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comparison m-toolbox/test/test_ao_lpsd_variance_montecarlo.m @ 0:f0afece42f48

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 % test_ao_lpsd_variance_montecarlo
2 %
3 % Tests that the standard deviation returned by ao.dy in one
4 % frequency bin is equivalent to the matlab's std taking
5 % considering all realisations
6 %
7 % M Nofrarias 05-08-09
8 %
9 % $Id: test_ao_lpsd_variance_montecarlo.m,v 1.2 2009/08/11 14:20:10 miquel Exp $
10
11 % function test_ao_lpsd_variance_montecarlo()
12
13 clear
14
15 % data
16 nsecs = 500;
17 fs = 5;
18 pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'randn(size(t))');
19
20 %lpsd
21 pl2 = plist('Kdes', 20, 'Jdes', 100);
22
23 % loop
24 for i = 1:100
25 a(i) = ao(pl);
26 b1(i) = lpsd(a(i),pl2);
27 end
28
29
30 %% compare
31
32 % select a realisation
33 index = 10;
34
35 % compare estimated std to the one using all realisations
36 clear rel
37 for i =1:len(b1(1))
38 mn(i) = [mean(b1(:).y(i))];
39 rel(:,i) = [std(b1(:).y(i))/mn(i) b1(index).dy(i)/b1(index).y(i)];
40 end
41
42 % k = find(b1(1).procinfo,'k')
43
44 figure
45 loglog(b1(1).x,rel')
46 hold
47 loglog(b1(1).x,abs(rel(2,:)-rel(1,:)),'-or')
48 ylabel('difference (%)')
49 % xlabel('Frequency [Hz]')
50 % ylabel('Rel. error')
51 % legend('montecarlo','estimated','difference')
52 % print -deps2c test_ao_lpsd_variance_montecarlo_1.eps
53
54 % end
55
56
57