METHOD |
'RJMCMC' |
|
Method to use to compare two (or more) models. The choises available are; RJMCMC, Laplace-Metropolis (LM), Laplace-Fisher (LF) and Schwarz-Bayes Information Criterion (SBIC). Default is RJMCMC.Each method needs some compulsory fields to be filled in the plist. |
INNAMES |
'' |
none |
Input names. Used for ssm models |
OUTNAMES |
'' |
none |
Output names. Used for ssm models |
MODELS |
'' |
none |
A cell array input of models. |
FITPARAMS |
[] |
none |
A cell array of evaluated parameters for each model. |
INPUT |
'' |
none |
A matrix array of input signals. |
N |
1000 |
none |
number of samples of the chain. |
COV |
0.0001 |
none |
Cell array containing the covariances of the gaussian jumping distribution for each model. |
NOISE |
'' |
none |
A matrix array of noise spectrum (PSD) used to compute the likelihood. |
MODELFREQDEPENDENT |
1 |
|
Set to true to use frequency dependent s models, set to false when using constant models |
SEARCH |
1 |
|
Set to true to use bigger jumps in parameter space during annealing and cool down. |
FREQUENCIES |
[] |
none |
Range of frequencies where the analysis is performed. If an array, only first and last are used |
FSOUT |
[] |
none |
Desired sampling frequency to resample the input time series |
HEAT |
1 |
none |
The heat index flattening likelihood surface during annealing. |
TC |
'' |
none |
An array of two values setting the initial and final value for the cooling down. |
X0 |
[] |
none |
The proposed initial values (cell array again). |
RANGE |
[] |
none |
ranges |
BURNIN |
1 |
none |
If method is RJMCMC, choose number of samples to be discarded to compute B. |
JUMPS |
[] |
none |
An array of four numbers setting the rescaling of the covariance matrix during the search phase.The first value is the one applied by default, the following thhree apply just when the chain sample ismod(10), mod(25) and mod(100) respectively. |
PLOT |
[] |
none |
Case: RJMCMC: If set equal to one, the evolution of the Bayes factor and the Loglikelihoodsare plotted every 500 steps. Case: LM: vector for plotting the chains during the mcmc runs. |
DEBUG |
0 |
|
Set to true to get debug information of the MCMC process. |
OUTMODEL |
'' |
none |
Output model. Still under test |
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. Choosing "simple" the deviation of the loglikelihood of every 10 points in the chains is stored. If this deviation is larger or smaller than two fixed values the chains are cooled or heated respectively. |
SNR0 |
200 |
none |
Fixed value for thermostated annealing. |
DELTAL |
[100 600 2 3] |
none |
Deviation of Loglikelihood for 10 points of the chains. Used forthe "simple" choice of annealing with a thermostat. |
THETAMAP |
[] |
none |
Cell array containing the parameter vectors that maximize the likelihoods for two models. Used for LF, LM, SBIC methods. |
SAMPLE |
1 |
|
Used in the case of 'LM' method to extract covariance matrices. If true, MCMC parameter estimationis applied for both models. If false, the covariance matrices and parameter values in the 'cov' and 'thetaMAP' fields are used to calculate the evidence. |
PRIOR |
'' |
none |
Mean, sigma and normalization factor for priors. Still under test |