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Fixes around point-estimate of sensitivity and identification strength

time-shift
Marco Ratto 2011-05-30 14:36:48 +02:00
parent 1e5e214503
commit 58dc9557d9
1 changed files with 27 additions and 11 deletions
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38
matlab/identification_analysis.m
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@ -172,9 +172,14 @@ if info(1)==0,
indok = find(max(ide_hess.indno,[],1)==0);
cparam(indok,indok) = inv(AHess(indok,indok));
normaliz(indok) = sqrt(diag(cparam(indok,indok)))';
cmm = siJ*((AHess)\siJ');
cmm = NaN(size(siJ,1),size(siJ,1));
ind1=find(ide_hess.ind0);
cmm = siJ(:,ind1)*((AHess(ind1,ind1))\siJ(:,ind1)');
chh = siH(:,ind1)*((AHess(ind1,ind1))\siH(:,ind1)');
ind1=ind1(ind1>offset);
clre = siLRE(:,ind1)*((AHess(ind1,ind1))\siLRE(:,ind1)');
rhoM=sqrt(1./diag(inv(tildaM(indok,indok))));
deltaM = deltaM.*params';
% deltaM = deltaM.*abs(params');
flag_score=1;
catch,
replic = max([replic, length(indJJ)*3]);
@ -193,33 +198,44 @@ if info(1)==0,
indok = find(max(ide_hess.indno,[],1)==0);
% rhoM=sqrt(1-1./diag(inv(tildaM)));
% rhoM=(1-1./diag(inv(tildaM)));
ind1=find(ide_hess.ind0);
chh = siH(:,ind1)*((MIM(ind1,ind1))\siH(:,ind1)');
ind1=ind1(ind1>offset);
clre = siLRE(:,ind1)*((MIM(ind1,ind1))\siLRE(:,ind1)');
rhoM(indok)=sqrt(1./diag(inv(tildaM(indok,indok))));
normaliz(indok) = (sqrt(diag(inv(tildaM(indok,indok))))./deltaM(indok))'; %sqrt(diag(inv(MIM(indok,indok))))';
deltaM = deltaM.*params';
% deltaM = deltaM.*abs(params');
flag_score=0;
end
ide_strength_J(indok) = (1./(normaliz(indok)'./abs(params(indok)')));
ide_strength_J_prior(indok) = (1./(normaliz(indok)'./normaliz1(indok)'));
ide_strength_J(params==0)=ide_strength_J_prior(params==0);
deltaM_prior = deltaM.*abs(normaliz1');
deltaM = deltaM.*abs(params');
deltaM(params==0)=deltaM_prior(params==0);
quant = siJ./repmat(sqrt(diag(cmm)),1,nparam);
siJnorm = vnorm(quant).*normaliz1;
% siJnorm = vnorm(siJ(inok,:)).*normaliz;
quant=[];
inok = find((abs(TAU)<1.e-8));
isok = find((abs(TAU)>=1.e-8));
quant(isok,:) = siH(isok,:)./repmat(TAU(isok,1),1,nparam);
quant(inok,:) = siH(inok,:)./repmat(mean(abs(TAU)),length(inok),nparam);
% inok = find((abs(TAU)<1.e-8));
% isok = find((abs(TAU)>=1.e-8));
% quant(isok,:) = siH(isok,:)./repmat(TAU(isok,1),1,nparam);
% quant(inok,:) = siH(inok,:)./repmat(mean(abs(TAU)),length(inok),nparam);
quant = siH./repmat(sqrt(diag(chh)),1,nparam);
siHnorm = vnorm(quant).*normaliz1;
% siHnorm = vnorm(siH./repmat(TAU,1,nparam)).*normaliz;
quant=[];
inok = find((abs(LRE)<1.e-8));
isok = find((abs(LRE)>=1.e-8));
quant(isok,:) = siLRE(isok,:)./repmat(LRE(isok,1),1,np);
quant(inok,:) = siLRE(inok,:)./repmat(mean(abs(LRE)),length(inok),np);
% inok = find((abs(LRE)<1.e-8));
% isok = find((abs(LRE)>=1.e-8));
% quant(isok,:) = siLRE(isok,:)./repmat(LRE(isok,1),1,np);
% quant(inok,:) = siLRE(inok,:)./repmat(mean(abs(LRE)),length(inok),np);
quant = siLRE./repmat(sqrt(diag(clre)),1,np);
siLREnorm = vnorm(quant).*normaliz1(offset+1:end);
% siLREnorm = vnorm(siLRE./repmat(LRE,1,nparam-offset)).*normaliz(offset+1:end);
ide_hess.ide_strength_J=ide_strength_J;
ide_hess.ide_strength_J_prior=ide_strength_J_prior;
ide_hess.deltaM=deltaM;
ide_hess.deltaM_prior=deltaM_prior;
ide_moments.siJnorm=siJnorm;
ide_model.siHnorm=siHnorm;
ide_lre.siLREnorm=siLREnorm;