ltpda: m-toolbox/classes/@matrix/mcmc.m annotate

annotate m-toolbox/classes/@matrix/mcmc.m @ 52:daf4eab1a51e database-connection-manager tip

Fix. Default password should be [] not an empty string

author	Daniele Nicolodi <nicolodi@science.unitn.it>
date	Wed, 07 Dec 2011 17:29:47 +0100
parents	f0afece42f48
children

rev	line source
0 f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	1 % MCMC estimates paramters using a Monte Carlo Markov Chain.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	3 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	4 % DESCRIPTION: MCMC estimate the parameters of a given model given
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	5 % inputs, outputs and noise using a Metropolis algorithm.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	6 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	7 % CALL: [b smplr] = mcmc(out,pl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	8 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	9 % INPUTS: out - matrix objects with measured outputs
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	10 % pl - parameter list
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	11 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	12 % OUTPUTS: b - pest object contatining estimate information
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	13 % smplr - matrix containing info about the rejected points
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	14 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	15 % <a href="matlab:utils.helper.displayMethodInfo('matrix', 'mcmc')">Parameters Description</a>
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	16 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	17 % VERSION: $Id: mcmc.m,v 1.35 2011/11/16 15:21:13 nikos Exp $
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	18 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	19 % References: M Nofrarias et al. Phys. Rev. D 82, 122002 (2010)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	20 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	21 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	22 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	23
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	24 % TODO: multiple chain option not implemented yet
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	25 % metropolis/hastings not implemented
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	26 % empty initial values not implemented
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	27
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	28
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	29 function varargout = mcmc(varargin)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	30
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	31 % Check if this is a call for parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	32 if utils.helper.isinfocall(varargin{:})
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	33 varargout{1} = getInfo(varargin{3});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	34 return
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	35 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	36
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	37 import utils.const.*
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	38 utils.helper.msg(msg.PROC3, 'running %s/%s', mfilename('class'), mfilename);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	39
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	40 % Method can not be used as a modifier
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	41 if nargout == 0
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	42 error('### mcmc cannot be used as a modifier. Please give an output variable.');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	43 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	44
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	45 % Collect input variable names
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	46 in_names = cell(size(varargin));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	47 for ii = 1:nargin,in_names{ii} = inputname(ii);end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	48
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	49 % Collect all AOs smodels and plists
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	50 [mtxs, mtxs_invars] = utils.helper.collect_objects(varargin(:), 'matrix', in_names);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	51 pl = utils.helper.collect_objects(varargin(:), 'plist', in_names);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	52
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	53 % Combine plists
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	54 pl = parse(pl, getDefaultPlist);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	55
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	56 % Get parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	57 N = find(pl, 'N');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	58 Tc = find(pl,'Tc');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	59 xi = find(pl,'heat');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	60 cvar = find(pl, 'cov');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	61 rng = find(pl,'range');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	62 flim = find(pl,'frequencies');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	63 fsout = find(pl,'fsout');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	64 search = find(pl,'search');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	65 simplex = find(pl,'simplex');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	66 mhsampleTrue = find(pl,'mhsample');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	67 xo = find(pl,'x0');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	68 mtxin = find(pl,'input');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	69 mdlin = find(pl,'model');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	70 mdlFreqDependent = find(pl,'modelFreqDependent');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	71 nse = find(pl,'noise');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	72 jumps = find(pl,'jumps');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	73 parplot = find(pl,'plot');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	74 debug = find(pl,'debug');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	75 outModel = find(pl,'outModel');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	76 inModel = find(pl,'inModel');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	77 outNames = find(pl,'outNames');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	78 inNames = find(pl,'inNames');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	79 fpars = find(pl,'prior');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	80 anneal = find(pl,'anneal');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	81 DeltaL = find(pl,'DeltaL');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	82 SNR0 = find(pl,('SNR0'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	83
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	84 % Decide on a deep copy or a modify
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	85 in = copy(mtxin, nargout);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	86 out = copy(mtxs, nargout);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	87 mdl = copy(mdlin, nargout);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	88
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	89 % checking if input or noise are aos
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	90 if isa(in, 'ao')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	91 in = matrix(in,plist('shape',[size(in,1) size(in,2)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	92 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	93 if isa(nse, 'ao')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	94 nse = matrix(nse,plist('shape',[size(nse,1) size(nse,2)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	95 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	96
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	97 % lighten the model
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	98 mdl.clearHistory;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	99 if isa(mdl, 'ssm')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	100 mdl.clearNumParams;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	101 mdl.clearAllUnits;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	102 mdl.params.simplify;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	103 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	104
