0001 function varargout = utp_ltpda_loglike(varargin)
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0019 ALGONAME = mfilename;
0020 VERSION = '$Id: utp_ltpda_loglike.m,v 1.1 2008/03/11 16:52:56 adrien Exp $';
0021 CATEGORY = 'STATESPACE';
0022 display(['starting ' ALGONAME]);
0023
0024 if not(isempty(varargin))
0025 if isequal( varargin{1}, 'Version')
0026 varargout = VERSION;
0027 return;
0028 elseif isequal(varargin{1}, 'Params')
0029 varargout = plist( );
0030 return;
0031 elseif isequal(varargin{1}, 'Category')
0032 varargout = CATEGORY;
0033 return;
0034 end
0035 end
0036
0037 output = 1;
0038 try
0039 dout = 4;
0040 t = 10^4;
0041 k = -0.3:0.05:0.3;
0042
0043 Y_exp = randn(t,dout);
0044 Y_err = randn(t,dout);
0045 T = 1:t;
0046 ao_exp = ao(tsdata(T,Y_exp));
0047 criterion = zeros(length(k),1);
0048 for i=1:length(k)
0049 Y_est = Y_exp + k(i)*Y_err;
0050 ao_est = ao(tsdata(T,Y_est'));
0051 pCriterion = ltpda_loglike(ao_exp,ao_est,plist('lambda', 1.04));
0052 criterion(i) = find(pCriterion,'criterion');
0053 end
0054 plot(k,criterion)
0055 options = [plist('lambda', 1.04) plist('lambda', 1.1) plist('lambda', 1.4)];
0056 ao_exp = [ao_exp, ao_exp];
0057 pCriterion = ltpda_loglike(ao_exp, ao_est, options);
0058 if not(isequal(size(pCriterion),[2,1,3]))
0059 output =0;
0060 end
0061 catch
0062 output = 0;
0063 end
0064 varargout = {output};
0065 end