) || ~(size(inModel,1) == mdl(k).ncols) || ~(size(outModel,2) == mdl(k).nrows) || ~(numel(out(1).objs) == size(outModel,1)))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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136 error('Check model or input/output sizes');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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137 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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138 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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139 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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140 case 'ssm'
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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141 inNames = find(pl,'inNames');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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142 outNames = find(pl,'outNames');
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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143 if( (numel(inNames) ~= numel(in(1).objs)) || numel(outNames) ~= numel(out(1).objs))
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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144 error('Check model inNames and outNames, they do not match with the input objects')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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145 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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146 otherwise
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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147 error('### Model must be either from the ''matrix'' or the ''ssm'' class. Please check the inputs')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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148 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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149
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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150
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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151
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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152 %%%%%%%%%%%%%%%%%%%%%%%%%%%% Frequency domain pre-process %%%%%%%%%%%%%%%%%%%%%%%%
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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153
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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154 utils.helper.msg(msg.IMPORTANT, 'Computing frequency domain objects', mfilename('class'), mfilename);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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155 for k = 1:nexp
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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156
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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157 if((numel(out(1).objs) == 2) && (numel(in(1).objs) == 2)) % previous code done by miquel
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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158 % optional resampling (not matrix/resample method yet)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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159 if ~isempty(fsout)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 for i = 1:numel(in(k).objs(:))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 in(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
162 out(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
163 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
164 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
165
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 % fft
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
167 fin(k) = fft(in(k));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
168 fout(k) = fft(out(k));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
169
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
170 Nsamples = length(fin(k).getObjectAtIndex(1).x);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
171 fs = fin(k).getObjectAtIndex(1).fs;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
172
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
173
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
174 if (isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
175 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
176 if ~isempty(flim)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
177 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
178 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
179 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
180 elseif (~isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
181 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
182 if ~isempty(flim)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
183 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 if(~isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186 for lll=1:size(outModel,1)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
187 for kkk=1:size(outModel,2)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 outModel(lll,kkk) = split(outModel(lll,kkk),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 if(~isempty(inModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 inModel = split(inModel,plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 % use signal fft to get frequency vector. Take into account signal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 % could be empty or set to zero
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
200
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201 % 1st channel
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202 if all(fin(k).getObjectAtIndex(1,1).y == 0) || isempty(fin(k).getObjectAtIndex(1,1).y)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203 i1 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 % rebuild input with new zeroed signal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 fin(k) = matrix(i1,fin(k).getObjectAtIndex(2,1),plist('shape',[2 1]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 freqs = fin(k).getObjectAtIndex(1,1).x;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 % 2nd channel
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210 if all(fin(k).getObjectAtIndex(2,1).y == 0) || isempty(fin(k).getObjectAtIndex(2,1).y)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 i2 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 % rebuild input with new zeroed signal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
213 fin(k) = matrix(fin(k).getObjectAtIndex(1,1),i2,plist('shape',[2 1]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 freqs = fin(k).getObjectAtIndex(2,1).x;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218 % Compute psd
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 n1 = Nsamples*fs/2*psd(nse(k).getObjectAtIndex(1,1), pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
220 n2 = Nsamples*fs/2*psd(nse(k).getObjectAtIndex(2,1), pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221 n12 = Nsamples*fs/2*cpsd(nse(k).getObjectAtIndex(1,1),nse(k).getObjectAtIndex(2,1), pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 % interpolate noise to fft frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224 S11 = interp(n1,plist('vertices',freqs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225 S12 = interp(n12,plist('vertices',freqs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226 S22 = interp(n2,plist('vertices',freqs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
227 S21 = conj(S12);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
228 % build cross-spectrum matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
229 mnse(k) = matrix(S11,S21,S12,S22,plist('shape',[2 2]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
230
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
231 elseif((numel(out(1).objs) == 1) && (numel(in(1).objs) == 1))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
232 % optional resampling (not matrix/resample method yet)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
233 if ~isempty(fsout)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
234 for i = 1:numel(in(k).objs(:))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
235 in(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
236 out(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
237 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
238 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
239
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
240 % fft
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
241 fin(k) = fft(in(k));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
242 fout(k) = fft(out(k));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
243
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
244 Nsamples = length(fin(k).getObjectAtIndex(1).x);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
245 fs = fin(k).getObjectAtIndex(1).fs;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
246
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
247
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
248 if (isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