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	105 % Check input parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	106 if isempty(rng)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	107 error('### Please define a search range ''range''');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	108 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	109 param = find(pl,'FitParams');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	110 if isempty(param)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	111 error('### Please define the parameters ''param''');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	112 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	113 nparam = numel(param);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	114 if size(mdl) ~= size(nse)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	115 error('### Parameters ''model'' and ''noise'' must be the same dimension');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	116 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	117 if size(in) ~= size(out)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	118 error('### Number of input and output experiments must be the same');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	119 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	120
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	121
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	122 % Get range for parameters
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	123 for i = 1:nparam
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	124 rang(:,i) = rng{i};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	125 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	126
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	127 % Get number of experiments
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	128 nexp = numel(in);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	129
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	130 switch class(mdl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	131 case 'matrix'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	132 % Check model sizes
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	133 if (isempty(outModel) && isempty(inModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	134 if (~(numel(in(1).objs) == mdl.ncols) \|\| ~(numel(out(1).objs) == mdl.nrows))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	135 error('Check model or input/output sizes');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	136 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	137 elseif isempty(inModel)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	138 if (~(numel(in(1).objs) == mdl.ncols) \|\| ~(size(outModel,2) == mdl.nrows) \|\| ~(size(outModel,1) == numel(out(1).objs)))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	139 error('Check model or input/output sizes');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	140 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	141 elseif isempty(outModel)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	142 if (~(numel(in(1).objs) == size(inModel,2)) \|\| ~(size(inModel,1) == mdl.ncols) \|\| ~(numel(out(1).objs) == mdl.nrows))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	143 error('Check model or input/output sizes');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	144 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	145 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	146 if (~(numel(in(1).objs) == size(inModel,2)) \|\| ~(size(inModel,1) == mdl.ncols) \|\| ~(size(outModel,2) == mdl.nrows) \|\| ~(numel(out(1).objs) == size(outModel,1)))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	147 error('Check model or input/output sizes');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	148 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	149 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	150 case 'ssm'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	151 inNames = find(pl,'inNames');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	152 outNames = find(pl,'outNames');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	153 if( (numel(inNames) ~= numel(in(1).objs)) \|\| numel(outNames) ~= numel(out(1).objs))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	154 error('Check model inNames and outNames, they do not match with the input objects')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	155 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	156 otherwise
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	157 error('### Model must be either from the ''matrix'' or the ''ssm'' class. Please check the inputs')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	158 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	159
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	160
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	161
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	162 %%%%%%%%%%%%%%%%%%%%%%%%%%%% Frequency domain pre-process %%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	163
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	164 utils.helper.msg(msg.IMPORTANT, 'Computing frequency domain objects', mfilename('class'), mfilename);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	165 for k = 1:nexp
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	166
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	167 if((numel(out(1).objs) == 2) && (numel(in(1).objs) == 2)) % previous code done by miquel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	168 % optional resampling (not matrix/resample method yet)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	169 if ~isempty(fsout)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	170 for i = 1:numel(in(k).objs(:))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	171 in(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	172 out(k).objs(i).resample(plist('fsout',fsout));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	173 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	174 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	175
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	176 % fft
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	177 fin(k) = fft(in(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	178 fout(k) = fft(out(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	179
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	180 Nsamples = length(fin(k).getObjectAtIndex(1).x);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	181 fs = fin(k).getObjectAtIndex(1).fs;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	182
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	183
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	184 if (isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	185 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	186 if ~isempty(flim)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	187 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	188 fout(k) = split(fout(k),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 elseif (~isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	191 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	192 if ~isempty(flim)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	193 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	194 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	195 if(~isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	196 for lll=1:size(outModel,1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	197 for kkk=1:size(outModel,2)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	198 outModel(lll,kkk) = split(outModel(lll,kkk),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	199 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	200 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	201 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	202 if(~isempty(inModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	203 inModel = split(inModel,plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	204 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	205 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	206 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	207
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	208 % use signal fft to get frequency vector. Take into account signal
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	209 % could be empty or set to zero
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	210
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	211 % 1st channel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	212 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	213 i1 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	214 % rebuild input with new zeroed signal
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	215 fin(k) = matrix(i1,fin(k).getObjectAtIndex(2,1),plist('shape',[2 1]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	216 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	217 freqs = fin(k).getObjectAtIndex(1,1).x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	218 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	219 % 2nd channel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	220 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	221 i2 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	222 % rebuild input with new zeroed signal
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	223 fin(k) = matrix(fin(k).getObjectAtIndex(1,1),i2,plist('shape',[2 1]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	224 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	225 freqs = fin(k).getObjectAtIndex(2,1).x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	226 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	227
