| LTPDA Toolbox™ | contents | ![]() |
set details
| Method Details | |
|---|---|
| Access | public |
| Defining Class | MCMC |
| Sealed | 0 |
| Static | 0 |
| Sets for this method … |
|---|
| Default |
| From MAT File |
| From XML File |
| From Repository |
| From Built-in Model |
Default |
|||
|---|---|---|---|
| no description | |||
| Key | Default Value | Options | Description |
| SIMPLEX | 0 |
|
Set to true to perform a simplex search to find the starting parameters of the MCMC chain. |
| MHSAMPLE | 1 |
|
Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search. |
| FREQUENCIES | [] | none | Array of frequencies where the analysis is performed. |
| F1 | [] | none | Initial frequency for the analysis. |
| F2 | [] | none | Final frequency for the analysis. |
| FSOUT | [] | none | Desired sampling frequency to resample the input time series. |
| NAVS | 5 | none | The number of averages to use when calculating PSD and CPSD. |
| WINDOW | 0 |
|
True-False flag to use a window on the data. |
| INNAMES | '' | none | The input names. Used in the SSM case. |
| OUTNAMES | '' | none | The output names. Used in the SSM case. |
| PINV | 0 |
|
Use the Penrose-Moore pseudoinverse. |
| TOL | [] | none | Tolerance for the Penrose-Moore pseudoinverse. |
| NOISE SCALE | 'PSD' |
|
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
| BIN DATA | 0 |
|
Set to true to re-bin the measured noise data. |
| JDES | 1000 | none | The desired number of spectral frequencies to compute. Used in the case of 'LPSD' method. |
| NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
| WIN | 'Hanning' |
|
The window to be applied to the data to remove the discontinuities at edges of segments. [default: taken from user prefs] Only the design parameters of the window object are used. Enter a string value containing the window name e.g. plist('Win', 'Kaiser', 'psll', 200) plist('Win', 'BH92') |
| PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
| OLAP | -1 | none | The segment percent overlap [-1 == take from window function] |
| ORDER, N | 0 |
|
The order of segment detrending:
|
| TIMES, SPLIT | [] | none | The time range to analyze. If not empty, sets the time interval to operate on. As in ao/split, the interval can be specified by:
|
| INPUT | '' | none | The injection signals. |
| OUTPUT | '' | none | The measured output data. |
| NOISE | '' | none | The noise data. |
| MODEL | '' | none | The model to use. |
| FREQS | '' | none | The frequencies to calculate the bode. For SSMs. |
| X0 | [] | none | The starting point. |
| DISPLAY | 'iter' |
|
Level of display.. |
| FUNVALCHECK | 'off' |
|
Check whether objective function values are valid. 'on' displays an error when the objective function returns a value that is complex, Inf or NaN. 'off' (the default) displays no error. |
| MAXFUNEVALS | 1000 | none | Maximum number of function evaluations allowed. |
| MAXITER | 1000 | none | Maximum number of iterations allowed. |
| OUTPUTFCN | [] | none | User-defined function that is called at each iteration. |
| PLOTFCNS | [] | none | Plots various measures of progress while the algorithm executes. |
| TOLFUN | 1.0000000000000001e-05 | none | Termination tolerance on the function value. |
| TOLX | 1.0000000000000001e-05 | none | Termination tolerance on x. |
| FITPARAMS | '' | none | The names of the parameters to fit. |
| LOG PARAMETERS | '' | none | The parameters to sample in log-scale. |
| TXT | 0 |
|
Set to true if a print of the parameters into a txt file is desired. |
| FUNC | '' | none | The function handle to minimize. |
| DIFF MODEL | '' | none | Model to use for the update of the covariance matrix during the search phase. It should be an unprocessed version of the model to fit. |
| NSAMPLES | 1000 | none | number of samples of the chain. |
| COV | '' | none | covariance of the gaussian jumping distribution. |
| LOGLIKELIHOOD | [] | none | A log-likelihood function. Must be a 'mhf' LTPDA object. |
| RANGE | [] | none | Range where the parameteters are sampled. |
