%  test_ao_ltfe_variance_montecarlo
%
% Tests that the standard deviation returned by ao.dy in one
% frequency bin is equivalent to the matlab's std taking 
% considering all realisations
%
% M Nofrarias 22-07-09
%
% $Id: test_ao_lcohere_variance_montecarlo.m,v 1.1 2009/08/11 14:20:11 miquel Exp $

% function test_ao_lcohere_variance_montecarlo()
 
  clear

  % data
  nsecs = 200;
  fs    = 10;
  pl = plist('nsecs', nsecs, 'fs', fs, 'tsfcn', 'sin(2*pi*2*t) + randn(size(t))');
  
  
  % Make a filter
  f1 = miir(plist('type', 'highpass', 'fc', 4, 'fs', fs));
  
  % Window
  Nfft = 1000;
  win  = specwin('Hanning', Nfft);
  pl2 = plist('Kdes',20,'win',win,'Olap',-1)
  
  % loop
  for  i = 1:100
    a1 = ao(pl);
    a2 = filter(a1,plist('filter', f1));
    t1(i) = lcohere(a1,a2,pl2);
  end
  
  %% mean
  index = 6;

 clear rel
  for i =1:len(t1(1))
     mn(i) = [mean(t1(:).y(i))]; % both means are equal
  rel(:,i) = [std(t1(:).y(i)) mean(t1(:).dy(i))]/abs(mn(i));
  end

  figure
loglog(t1(1).x,rel')
figure
loglog(t1(1).x,abs(rel(2,:)-rel(1,:)))