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| author | ziejd2 | 2017-09-28 15:04:40 -0500 |
|---|---|---|
| committer | ziejd2 | 2017-09-28 15:04:40 -0500 |
| commit | 8070dc963753142bb86c4ed698d91fd623ed28e7 (patch) | |
| tree | d0f6dd8fc46a49b819aa55c1a90faa14d8448883 /sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m | |
| parent | 7cc31810d53176e805532b2789955f4eedbce6bb (diff) | |
| download | BNW-8070dc963753142bb86c4ed698d91fd623ed28e7.tar.gz | |
BNW using Octave instead of Matlab.
This version of BNW should perform the same as the original version. The only difference is that it uses Octave instead of Matlab when running BayesNet Toolbox during parameter learning. I am calling this BNW_1.02. It can be accessed at: compbio.uthsc.edu/BNW_1.02
Diffstat (limited to 'sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m')
| -rw-r--r-- | sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m | 20 |
1 files changed, 20 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m b/sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m new file mode 100644 index 00000000..8d31f217 --- /dev/null +++ b/sourcecodes/bnt-master/Kalman/learn_AR_diagonal.m @@ -0,0 +1,20 @@ +function [coef, C] = learn_AR_diagonal(y, k) +% Find the ML parameters for a collection of independent scalar AR processes. + +% sep_coef(1,1,t,i) is the coefficient to apply to compopnent i of the state vector t steps ago +% eg. consider two components L and R and let A = coef(:,:,1,:), B = coef(:,:,2,:) +% L3 (AL 0 BL 0) (L2) (CL 0 0 0) +% R3 = (0 AR 0 BR) (R2) (0 CR 0 0) +% L2 (1 0 0 0 ) (L1) + (0 0 0 0) +% R2 (0 1 0 0 ) (R1) (0 0 0 0) + +ss = size(y, 1); +sep_coef = zeros(1,1,k,ss); +for i=1:ss + [sep_coef(:,:,:,i), sep_cov(i)] = learn_AR(k, y(i,:)); +end +C = diag(sep_cov); +for t=1:k + x = sep_coef(1,1,t,:); + coef(:,:,t) = diag(x(:)); +end |