| SEARCH | 1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
| PROPOSAL SAMPLER | [] | none | Set the proposal PDF to sample from. If left empty the multivariate Gaussian is used. |
| PROPOSAL PDF | [] | none | Input the proposal PDF. This is needed when the proposal PDF is not symmetric.If this field is empty, a symmetric PDF is assumed. Check help for details. |
| HEAT | 1 | none | The heat index flattening likelihood surface during annealing. |
| TC | [0 1] | none | An array of two values [i j], setting the i-th and j-th sample for the cooling down. |
| UPDATE FIM FREQ | [] | none | Provide with the desired frequency where the FIM should be updated. |
| JUMPS | [] | none | An array of four numbers setting the rescaling of the covariance matrix during the search phase. |
| PLOT TRACES | [] | none | Select indexes of the parameters to be plotted. |
| PLOT DIAGNOSTICS | 0 |
|
Set to true to plot diagnostigs at the end of the sampling. |
| DEBUG | 0 |
|
Set to true to get debug information of the MCMC process. |
| PRINT DIAGNOSTICS | 1 |
|
Set to true to print information of the statistics of the MCMC chains. |
| FPRINT | 100 | none | Print progress on screen every specified numeber of samples. |
| PRIOR | '' | none | Must be an array of MFH objects that calculate the prior probability at a given point 'x'. |
| ANNEAL | 'simul' |
|
Choose type of annealing during sampling. Default value is simulated annealing. Choose "thermo" for annealing with a thermostat. SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), then the chains are heated by a factor of (SNR(1)/SNR0)^2. |
| MODELFREQDEPENDENT | 1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
| SNR0 | 200 | none | Fixed value for thermostated annealing. |
| FREQUENCIES VECTOR | 200 | none | A vector of frequencies. Used for the update of the Fisher Matrix during the MH sampling. |
| DIFFSTEP | [] | none | Numerical differentiation step for ssm models |
| NGRID | [] | none | Number of points in the grid to compute the optimal differentiation step for ssm models |
| STEPRANGES | [] | none | An array with upper and lower values for the parameters ranges. To be used to compute the optimal differentiation step for ssm models. |
| LOGA | 1 |
|
True-False flag. If set to true, it computes the log(acceptance ratio). |
| MINIMIZE | 1 |
|
True-False flag. If 'LOGA' is set to false, with this key, the mhsample function samples towards the minimum or the maximum of a given function. |
back to top
From MAT File |
|||
|---|---|---|---|
| no description | |||
| Key | Default Value | Options | Description |
| SIMPLEX | 0 |
|
Set to true to perform a simplex search to find the starting parameters of the MCMC chain. |
| MHSAMPLE | 1 |
|
Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search. |
| FREQUENCIES | [] | none | Array of frequencies where the analysis is performed. |
| F1 | [] | none | Initial frequency for the analysis. |
| F2 | [] | none | Final frequency for the analysis. |
| FSOUT | [] | none | Desired sampling frequency to resample the input time series. |
| NAVS | 5 | none | The number of averages to use when calculating PSD and CPSD. |
| WINDOW | 0 |
|
True-False flag to use a window on the data. |
| INNAMES | '' | none | The input names. Used in the SSM case. |
| OUTNAMES | '' | none | The output names. Used in the SSM case. |
| PINV | 0 |
|
Use the Penrose-Moore pseudoinverse. |
| TOL | [] | none | Tolerance for the Penrose-Moore pseudoinverse. |
| NOISE SCALE | 'PSD' |
|
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
| BIN DATA | 0 |
|
Set to true to re-bin the measured noise data. |
| JDES | 1000 | none | The desired number of spectral frequencies to compute. Used in the case of 'LPSD' method. |
| NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
| WIN | 'Hanning' |
|
The window to be applied to the data to remove the discontinuities at edges of segments. [default: taken from user prefs] Only the design parameters of the window object are used. Enter a string value containing the window name e.g. plist('Win', 'Kaiser', 'psll', 200) plist('Win', 'BH92') |
| PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
| OLAP | -1 | none | The segment percent overlap [-1 == take from window function] |
| ORDER, N | 0 |
|
The order of segment detrending:
|
| TIMES, SPLIT | [] | none | The time range to analyze. If not empty, sets the time interval to operate on. As in ao/split, the interval can be specified by:
|
| INPUT | '' | none | The injection signals. |
| OUTPUT | '' | none | The measured output data. |
| NOISE | '' | none | The noise data. |
| MODEL | '' | none | The model to use. |
| FREQS | '' | none | The frequencies to calculate the bode. For SSMs. |
| X0 | [] | none | The starting point. |
| DISPLAY | 'iter' |
|
Level of display.. |
| FUNVALCHECK | 'off' |
|
Check whether objective function values are valid. 'on' displays an error when the objective function returns a value that is complex, Inf or NaN. 'off' (the default) displays no error. |
| MAXFUNEVALS | 1000 | none | Maximum number of function evaluations allowed. |
| MAXITER | 1000 | none | Maximum number of iterations allowed. |
| OUTPUTFCN | [] | none | User-defined function that is called at each iteration. |
| PLOTFCNS | [] | none | Plots various measures of progress while the algorithm executes. |
| TOLFUN | 1.0000000000000001e-05 | none | Termination tolerance on the function value. |
| TOLX | 1.0000000000000001e-05 | none | Termination tolerance on x. |
| FITPARAMS | '' | none | The names of the parameters to fit. |
| LOG PARAMETERS | '' | none | The parameters to sample in log-scale. |
| TXT | 0 |
|
Set to true if a print of the parameters into a txt file is desired. |
| FUNC | '' | none | The function handle to minimize. |
| DIFF MODEL | '' | none | Model to use for the update of the covariance matrix during the search phase. It should be an unprocessed version of the model to fit. |
| NSAMPLES | 1000 | none | number of samples of the chain. |
| COV | '' | none | covariance of the gaussian jumping distribution. |
| LOGLIKELIHOOD | [] | none | A log-likelihood function. Must be a 'mhf' LTPDA object. |
| RANGE | [] | none | Range where the parameteters are sampled. |
| SEARCH | 1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
| PROPOSAL SAMPLER | [] | none | Set the proposal PDF to sample from. If left empty the multivariate Gaussian is used. |
| PROPOSAL PDF | [] | none | Input the proposal PDF. This is needed when the proposal PDF is not symmetric.If this field is empty, a symmetric PDF is assumed. Check help for details. |
| HEAT | 1 | none | The heat index flattening likelihood surface during annealing. |
| TC | [0 1] | none | An array of two values [i j], setting the i-th and j-th sample for the cooling down. |
| UPDATE FIM FREQ | [] | none | Provide with the desired frequency where the FIM should be updated. |
| JUMPS | [] | none | An array of four numbers setting the rescaling of the covariance matrix during the search phase. |
| PLOT TRACES | [] | none | Select indexes of the parameters to be plotted. |
| PLOT DIAGNOSTICS | 0 |
|
Set to true to plot diagnostigs at the end of the sampling. |
| DEBUG | 0 |
|
Set to true to get debug information of the MCMC process. |
| PRINT DIAGNOSTICS | 1 |
|
Set to true to print information of the statistics of the MCMC chains. |
| FPRINT | 100 | none | Print progress on screen every specified numeber of samples. |
| PRIOR | '' | none | Must be an array of MFH objects that calculate the prior probability at a given point 'x'. |
| ANNEAL | 'simul' |
|
Choose type of annealing during sampling. Default value is simulated annealing. Choose "thermo" for annealing with a thermostat. SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), then the chains are heated by a factor of (SNR(1)/SNR0)^2. |
| MODELFREQDEPENDENT | 1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
| SNR0 | 200 | none | Fixed value for thermostated annealing. |
| FREQUENCIES VECTOR | 200 | none | A vector of frequencies. Used for the update of the Fisher Matrix during the MH sampling. |
