Mercurial > hg > ltpda
diff m-toolbox/classes/+utils/@math/math.m @ 43:bc767aaa99a8
CVS Update
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Tue, 06 Dec 2011 11:09:25 +0100 |
parents | f0afece42f48 |
children |
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--- a/m-toolbox/classes/+utils/@math/math.m Wed Nov 23 19:22:13 2011 +0100 +++ b/m-toolbox/classes/+utils/@math/math.m Tue Dec 06 11:09:25 2011 +0100 @@ -11,7 +11,7 @@ % HISTORY: M Hewitson 26-05-08 % Creation % -% VERSION: $Id: math.m,v 1.77 2011/10/07 08:19:06 miquel Exp $ +% VERSION: $Id: math.m,v 1.79 2011/12/01 09:41:22 hewitson Exp $ % % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% @@ -27,7 +27,7 @@ %------------------------------------------------------------- % List other methods %------------------------------------------------------------- - + varargout = welchscale(varargin); varargout = intfact(varargin); % Compute two integers P and Q varargout = cpf(varargin) varargout = lp2z(varargin) @@ -80,7 +80,7 @@ best = diffStepFish(i1,i2,S11,S12,S21,S22,N,meval,params,ngrid,ranges,freqs,inNames,outNames) best = diffStepFish_1x1(i1,S11,N,meval,params,values,ngrid,ranges,freqs,inNames,outNames) loglk = loglikelihood(varargin) - loglk = loglikelihood_ssm(varargin) + [loglk snr] = loglikelihood_ssm(varargin) [loglk snr] = loglikelihood_matrix(varargin) snrexp = stnr(tmplt1,tmplt2,out1,out2,InvS11,InvS22,InvS12,InvS21) loglk = loglikelihood_ssm_td(xp,in,out,parnames,model,inNames,outNames,Noise,varargin) @@ -101,7 +101,7 @@ Covar = corr2cov(CorrC,SigC) R = Rcovmat(x) smpl = mhsample_td(model,in,out,cov,number,limit,parnames,Tc,xi,xo,search,jumps,parplot,dbg_info,inNames,outNames,inNoise,inNoiseNames,cutbefore,cutafter) - Bxy = rjsample(model,in,out,nse,cov,number,limit,param,Tc,xi,xo,search,jumps,parplot,dbg_info,inNames,outNames,inModel,outModel) + [Bxy LogLambda] = rjsample(mmdl,fin,fout,mnse,cvar,N,rang,param,Tc,xi,xo,search,jumps,parplot,debug,inNames,outNames,anneal,SNR0,DeltaL,inModel,outModel); [Fout,x] = ecdf(y) cVal = SKcriticalvalues(n1,n2,alph) x = Finv(p,n1,n2)