annotate m-toolbox/classes/@ao/lscov.m @ 44:409a22968d5e default

Add unit tests
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Tue, 06 Dec 2011 18:42:11 +0100
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Daniele Nicolodi <nicolodi@science.unitn.it>
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1 % LSCOV is a wrapper for MATLAB's lscov function.
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2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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3 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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4 % DESCRIPTION: LSCOV is a wrapper for MATLAB's lscov function. It solves a
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % set of linear equations by performing a linear least-squares fit. It
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6 % solves the problem
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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 % Y = HX
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9 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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10 % where X are the parameters, Y the measurements, and H the linear
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Daniele Nicolodi <nicolodi@science.unitn.it>
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11 % equations relating the two.
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12 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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13 % CALL: X = lscov([C1 C2 ... CN], Y, pl)
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14 % X = lscov(C1,C2,C3,...,CN, Y, pl)
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15 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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16 % INPUTS: C1...CN - AOs which represent the columns of H.
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17 % Y - AO which represents the measurement set
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18 %
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19 % Note: the length of the vectors in Ci and Y must be the same.
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Daniele Nicolodi <nicolodi@science.unitn.it>
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20 % Note: the last input AO is taken as Y.
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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 % pl - parameter list (see below)
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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 % OUTPUTs: X - A pest object with fields:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 % y - the N fitting coefficients to y_i
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Daniele Nicolodi <nicolodi@science.unitn.it>
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26 % dy - the parameters' standard deviations (lscov 'STDX' vector)
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Daniele Nicolodi <nicolodi@science.unitn.it>
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27 % cov - the parameters' covariance matrix (lscov 'COV' vector)
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28 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 % The procinfo field of the output PEST object is filled with the following key/value
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30 % pairs:
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31 % 'MSE' - the mean-squared errors
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32 %
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33 % <a href="matlab:utils.helper.displayMethodInfo('ao', 'lscov')">Parameters Description</a>
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34 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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35 % VERSION: $Id: lscov.m,v 1.42 2011/04/08 08:56:17 hewitson Exp $
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36 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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37 % EXAMPLES:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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39 % % 1) Determine the coefficients of a linear combination of noises:
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40 %
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41 % % Make some data
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42 % fs = 10;
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43 % nsecs = 10;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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44 % B1 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'T'));
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45 % B2 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'T'));
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46 % B3 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'T'));
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47 % n = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'm'));
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48 % c = [ao(1,plist('yunits','m/T')) ao(2,plist('yunits','m/T')) ao(3,plist('yunits','m T^-1'))];
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49 % y = c(1)*B1 + c(2)*B2 + c(3)*B3 + n;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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50 % y.simplifyYunits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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51 % % Get a fit for c
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Daniele Nicolodi <nicolodi@science.unitn.it>
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52 % p_s = lscov(B1, B2, B3, y);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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53 % % do linear combination: using lincom
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Daniele Nicolodi <nicolodi@science.unitn.it>
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54 % yfit1 = lincom(B1, B2, B3, p_s);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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55 % yfit1.simplifyYunits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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56 % % do linear combination: using eval
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Daniele Nicolodi <nicolodi@science.unitn.it>
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57 % yfit2 = p_s.eval(B1, B2, B3);
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58 %
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59 % % Plot (compare data with fit)
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60 % iplot(y, yfit1, yfit2, plist('Linestyles', {'-','--'}))
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61 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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62 % % 2) Determine the coefficients of a linear combination of noises:
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Daniele Nicolodi <nicolodi@science.unitn.it>
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63 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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64 % % Make some data
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Daniele Nicolodi <nicolodi@science.unitn.it>
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65 % fs = 10;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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66 % nsecs = 10;
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67 % x1 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'T'));
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68 % x2 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'm'));
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69 % x3 = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'C'));
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70 % n = ao(plist('tsfcn', 'randn(size(t))', 'fs', fs, 'nsecs', nsecs, 'yunits', 'm'));
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71 % c = [ao(1,plist('yunits','m/T')) ao(2,plist('yunits','m/m')) ao(3,plist('yunits','m C^-1'))];
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72 % y = c(1)*x1 + c(2)*x2 + c(3)*x3 + n;
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73 % y.simplifyYunits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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74 % % Get a fit for c
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Daniele Nicolodi <nicolodi@science.unitn.it>
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75 % p_m = lscov(x1, x2, x3, y);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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76 % % do linear combination: using lincom
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77 % yfit1 = lincom(x1, x2, x3, p_m);
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78 % % do linear combination: using eval
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Daniele Nicolodi <nicolodi@science.unitn.it>
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79 % pl_split = plist('times', [1 5]);
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Daniele Nicolodi <nicolodi@science.unitn.it>
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80 % yfit2 = p_m.eval(plist('Xdata', {split(x1, pl_split), split(x2, pl_split), split(x3, pl_split)}));
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81 % % Plot (compare data with fit)
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82 % iplot(y, yfit1, yfit2, plist('Linestyles', {'-','--'}))
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83 %
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84 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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85
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Daniele Nicolodi <nicolodi@science.unitn.it>
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86 function varargout = lscov(varargin)
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87
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Daniele Nicolodi <nicolodi@science.unitn.it>
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88 % Check if this is a call for parameters
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Daniele Nicolodi <nicolodi@science.unitn.it>
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89 if utils.helper.isinfocall(varargin{:})
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Daniele Nicolodi <nicolodi@science.unitn.it>
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90 varargout{1} = getInfo(varargin{3});
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Daniele Nicolodi <nicolodi@science.unitn.it>
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91 return
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92 end
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93
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Daniele Nicolodi <nicolodi@science.unitn.it>
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94 import utils.const.*
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Daniele Nicolodi <nicolodi@science.unitn.it>
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95 utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
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96
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Daniele Nicolodi <nicolodi@science.unitn.it>
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97 % Collect input variable names
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98 in_names = cell(size(varargin));
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Daniele Nicolodi <nicolodi@science.unitn.it>
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99 for ii = 1:nargin,in_names{ii} = inputname(ii);end
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100
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Daniele Nicolodi <nicolodi@science.unitn.it>
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101 % Collect all AOs and plists
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102 [A, ao_invars] = utils.helper.collect_objects(varargin(:), 'ao', in_names);
