LTPDA Toolbox™ | contents | ![]() ![]() |
testHessianMatrix %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 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', [[]]) |
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 |
VCS Version | 967b0eec0dece803a81af8ef54ad2f8c784b20b2 |
Min input args | 1 |
Max input args | -1 |
Min output args | 1 |
Max output args | -1 |
Can be used as modifier | 1 |
Supported numeric types | {'double'} |
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Method: mfh/paramCovMat | Method: mfh/SETS | ![]() |
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