249 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
250 if ~isempty(flim)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
251 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
252 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
253 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
254 elseif (~isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
255 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
256 if ~isempty(flim)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
257 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
258 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
259 if(~isempty(outModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
260 for lll=1:size(outModel,1)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
261 for kkk=1:size(outModel,2)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
262 outModel(lll,kkk) = split(outModel(lll,kkk),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
263 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
264 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
265 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
266 if(~isempty(inModel))
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
267 inModel = split(inModel,plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
268 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
269 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
270 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
271
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
272 % use signal fft to get frequency vector. Take into account signal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
273 % could be empty or set to zero
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
274
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
275 % 1st and only channel
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
276 if all(fin(k).getObjectAtIndex(1,1).y == 0) || isempty(fin(k).getObjectAtIndex(1,1).y)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
277 i1 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
278 % rebuild input with new zeroed signal
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
279 fin(k) = matrix(i1,fin(k).getObjectAtIndex(2,1),plist('shape',[2 1]));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
280 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
281 freqs = fin(k).getObjectAtIndex(1,1).x;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
282 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
283
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
284 % Compute psd
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
285 n1 = Nsamples*fs/2*psd(nse(k).getObjectAtIndex(1,1), pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
286
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
287 % interpolate noise to fft frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
288 S11 = interp(n1,plist('vertices',freqs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
289
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
290 % build cross-spectrum matrix
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
291 mnse(k) = matrix(S11);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
292
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
293 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
294 error('### Sorry, implemented only for 2 inputs - 2 outputs and 1 input - 1 output only...')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
295 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
296
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
297 switch class(mdl)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
298
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
299 case 'matrix'
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
300 for jj = 1:nummodels
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
301 for i = 1:numel(mdl(jj).objs)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
302 if (mdlFreqDependent)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
303 % set Xvals
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
304 mdl(jj).objs(i).setXvals(freqs);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
305 % set alias
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
306 mdl(jj).objs(i).assignalias(mdl(jj).objs(i),plist('xvals',freqs));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
307 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
308 mdl(jj).objs(i).setXvals(1);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
309 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
310 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
311 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
312 case 'ssm'
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
313 if k < 2
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
314 for jj = 1:nummodels
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
315 mdl(jj).clearNumParams;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
316 spl = plist('set', 'for bode', ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
317 'outputs', outNames, ...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
318 'inputs', inNames);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
319 % first optimise our model for the case in hand
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
320 mdl(jj).reorganize(spl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
321 % make it lighter
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
322 mdl(jj).optimiseForFitting();
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
323 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
324 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
325 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
326 % add lines to the matrix of models. Each line corresponds to one
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
327 % experiment
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
328 mmdl(k,:) = mdl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
329 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
330
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
331 [Bxy LogLambda] = utils.math.rjsample(mmdl,fin,fout,mnse,cvar,N,rang,param,Tc,xi,xo,search,jumps,parplot,debug,inNames,outNames,anneal,SNR0,DeltaL,inModel,outModel);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
332
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
333 % Set output
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
334 numfactors = 0;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
335 for gg = 1:(nummodels)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
336 for dd = gg+1:(nummodels)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
337 numfactors = numfactors + 1;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
338 BayesFactor(numfactors) = ao(Bxy{gg,dd});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
339 BayesFactor(numfactors).setName(sprintf('B%d%d',gg,dd));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
340 BayesFactor(numfactors).procinfo = plist('Likelihoods',LogLambda);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
341 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
342 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
343
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
344 output = {BayesFactor};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
345 varargout = output(1:nargout);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
346
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
347
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
348 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
349
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
350
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
351 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
352 % Get Info Object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
353 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
354 function ii = getInfo(varargin)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
355 if nargin == 1 && strcmpi(varargin{1}, 'None')
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
356 sets = {};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
357 pl = [];
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
358 else
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
359 sets = {'Default'};
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
360 pl = getDefaultPlist;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
361 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
362 % Build info object
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
363 ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.sigproc, '$Id: mcmc.m,v 1.33 2011/07/31 17:38:34 nikos Exp $', sets, pl);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
364 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
365
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
366 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
367 % Get Default Plist
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
368 %--------------------------------------------------------------------------
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
369 function plout = getDefaultPlist()
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
370 persistent pl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
371 if exist('pl', 'var')==0 || isempty(pl)