| DIFFSTEP | [] | none | Numerical differentiation step for ssm models |
| NGRID | [] | none | Number of points in the grid to compute the optimal differentiation step for ssm models |
| STEPRANGES | [] | none | An array with upper and lower values for the parameters ranges. To be used to compute the optimal differentiation step for ssm models. |
| LOGA | 1 |
|
True-False flag. If set to true, it computes the log(acceptance ratio). |
| MINIMIZE | 1 |
|
True-False flag. If 'LOGA' is set to false, with this key, the mhsample function samples towards the minimum or the maximum of a given function. |
back to top
From XML File |
|||
|---|---|---|---|
| no description | |||
| Key | Default Value | Options | Description |
| SIMPLEX | 0 |
|
Set to true to perform a simplex search to find the starting parameters of the MCMC chain. |
| MHSAMPLE | 1 |
|
Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search. |
| FREQUENCIES | [] | none | Array of frequencies where the analysis is performed. |
| F1 | [] | none | Initial frequency for the analysis. |
| F2 | [] | none | Final frequency for the analysis. |
| FSOUT | [] | none | Desired sampling frequency to resample the input time series. |
| NAVS | 5 | none | The number of averages to use when calculating PSD and CPSD. |
| WINDOW | 0 |
|
True-False flag to use a window on the data. |
| INNAMES | '' | none | The input names. Used in the SSM case. |
| OUTNAMES | '' | none | The output names. Used in the SSM case. |
| PINV | 0 |
|
Use the Penrose-Moore pseudoinverse. |
| TOL | [] | none | Tolerance for the Penrose-Moore pseudoinverse. |
| NOISE SCALE | 'PSD' |
|
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
| BIN DATA | 0 |
|
Set to true to re-bin the measured noise data. |
| JDES | 1000 | none | The desired number of spectral frequencies to compute. Used in the case of 'LPSD' method. |
| NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
| WIN | 'Hanning' |
|
The window to be applied to the data to remove the discontinuities at edges of segments. [default: taken from user prefs] Only the design parameters of the window object are used. Enter a string value containing the window name e.g. plist('Win', 'Kaiser', 'psll', 200) plist('Win', 'BH92') |
| PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
| OLAP | -1 | none | The segment percent overlap [-1 == take from window function] |
| ORDER, N | 0 |
|
The order of segment detrending:
|
| TIMES, SPLIT | [] | none | The time range to analyze. If not empty, sets the time interval to operate on. As in ao/split, the interval can be specified by:
|
| INPUT | '' | none | The injection signals. |
| OUTPUT | '' | none | The measured output data. |
| NOISE | '' | none | The noise data. |
| MODEL | '' | none | The model to use. |
| FREQS | '' | none | The frequencies to calculate the bode. For SSMs. |
| X0 | [] | none | The starting point. |
| DISPLAY | 'iter' |
|
Level of display.. |
| FUNVALCHECK | 'off' |
|
Check whether objective function values are valid. 'on' displays an error when the objective function returns a value that is complex, Inf or NaN. 'off' (the default) displays no error. |
| MAXFUNEVALS | 1000 | none | Maximum number of function evaluations allowed. |
| MAXITER | 1000 | none | Maximum number of iterations allowed. |
| OUTPUTFCN | [] | none | User-defined function that is called at each iteration. |
| PLOTFCNS | [] | none | Plots various measures of progress while the algorithm executes. |
| TOLFUN | 1.0000000000000001e-05 | none | Termination tolerance on the function value. |
| TOLX | 1.0000000000000001e-05 | none | Termination tolerance on x. |
| FITPARAMS | '' | none | The names of the parameters to fit. |
| LOG PARAMETERS | '' | none | The parameters to sample in log-scale. |
| TXT | 0 |
|
Set to true if a print of the parameters into a txt file is desired. |
| FUNC | '' | none | The function handle to minimize. |
| DIFF MODEL | '' | none | Model to use for the update of the covariance matrix during the search phase. It should be an unprocessed version of the model to fit. |