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	228 % Compute psd
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	229 n1 = Nsamplesfs/2psd(nse(k).getObjectAtIndex(1,1), pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	230 n2 = Nsamplesfs/2psd(nse(k).getObjectAtIndex(2,1), pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	231 n12 = Nsamplesfs/2cpsd(nse(k).getObjectAtIndex(1,1),nse(k).getObjectAtIndex(2,1), pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	232
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	233 % interpolate noise to fft frequencies
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	234 S11 = interp(n1,plist('vertices',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	235 S12 = interp(n12,plist('vertices',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	236 S22 = interp(n2,plist('vertices',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	237 S21 = conj(S12);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	238 % build cross-spectrum matrix
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	239 mnse(k) = matrix(S11,S21,S12,S22,plist('shape',[2 2]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	240
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	241 switch class(mdl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	242 case 'matrix'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	243 for i = 1:numel(mdl.objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	244 if (mdlFreqDependent)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	245 % set Xvals
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	246 mdl.objs(i).setXvals(freqs);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	247 % set alias
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	248 mdl.objs(i).assignalias(mdl.objs(i),plist('xvals',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	249 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	250 mdl.objs(i).setXvals(1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	251 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	252 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	253 case 'ssm'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	254 if k<2
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	255 mdl.clearNumParams;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	256 spl = plist('set', 'for bode', ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	257 'outputs', outNames, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	258 'inputs', inNames);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	259 % first optimise our model for the case in hand
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	260 mdl.reorganize(spl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	261 % make it lighter
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	262
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	263 %for k = 1:nexp
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	264
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	265 mdl(k).optimiseForFitting();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	266 %end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	267 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 % set Xvals for model (frequency vector could change for each experiment)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	270
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	271 mmdl(k) = mdl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	272
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	273 elseif ((numel(out(1).objs) == 3) && (numel(in(1).objs) == 4))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	274
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	275 % here we are implementing only the magnetic case
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	276 % We have 4 inputs (the 4 conformator waveforms of the magnetic
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	277 % analysis and
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	278 % 3 outputs (that correspond to the IFO.x12 and IFO.ETA1 and
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	279 % IFO.PHI1
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	280
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	281
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	282 % fft
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	283 fin(k) = fft(in(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	284 fout(k) = fft(out(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	285 Nsamples = length(fin(k).getObjectAtIndex(1,1).x);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	286 fs = fin(k).getObjectAtIndex(1).fs;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	287
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	288 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	289 if ~isempty(flim)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	290 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	291 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	292
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	293 if(~isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	294 for lll=1:size(outModel,1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	295 for kkk=1:size(outModel,2)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	296 outModel(lll,kkk) = split(outModel(lll,kkk),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	297 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	298 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	299 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	300 if(~isempty(inModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	301 inModel = split(inModel,plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	302 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	303 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	304
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	305 freqs = fin(k).getObjectAtIndex(1,1).x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	306
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	307 % Build noise model
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	308 for ii = 1:numel(out.objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	309 for jj = ii:numel(out.objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	310 % Compute psd
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	311 if (ii==jj)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	312 n(ii,jj) = Nsamplesfs/2psd(nse(k).getObjectAtIndex(ii), pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	313 S(ii,jj) = interp(n(ii,jj),plist('vertices',freqs,'method','linear'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	314 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	315 n(ii,jj) = Nsamplesfs/2cpsd(nse(k).getObjectAtIndex(ii),nse(k).getObjectAtIndex(jj),pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	316 S(ii,jj) = interp(n(ii,jj),plist('vertices',freqs,'method','linear'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	317 S(jj,ii) = conj(S(ii,jj));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	318 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	319 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	320 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	321 % build cross-spectrum matrix
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	322 mnse(k) = matrix(S,plist('shape',[numel(out.objs) numel(out.objs)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	323
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	324 % Check model sizes
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	325
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	326 switch class(mdl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	327 case 'matrix'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	328 % set Xvals for model (frequency vector could change for each experiment)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	329 for i = 1:numel(mdl.objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	330 % set Xvals
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	331 if (mdlFreqDependent)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	332 mdl.objs(i).setXvals(freqs);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	333 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	334 mdl.objs(i).setXvals(1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	335 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	336 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	337 case 'ssm'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	338 spl = plist('set', 'for bode', ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	339 'outputs', outNames, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	340 'inputs', inNames);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	341 % first optimise our model for the case in hand
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	342 mdl.reorganize(spl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	343 % make it lighter
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	344 for k = 1:nexp