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
372 pl = buildplist();
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
373 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
374 plout = pl;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
375 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
376
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
377 function pl = buildplist()
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
378 pl = plist();
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
379
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
380 % inNames
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
381 p = param({'inNames','Input names. Used for ssm models'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
382 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
383
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
384 % outNames
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
385 p = param({'outNames','Output names. Usde for ssm models'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
386 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
387
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
388 %Model
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
389 p = param({'model','An array input of models.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
390 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
391
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
392 % Param
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
393 p = param({'FitParams','A cell array of evaluated parameters for each model.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
394 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
395
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
396 % Input
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
397 p = param({'input','A matrix array of input signals.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
398 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
399
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
400 pl = plist.MCH_FIT_PLIST;
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
401
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
402 % N
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
403 p = param({'N','number of samples of the chain.'}, paramValue.DOUBLE_VALUE(1000));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
404 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
405
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
406 % Sigma
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
407 p = param({'cov','Cell array containing the covariances of the gaussian jumping distribution for each model.'}, paramValue.DOUBLE_VALUE(1e-4));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
408 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
409
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
410 % Noise
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
411 p = param({'noise','A matrix array of noise spectrum (PSD) used to compute the likelihood.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
412 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
413
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
414 % Search
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
415 p = param({'modelFreqDependent','Set to true to use frequency dependent s models, set to false when using constant models'}, paramValue.TRUE_FALSE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
416 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
417
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
418 % Search
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
419 p = param({'search','Set to true to use bigger jumps in parameter space during annealing and cool down.'}, paramValue.TRUE_FALSE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
420 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
421
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
422 % Frequencies
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
423 p = param({'frequencies','Range of frequencies where the analysis is performed. If an array, only first and last are used'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
424 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
425
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
426 % Resample
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
427 p = param({'fsout','Desired sampling frequency to resample the input time series'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
428 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
429
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
430 % heat
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
431 p = param({'heat','The heat index flattening likelihood surface during annealing.'}, paramValue.DOUBLE_VALUE(1));
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
432 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
433
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
434 % Tc
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
435 p = param({'Tc','An array of two values setting the initial and final value for the cooling down.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
436 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
437
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
438 % initial values
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
439 p = param({'x0','The proposed initial values (cell array again).'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
440 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
441
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
442 % ranges
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
443 p = param({'range','ranges'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
444 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
445
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
446 % jumps
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
447 p = param({'jumps','An array of four numbers setting the rescaling of the covariance matrix during the search phase.',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
448 'The first value is the one applied by default, the following thhree apply just when the chain sample is',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
449 'mod(10), mod(25) and mod(100) respectively.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
450 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
451
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
452 % heat
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
453 p = param({'plot','If set equal to one, the evolution of the Bayes factor is plotted every 500 steps.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
454 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
455
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
456 % debug
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
457 p = param({'debug','Set to true to get debug information of the MCMC process.'}, paramValue.FALSE_TRUE);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
458 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
459
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
460 % outModel
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
461 p = param({'outModel','Output model. Still under test'}, paramValue.EMPTY_STRING);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
462 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
463
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
464 p = param({'anneal',['Choose type of annealing during sampling. Default value is ',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
465 'simulated annealing. Choose "thermo" for annealing with a thermostat.',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
466 ' SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), ',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
467 'then the chains are heated by a factor of (SNR(1)/SNR0)^2. Choosing "simple" ',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
468 'the deviation of the loglikelihood of every 10 points in the chains is stored. If this deviation ',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
469 'is larger or smaller than two fixed values the chains are cooled or heated respectively.']}, {1, {'simul','thermo', 'simple'}, paramValue.SINGLE});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
470 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
471
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
472 p = param({'SNR0','Fixed value for thermostated annealing.'}, {1, {200}, paramValue.OPTIONAL});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
473 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
474
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
475 p = param({'DeltaL',['Deviation of Loglikelihood for 10 points of the chains. Used for',...
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
476 'the "simple" choice of annealing with a thermostat.']}, {1, {[100 600 2 3]}, paramValue.OPTIONAL});
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
477 pl.append(p);
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
478
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
479
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
480 end
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
481
f0afece42f48 Import.
Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
482