| NSAMPLES | 1000 | none | number of samples of the chain. |
| COV | '' | none | covariance of the gaussian jumping distribution. |
| LOGLIKELIHOOD | [] | none | A log-likelihood function. Must be a 'mhf' LTPDA object. |
| RANGE | [] | none | Range where the parameteters are sampled. |
| SEARCH | 1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
| PROPOSAL SAMPLER | [] | none | Set the proposal PDF to sample from. If left empty the multivariate Gaussian is used. |
| PROPOSAL PDF | [] | none | Input the proposal PDF. This is needed when the proposal PDF is not symmetric.If this field is empty, a symmetric PDF is assumed. Check help for details. |
| HEAT | 1 | none | The heat index flattening likelihood surface during annealing. |
| TC | [0 1] | none | An array of two values [i j], setting the i-th and j-th sample for the cooling down. |
| UPDATE FIM FREQ | [] | none | Provide with the desired frequency where the FIM should be updated. |
| JUMPS | [] | none | An array of four numbers setting the rescaling of the covariance matrix during the search phase. |
| PLOT TRACES | [] | none | Select indexes of the parameters to be plotted. |
| PLOT DIAGNOSTICS | 0 |
|
Set to true to plot diagnostigs at the end of the sampling. |
| DEBUG | 0 |
|
Set to true to get debug information of the MCMC process. |
| PRINT DIAGNOSTICS | 1 |
|
Set to true to print information of the statistics of the MCMC chains. |
| FPRINT | 100 | none | Print progress on screen every specified numeber of samples. |
| PRIOR | '' | none | Must be an array of MFH objects that calculate the prior probability at a given point 'x'. |
| ANNEAL | 'simul' |
|
Choose type of annealing during sampling. Default value is simulated annealing. Choose "thermo" for annealing with a thermostat. SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), then the chains are heated by a factor of (SNR(1)/SNR0)^2. |
| MODELFREQDEPENDENT | 1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
| SNR0 | 200 | none | Fixed value for thermostated annealing. |
| FREQUENCIES VECTOR | 200 | none | A vector of frequencies. Used for the update of the Fisher Matrix during the MH sampling. |
| DIFFSTEP | [] | none | Numerical differentiation step for ssm models |
| NGRID | [] | none | Number of points in the grid to compute the optimal differentiation step for ssm models |
| STEPRANGES | [] | none | An array with upper and lower values for the parameters ranges. To be used to compute the optimal differentiation step for ssm models. |
| LOGA | 1 |
|
True-False flag. If set to true, it computes the log(acceptance ratio). |
| MINIMIZE | 1 |
|
True-False flag. If 'LOGA' is set to false, with this key, the mhsample function samples towards the minimum or the maximum of a given function. |
back to top
From Repository |
|||
|---|---|---|---|
| no description | |||
| Key | Default Value | Options | Description |
| SIMPLEX | 0 |
|
Set to true to perform a simplex search to find the starting parameters of the MCMC chain. |
| MHSAMPLE | 1 |
|
Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search. |
| FREQUENCIES | [] | none | Array of frequencies where the analysis is performed. |
| F1 | [] | none | Initial frequency for the analysis. |
| F2 | [] | none | Final frequency for the analysis. |
| FSOUT | [] | none | Desired sampling frequency to resample the input time series. |
| NAVS | 5 | none | The number of averages to use when calculating PSD and CPSD. |
| WINDOW | 0 |
|
True-False flag to use a window on the data. |
| INNAMES | '' | none | The input names. Used in the SSM case. |
| OUTNAMES | '' | none | The output names. Used in the SSM case. |
| PINV | 0 |
|
Use the Penrose-Moore pseudoinverse. |
| TOL | [] | none | Tolerance for the Penrose-Moore pseudoinverse. |
| NOISE SCALE | 'PSD' |
|
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
| BIN DATA | 0 |
|
Set to true to re-bin the measured noise data. |
| JDES | 1000 | none | The desired number of spectral frequencies to compute. Used in the case of 'LPSD' method. |
| NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
| WIN | 'Hanning' |
|
The window to be applied to the data to remove the discontinuities at edges of segments. [default: taken from user prefs] Only the design parameters of the window object are used. Enter a string value containing the window name e.g. plist('Win', 'Kaiser', 'psll', 200) plist('Win', 'BH92') |
| PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
| OLAP | -1 | none | The segment percent overlap [-1 == take from window function] |
| ORDER, N | 0 |
|
The order of segment detrending:
|
| TIMES, SPLIT | [] | none | The time range to analyze. If not empty, sets the time interval to operate on. As in ao/split, the interval can be specified by:
|
| INPUT | '' | none | The injection signals. |
| OUTPUT | '' | none | The measured output data. |
| NOISE | '' | none | The noise data. |
| MODEL | '' | none | The model to use. |
| FREQS | '' | none | The frequencies to calculate the bode. For SSMs. |
| X0 | [] | none | The starting point. |
| DISPLAY | 'iter' |
|
Level of display.. |
| FUNVALCHECK | 'off' |
|
Check whether objective function values are valid. 'on' displays an error when the objective function returns a value that is complex, Inf or NaN. 'off' (the default) displays no error. |
| MAXFUNEVALS | 1000 | none | Maximum number of function evaluations allowed. |
| MAXITER | 1000 | none | Maximum number of iterations allowed. |
| OUTPUTFCN | [] | none | User-defined function that is called at each iteration. |
| PLOTFCNS | [] | none | Plots various measures of progress while the algorithm executes. |
| TOLFUN | 1.0000000000000001e-05 | none | Termination tolerance on the function value. |
| TOLX | 1.0000000000000001e-05 | none | Termination tolerance on x. |
| FITPARAMS | '' | none | The names of the parameters to fit. |
| LOG PARAMETERS | '' | none | The parameters to sample in log-scale. |
| TXT | 0 |
|
Set to true if a print of the parameters into a txt file is desired. |
| FUNC | '' | none | The function handle to minimize. |
| DIFF MODEL | '' | none | Model to use for the update of the covariance matrix during the search phase. It should be an unprocessed version of the model to fit. |
| NSAMPLES | 1000 | none | number of samples of the chain. |
| COV | '' | none | covariance of the gaussian jumping distribution. |
| LOGLIKELIHOOD | [] | none | A log-likelihood function. Must be a 'mhf' LTPDA object. |
| RANGE | [] | none | Range where the parameteters are sampled. |
| SEARCH | 1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
| PROPOSAL SAMPLER | [] | none | Set the proposal PDF to sample from. If left empty the multivariate Gaussian is used. |
| PROPOSAL PDF | [] | none | Input the proposal PDF. This is needed when the proposal PDF is not symmetric.If this field is empty, a symmetric PDF is assumed. Check help for details. |
| HEAT | 1 | none | The heat index flattening likelihood surface during annealing. |
| TC | [0 1] | none | An array of two values [i j], setting the i-th and j-th sample for the cooling down. |
| UPDATE FIM FREQ | [] | none | Provide with the desired frequency where the FIM should be updated. |
| JUMPS | [] | none | An array of four numbers setting the rescaling of the covariance matrix during the search phase. |
| PLOT TRACES | [] | none | Select indexes of the parameters to be plotted. |
| PLOT DIAGNOSTICS | 0 |
|
Set to true to plot diagnostigs at the end of the sampling. |
| DEBUG | 0 |
|
Set to true to get debug information of the MCMC process. |
| PRINT DIAGNOSTICS | 1 |
|
Set to true to print information of the statistics of the MCMC chains. |
| FPRINT | 100 | none | Print progress on screen every specified numeber of samples. |
| PRIOR | '' | none | Must be an array of MFH objects that calculate the prior probability at a given point 'x'. |
| ANNEAL | 'simul' |
|
Choose type of annealing during sampling. Default value is simulated annealing. Choose "thermo" for annealing with a thermostat. SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), then the chains are heated by a factor of (SNR(1)/SNR0)^2. |
