Method mfh/testHessianMatrix


  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
Access public
Defining Class mfh
Sealed 0
Static 0

Parameter Description

Default

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

plist('PARS', [[]], 'HESSIANMATRIX', [[]], 'CONFIDENCELEVEL', [0.68269999999999997], 'NBTEST', [50], 'RAND_STREAM', [[]])

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Some information of the method mfh/testHessianMatrix are listed below:
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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