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103 pl = utils.helper.collect_objects(varargin(:), 'plist', in_names);
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104
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Daniele Nicolodi <nicolodi@science.unitn.it>
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105 if numel(A) < 2
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106 error('### lscov needs at least 2 inputs AOs');
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107 end
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108
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109 if nargout == 0
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110 error('### lscov can not be used as a modifier method. Please give at least one output');
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111 end
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112
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113 % combine plists
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114 pl = parse(pl, getDefaultPlist());
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115
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116 % collect inputs names
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117 argsname = A(1).name;
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118 for jj = 2:numel(A)
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119 argsname = [argsname ',' A(jj).name];
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120 end
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121
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122 % Extract parameters
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123 W = find(pl, 'weights');
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Daniele Nicolodi <nicolodi@science.unitn.it>
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124 V = find(pl, 'cov');
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125
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Daniele Nicolodi <nicolodi@science.unitn.it>
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126 % Build matrices for lscov
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127 C = A(1:end-1);
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128 Y = A(end);
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129
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130 H = C(:).y;
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131 y = Y.y;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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132 if isa(W,'ao'), W = W.y; end;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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133 if isa(V,'ao'), V = V.y; end;
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134
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Daniele Nicolodi <nicolodi@science.unitn.it>
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135 if isempty(V)
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136 [p,stdx,mse,s] = lscov(H, y, W);
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137 else
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138 [p,stdx,mse,s] = lscov(H, y, W, V);
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139 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
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140
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Daniele Nicolodi <nicolodi@science.unitn.it>
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141 % prepare model, units, names
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Daniele Nicolodi <nicolodi@science.unitn.it>
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142 model = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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143 for jj = 1:numel(p)
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144 names{jj} = ['C' num2str(jj)];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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145 units{jj} = Y.yunits / C(jj).yunits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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146 xunits{jj} = C(jj).yunits;
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Daniele Nicolodi <nicolodi@science.unitn.it>
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147 xvar{jj} = ['X' num2str(jj)];
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Daniele Nicolodi <nicolodi@science.unitn.it>
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148 if jj == 1
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149 model = ['C' num2str(jj) '*X' num2str(jj) ' '];
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150 else
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151 model = [model ' + C' num2str(jj) '*X' num2str(jj)];
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152 end
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153 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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154
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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155 model = smodel(plist('expression', model, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
156 'params', names, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
157 'values', p, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
158 'xvar', xvar, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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159 'xunits', xunits, ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
160 'yunits', Y.yunits ...
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
161 ));
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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162
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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163 % Build the output pest object
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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164 X = pest;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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165 X.setY(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
166 X.setDy(stdx);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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167 X.setCov(s);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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168 X.setChi2(mse);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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169 X.setNames(names{:});
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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170 X.setYunits(units{:});
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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171 X.setModels(model);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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172 X.name = sprintf('lscov(%s)', argsname);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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173 X.addHistory(getInfo('None'), pl, ao_invars, [A(:).hist]);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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174 % Set procinfo object
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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175 X.procinfo = plist('MSE', mse);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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176 % Propagate 'plotinfo'
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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177 plotinfo = [A(:).plotinfo];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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178 if ~isempty(plotinfo)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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179 X.plotinfo = combine(plotinfo);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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180 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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181
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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182 % Set outputs
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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183 varargout{1} = X;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
184
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
185 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
186
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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187 %--------------------------------------------------------------------------
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
188 % Get Info Object
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
189 %--------------------------------------------------------------------------
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
190 function ii = getInfo(varargin)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
191 if nargin == 1 && strcmpi(varargin{1}, 'None')
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
192 sets = {};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
193 pl = [];
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
194 else
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
195 sets = {'Default'};
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
196 pl = getDefaultPlist;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
197 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
198 % Build info object
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
199 ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.op, '$Id: lscov.m,v 1.42 2011/04/08 08:56:17 hewitson Exp $', sets, pl);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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200 ii.setModifier(false);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
201 ii.setArgsmin(2);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
202 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
203
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
204 %--------------------------------------------------------------------------
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
205 % Get Default Plist
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
206 %--------------------------------------------------------------------------
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
207 function plout = getDefaultPlist()
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
208 persistent pl;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
209 if exist('pl', 'var')==0 || isempty(pl)
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
210 pl = buildplist();
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
211 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
212 plout = pl;
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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213 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
214
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
215 function pl = buildplist()
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
216 pl = plist();
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
217
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
218 % Weights
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
219 p = param({'weights','An ao containing weights for the fit.'}, paramValue.EMPTY_DOUBLE);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
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220 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
221
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
222 % Cov
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
223 p = param({'cov','An ao containing a covariance matrix for the fit.'}, paramValue.EMPTY_DOUBLE);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
224 pl.append(p);
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
225
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
226 end
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Daniele Nicolodi <nicolodi@science.unitn.it>
parents:
diff changeset
227 % END