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	345 mmdl(k).optimiseForFitting();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	346 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	347 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	348 mmdl(k) = mdl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	349
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	350 elseif ((numel(out(1).objs) == 1) && (numel(in(1).objs) == 1))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	351
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	352 % case 1 input, 1 output used mostly for passing
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	353 % ao objects from ao.mcmc.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	354
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	355 % optional resampling (not matrix/resample method yet)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	356 if ~isempty(fsout)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	357 in(k).objs(1).resample(plist('fsout',fsout));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	358 out(k).objs(1).resample(plist('fsout',fsout));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	359 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	360
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	361 % fft
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	362 fin(k) = fft(in(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	363 fout(k) = fft(out(k));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	364
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	365 Nsamples = length(fin(k).getObjectAtIndex(1).x);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	366 fs = fin(k).getObjectAtIndex(1).fs;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	367
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	368
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	369 if (isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	370 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	371 if ~isempty(flim)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	372 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	373 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	374 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	375 elseif (~isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	376 % Get rid of fft f =0, reduce frequency range if needed
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	377 if ~isempty(flim)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	378 fin(k) = split(fin(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	379 fout(k) = split(fout(k),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	380 if(~isempty(outModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	381 for lll=1:size(outModel,1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	382 for kkk=1:size(outModel,2)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	383 outModel(lll,kkk) = split(outModel(lll,kkk),plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	384 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	385 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	386 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	387 if(~isempty(inModel))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	388 inModel = split(inModel,plist('frequencies',[flim(1) flim(end)]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	389 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	390 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	391 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	392
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	393 % use signal fft to get frequency vector. Take into account signal
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	394 % could be empty or set to zero
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	395
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	396 % 1st and only channel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	397 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	398 i1 = ao(plist('type','fsdata','xvals',0,'yvals',0));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	399 % rebuild input with new zeroed signal
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	400 fin(k) = matrix(i1,fin(k).getObjectAtIndex(2,1),plist('shape',[2 1]));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	401 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	402 freqs = fin(k).getObjectAtIndex(1,1).x;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	403 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	404
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	405 % Compute psd
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	406 n1 = Nsamplesfs/2psd(nse(k).getObjectAtIndex(1,1), pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	407
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	408 % interpolate noise to fft frequencies
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	409 S11 = interp(n1,plist('vertices',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	410
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	411 % build cross-spectrum matrix
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	412 mnse(k) = matrix(S11);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	413
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	414 switch class(mdl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	415 case 'matrix'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	416 for i = 1:numel(mdl.objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	417 if (mdlFreqDependent)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	418 % set Xvals
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	419 mdl.objs(i).setXvals(freqs);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	420 % set alias
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	421 mdl.objs(i).assignalias(mdl.objs(i),plist('xvals',freqs));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	422 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	423 mdl.objs(i).setXvals(1);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	424 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	425 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	426 case 'ssm'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	427 if k<2
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	428 mdl.clearNumParams;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	429 spl = plist('set', 'for bode', ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	430 'outputs', outNames, ...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	431 'inputs', inNames);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	432 % first optimise our model for the case in hand
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	433 mdl.reorganize(spl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	434 % make it lighter
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	435 mdl(k).optimiseForFitting();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	436 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	437 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	438 % set Xvals for model (frequency vector could change for each experiment)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	439
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	440 mmdl(k) = mdl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	441
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	442
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	443 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	444 error('Implemented cases: 1 inputs / 1output, 2 inputs / 2outputs (TN3045 analysis), and 4 inputs / 3 outpus (magnetic complete analysis model. Other cases have not been implemented yet. Sorry for the inconvenience)');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	445 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	446 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	447
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	448 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	449
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	450 % do simplex
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	451 if simplex
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	452 if isempty(xo)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	453 error('### Simplex needs a starting guess. Please input a ''x0''.');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	454 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	455 switch class(mmdl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	456 case 'matrix'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	457 xo = fminsearch(@(x) utils.math.loglikelihood_matrix(x,fin,fout,mnse,mmdl,param,inModel,outModel),xo,optimset('Display','iter'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	458 % case 'smodel'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	459 % xo = fminsearch(@(x) utils.math.loglikelihood(x,in,out,nse,mmdl,param),xo,optimset('Display','iter'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	460 case 'ssm'