| MODELFREQDEPENDENT | 1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
| SNR0 | 200 | none | Fixed value for thermostated annealing. |
| FREQUENCIES VECTOR | 200 | none | A vector of frequencies. Used for the update of the Fisher Matrix during the MH sampling. |
| DIFFSTEP | [] | none | Numerical differentiation step for ssm models |
| NGRID | [] | none | Number of points in the grid to compute the optimal differentiation step for ssm models |
| STEPRANGES | [] | none | An array with upper and lower values for the parameters ranges. To be used to compute the optimal differentiation step for ssm models. |
| LOGA | 1 |
|
True-False flag. If set to true, it computes the log(acceptance ratio). |
| MINIMIZE | 1 |
|
True-False flag. If 'LOGA' is set to false, with this key, the mhsample function samples towards the minimum or the maximum of a given function. |
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From Built-in Model |
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| Key | Default Value | Options | Description |
| SIMPLEX | 0 |
|
Set to true to perform a simplex search to find the starting parameters of the MCMC chain. |
| MHSAMPLE | 1 |
|
Set to true to perform a mhsample search. This is set to true by default. Only to be set to false by the user if we does not want to perform the mcmc search. |
| FREQUENCIES | [] | none | Array of frequencies where the analysis is performed. |
| F1 | [] | none | Initial frequency for the analysis. |
| F2 | [] | none | Final frequency for the analysis. |
| FSOUT | [] | none | Desired sampling frequency to resample the input time series. |
| NAVS | 5 | none | The number of averages to use when calculating PSD and CPSD. |
| WINDOW | 0 |
|
True-False flag to use a window on the data. |
| INNAMES | '' | none | The input names. Used in the SSM case. |
| OUTNAMES | '' | none | The output names. Used in the SSM case. |
| PINV | 0 |
|
Use the Penrose-Moore pseudoinverse. |
| TOL | [] | none | Tolerance for the Penrose-Moore pseudoinverse. |
| NOISE SCALE | 'PSD' |
|
Select the way to handle the noise/weight data. Can use the PSD/CPSD or the LPSD/CLPSD functions. |
| BIN DATA | 0 |
|
Set to true to re-bin the measured noise data. |
| JDES | 1000 | none | The desired number of spectral frequencies to compute. Used in the case of 'LPSD' method. |
| NFFT | -1 | none | The number of samples in each fft [default: length of input data]. A string value containing the variable 'fs' can also be used, e.g., plist('Nfft', '2*fs') |
| WIN | 'Hanning' |
|
The window to be applied to the data to remove the discontinuities at edges of segments. [default: taken from user prefs] Only the design parameters of the window object are used. Enter a string value containing the window name e.g. plist('Win', 'Kaiser', 'psll', 200) plist('Win', 'BH92') |
| PSLL | 200 | none | The peak sidelobe level for Kaiser windows. Note: it is ignored for all other windows |
| OLAP | -1 | none | The segment percent overlap [-1 == take from window function] |
| ORDER, N | 0 |
|
The order of segment detrending:
|
| TIMES, SPLIT | [] | none | The time range to analyze. If not empty, sets the time interval to operate on. As in ao/split, the interval can be specified by:
|
| INPUT | '' | none | The injection signals. |
| OUTPUT | '' | none | The measured output data. |
| NOISE | '' | none | The noise data. |
| MODEL | '' | none | The model to use. |
| FREQS | '' | none | The frequencies to calculate the bode. For SSMs. |
| X0 | [] | none | The starting point. |
| DISPLAY | 'iter' |
|
Level of display.. |
| FUNVALCHECK | 'off' |
|
Check whether objective function values are valid. 'on' displays an error when the objective function returns a value that is complex, Inf or NaN. 'off' (the default) displays no error. |
| MAXFUNEVALS | 1000 | none | Maximum number of function evaluations allowed. |
| MAXITER | 1000 | none | Maximum number of iterations allowed. |
