| LTPDA Toolbox™ | contents | ![]() |
testHessianMatrix Performs a random study of the n-dimensional error ellipsoide for a given confidence level. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% DESCRIPTION: Performs a random study of the n-dimensional error ellipsoide for a given confidence level. CALL: out = testHessianMatrix(f,pl) INPUTS: - f. The function handle representing the cost function. PARAMETERS: - pars. The set of parameters. (pest object). - confidenceLevel. The desired confidence level for the chi2 ellipsoid. (e.g. 0.6827) - nbTest. Number of test steps. (e.g. 50). OUTPUTS: - out. An ao object with chi2 test values. NOTE: It works with non-normalized chi2 functions (not divided for the number of degrees of freedom). Parameters Description %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
| Method Details | |
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| Access | public |
| Defining Class | mfh |
| Sealed | 0 |
| Static | 0 |
| Sets for this method … |
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| Default |
Default |
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| no description | |||
| Key | Default Value | Options | Description |
| testHessianMatrix | |||
| PARS | [] | none | The set of parameter values. A NumParams x 1 array or a pest object. |
| HESSIANMATRIX | [] | none | The Hessian matrix, NumParams x NumParams array or ao object. |
| CONFIDENCELEVEL | 0.68269999999999997 | none | The desired confidence level for the chi2 ellipsoid. |
| NBTEST | 50 | none | Number of test steps. |
| RAND_STREAM | [] | none | Internal MATLAB state of the pseudorandom number generator. You can set the state with a structure which should contain all properties of the MATLAB class RandStream |
Example |
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| plist('PARS', [[]], 'HESSIANMATRIX', [[]], 'CONFIDENCELEVEL', [0.68269999999999997], 'NBTEST', [50], 'RAND_STREAM', [[]]) |
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| Some information of the method mfh/testHessianMatrix are listed below: | |
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| Class name | mfh |
| Method name | testHessianMatrix |
| Category | Signal Processing |
| Package name | ltpda |
| Can be used as modifier | 1 |
| Supported numeric types | {'double'} |
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Method: mfh/setParamsToConst | Method: mfh/SETS | ![]() |
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