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	461 Amats = mdl.amats;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	462 Bmats = mdl.bmats;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	463 Cmats = mdl.cmats;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	464 Dmats = mdl.dmats;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	465 xo = fminsearch(@(x) utils.math.loglikelihood_ssm(x,fin,fout,mnse,mmdl,param,inNames,outNames,spl,Amats,Bmats,Cmats,Dmats),xo,optimset('Display','iter'));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	466 otherwise
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	467 error('### Model must be either from the ''smodel'' or the ''ssm'' class. Please check the inputs')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	468 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	469
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	470 for i = 1:numel(param)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	471 fprintf('### Simplex estimate: %s = %d \n',param{i},xo(i))
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	472 save('parameters_simplex.txt','xo','-ASCII')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	473 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	474 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	475
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	476 p = pest(xo);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	477 p.setName('SimplexEstimate');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	478 p.setNames(param{:});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	479 p.setModels(mmdl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	480
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	481
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	482 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	483
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	484 if mhsampleTrue
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	485
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	486 % Sampling and saving rejected points. smplr is a matrix of
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	487 % the size of (# of samples)x(# of params + 2) wich contains the whole
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	488 % chain for each parameter, a column of zeros and ones (rejected or
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	489 % accepted point) and the value of the loglikelihood.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	490 [smpl smplr] = utils.math.mhsample(mmdl,fin,fout,mnse,cvar,N,rang,param,Tc,xi,xo,search,jumps,parplot,debug,inNames,outNames,fpars,anneal,SNR0,DeltaL,inModel,outModel);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	491
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	492 % statistics of the chain
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	493 if isempty(Tc)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	494 initial =1;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	495 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	496 initial = Tc(2)+1;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	497 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	498 mn = mean(smpl(initial:end,:));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	499 cv = cov(smpl(initial:end,:));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	500
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	501 for i = 1:nparam
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	502 for j = 1:nparam
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	503 cr(i,j) = cv(i,j)/sqrt(cv(i,i)*cv(j,j));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	504 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	505 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	506
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	507 % compute dof
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	508 ndata = 0;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	509 for i = 1:length(mtxs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	510 for j = 1:length(mtxs(1).objs)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	511 ndata = ndata + mtxs(i).objs(j).len;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	512 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	513 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	514 dof = ndata-nparam;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	515
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	516 % create pest output
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	517 p = pest(mn);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	518 p.setName('mcmc');
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	519 p.setNames(param{:});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	520 % add statistical info
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	521 p.setCov(cv);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	522 p.setCorr(cr);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	523 p.setDy(sqrt(diag(cv)));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	524 p.setChain(smpl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	525 %p.computePdf;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	526 p.setDof(dof);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	527 p.setModels(mdl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	528 % set history
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	529 %p.addHistory(getInfo('None'), pl, mtxs_invars(:), [out(:).hist mdl(:).hist]);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	530 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	531 % Set output
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	532 % Implemented it this way in order to leave the pest class as it is.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	533 output = {p,smplr};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	534 %varargout{1} = p;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	535 varargout = output(1:nargout);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	536
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	537 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	538
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	539 % %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	540 % % Compute priors means and sigmas
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	541 % %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	542 % function fit = fitPrior(prior,nparam)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	543 % fit = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	544 % for ii=1:nparam
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	545 % [muhat,sigmahat] = normfit(prior(:,2ii-1),prior(:,2ii));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	546 % fit = [fit ,[muhat,sigmahat]'];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	547 % end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	548 % end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	549
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	550 %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	551 % Get Info Object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	552 %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	553 function ii = getInfo(varargin)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	554 if nargin == 1 && strcmpi(varargin{1}, 'None')
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	555 sets = {};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	556 pl = [];
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	557 else
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	558 sets = {'Default'};
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	559 pl = getDefaultPlist;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	560 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	561 % Build info object
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	562 ii = minfo(mfilename, 'ao', 'ltpda', utils.const.categories.sigproc, '$Id: mcmc.m,v 1.35 2011/11/16 15:21:13 nikos Exp $', sets, pl);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	563 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	564
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	565 %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	566 % Get Default Plist
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	567 %--------------------------------------------------------------------------
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	568 function plout = getDefaultPlist()
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	569 persistent pl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	570 if exist('pl', 'var')==0 \|\| isempty(pl)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	571 pl = buildplist();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	572 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	573 plout = pl;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	574 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	575
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	576 function pl = buildplist()
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	577 pl = plist();
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	578