| OUTPUTFCN | [] | none | User-defined function that is called at each iteration. |
| PLOTFCNS | [] | none | Plots various measures of progress while the algorithm executes. |
| TOLFUN | 1.0000000000000001e-05 | none | Termination tolerance on the function value. |
| TOLX | 1.0000000000000001e-05 | none | Termination tolerance on x. |
| FITPARAMS | '' | none | The names of the parameters to fit. |
| LOG PARAMETERS | '' | none | The parameters to sample in log-scale. |
| TXT | 0 |
|
Set to true if a print of the parameters into a txt file is desired. |
| FUNC | '' | none | The function handle to minimize. |
| DIFF MODEL | '' | none | Model to use for the update of the covariance matrix during the search phase. It should be an unprocessed version of the model to fit. |
| NSAMPLES | 1000 | none | number of samples of the chain. |
| COV | '' | none | covariance of the gaussian jumping distribution. |
| LOGLIKELIHOOD | [] | none | A log-likelihood function. Must be a 'mhf' LTPDA object. |
| RANGE | [] | none | Range where the parameteters are sampled. |
| SEARCH | 1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
| PROPOSAL SAMPLER | [] | none | Set the proposal PDF to sample from. If left empty the multivariate Gaussian is used. |
| PROPOSAL PDF | [] | none | Input the proposal PDF. This is needed when the proposal PDF is not symmetric.If this field is empty, a symmetric PDF is assumed. Check help for details. |
| HEAT | 1 | none | The heat index flattening likelihood surface during annealing. |
| TC | [0 1] | none | An array of two values [i j], setting the i-th and j-th sample for the cooling down. |
| UPDATE FIM FREQ | [] | none | Provide with the desired frequency where the FIM should be updated. |
| JUMPS | [] | none | An array of four numbers setting the rescaling of the covariance matrix during the search phase. |
| PLOT TRACES | [] | none | Select indexes of the parameters to be plotted. |
| PLOT DIAGNOSTICS | 0 |
|
Set to true to plot diagnostigs at the end of the sampling. |
| DEBUG | 0 |
|
Set to true to get debug information of the MCMC process. |
| PRINT DIAGNOSTICS | 1 |
|
Set to true to print information of the statistics of the MCMC chains. |
| FPRINT | 100 | none | Print progress on screen every specified numeber of samples. |
| PRIOR | '' | none | Must be an array of MFH objects that calculate the prior probability at a given point 'x'. |
| ANNEAL | 'simul' |
|
Choose type of annealing during sampling. Default value is simulated annealing. Choose "thermo" for annealing with a thermostat. SNR is computed and if it is larger than a fixed value SNR0 (provided also in the plist), then the chains are heated by a factor of (SNR(1)/SNR0)^2. |
| MODELFREQDEPENDENT | 1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
| SNR0 | 200 | none | Fixed value for thermostated annealing. |
| FREQUENCIES VECTOR | 200 | none | A vector of frequencies. Used for the update of the Fisher Matrix during the MH sampling. |
| DIFFSTEP | [] | none | Numerical differentiation step for ssm models |
| NGRID | [] | none | Number of points in the grid to compute the optimal differentiation step for ssm models |
| STEPRANGES | [] | none | An array with upper and lower values for the parameters ranges. To be used to compute the optimal differentiation step for ssm models. |
| LOGA | 1 |
|
True-False flag. If set to true, it computes the log(acceptance ratio). |
| MINIMIZE | 1 |
|
True-False flag. If 'LOGA' is set to false, with this key, the mhsample function samples towards the minimum or the maximum of a given function. |
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| Some information of the method MCMC/MCMC are listed below: | |
|---|---|
| Class name | MCMC |
| Method name | MCMC |
| Category | Constructor |
| Package name | ltpda |
| VCS Version | f3f3872c69c1252d198e87288372d1367fc6ceec |
| Min input args | 0 |
| Max input args | -1 |
| Min output args | 1 |
| Max output args | 1 |
|
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