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	579 % % inNames
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	580 % p = param({'inNames','Input names. Used for ssm models'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	581 % pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	582 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	583 % % outNames
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	584 % p = param({'outNames','Output names. Usde for ssm models'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	585 % pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	586 %
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	587 % Model
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	588 % p = param({'model','A matrix array of models.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	589 % pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	590
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	591 % Param
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	592 p = param({'FitParams','A cell array of evaluated parameters.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	593 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	594
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	595 % Input
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	596 p = param({'input','A matrix array of input signals.'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	597 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	598
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	599 pl = plist.MCH_FIT_PLIST;
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	600
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	601 % N
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	602 p = param({'N','number of samples of the chain.'}, paramValue.DOUBLE_VALUE(1000));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	603 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	604
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	605 % Sigma
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	606 p = param({'cov','covariance of the gaussian jumping distribution.'}, paramValue.DOUBLE_VALUE(1e-4));
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	607 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	608
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	609 % Noise
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	610 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	611 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	612
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	613 % Search
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	614 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	615 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	616
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	617 % Search
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	618 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	619 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	620
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	621 % Frequencies
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	622 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	623 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	624
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	625 % Resample
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	626 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	627 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	628
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	629 % Simplex
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	630 p = param({'simplex','Set to true to perform a simplex search to find the starting parameters of the MCMC chain.'}, paramValue.TRUE_FALSE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	631 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	632
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	633 % mhsampleTrue
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	634 p = param({'mhsample','Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search'}, paramValue.TRUE_FALSE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	635 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	636
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	637 % heat
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	638 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	639 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	640
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	641 % Tc
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	642 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	643 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	644
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	645 % heat
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	646 p = param({'x0','The proposed initial values.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	647 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	648
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	649 % jumps
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	650 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	651 '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	652 'mod(10), mod(25) and mod(100) respectively.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	653 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	654
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	655 % heat
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	656 p = param({'plot','Select indexes of the parameters to be plotted.'}, paramValue.EMPTY_DOUBLE);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	657 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	658
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	659 % debug
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	660 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	661 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	662
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	663 % inModel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	664 p = param({'inModel','Input model. Still under test'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	665 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	666
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	667 % outModel
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	668 p = param({'outModel','Output model. Still under test'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	669 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	670
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	671 p = param({'prior','Mean, sigma and normalization factor for priors. Still under test'}, paramValue.EMPTY_STRING);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	672 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	673
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	674 p = param({'anneal',['Choose type of annealing during sampling. Default value is ',...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	675 'simulated annealing. Choose "thermo" for annealing with a thermostat.',...
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	676 ' 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	677 '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	678 '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	679 '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	680 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	681
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	682 p = param({'SNR0','Fixed value for thermostated annealing.'}, {1, {200}, paramValue.OPTIONAL});
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	683 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	684
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	685 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	686 '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	687 pl.append(p);
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	688
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	689 end
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	690
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	691
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	692 % PARAMETERS: J - number of chains to compute.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	693 % sigma - dispersion of the jumping distribution.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	694 % range - range where the parameteters are sampled.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	695 % param - a cell array of evaluated parameters (from the
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	696 % smodel).
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	697 % Tc - an array with two values (default: 0, i.e. no annealing).
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	698 % heat - heat index flattening likelihood surface (default: 1)
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	699 % x0 - proposed initial values, if empty selected randomly.
f0afece42f48 Import. Daniele Nicolodi <nicolodi@science.unitn.it> parents: diff changeset	700 % (default: empty)

Mercurial > hg > ltpda

annotate m-toolbox/classes/@matrix/mcmc.m @ 52:daf4eab1a51e database-connection-manager tip