Update wide vs narrow code

2024-07-22 21:17:57 +08:00
parent 13f660826d
commit 9cbe8e31ea
14 changed files with 1642 additions and 0 deletions
@@ -0,0 +1,71 @@
+function [sigmas, vars, H0_mean, H0_max, H1_mean, H1_max] = get_sigma_var(recovery_results, sigma_w2, x)
+
+    sz = size(recovery_results);
+    trail_times = sz(2);
+
+    sigmas = zeros(2, trail_times);
+    vars = zeros(2, trail_times);
+    id = 1;
+
+    for T = 1:trail_times
+
+        x_0_hat = squeeze(recovery_results(1, T, :));
+        x_1_hat = squeeze(recovery_results(2, T, :)) - x;
+
+        if anynan(x_1_hat)
+            continue;
+        end
+
+        % if sigma_w2(2, T) > 0.1
+        %     continue;
+        % end
+
+        sigmas(1, id) = sigma_w2(1, T);
+        sigmas(2, id) = sigma_w2(2, T);
+
+        vars(1, id) = var(x_0_hat);
+        vars(2, id) = var(x_1_hat);
+
+        id = id + 1;
+    end
+    sigmas(:, end - trail_times + id: end) = [];
+    vars(:, end - trail_times + id: end) = [];
+
+    REE = abs(vars - sigmas) ./ vars;
+    H0_mean = mean(REE(1, :));
+    H0_max = max(REE(1, :));
+    H1_mean = mean(REE(2, :));
+    H1_max = max(REE(2, :));
+    
+    if 1 == 9
+        figure;
+        subplot(211);
+        plot(sigmas(1, :));
+        hold on;
+        plot(vars(1, :));
+        xlabel("Mento Carlo Times");
+        ylabel("\sigma^2")
+        legend("\sigma^2 (CROD)", "\sigma_w^2 (Expr)");
+        subplot(212);
+        plot(sigmas(2, :));
+        hold on;
+        plot(vars(2, :));
+        xlabel("Mento Carlo Times");
+        ylabel("\sigma^2");
+        legend("\sigma^2 (CROD)", "\sigma_w^2 (Expr)");
+    
+        figure;
+        subplot(211);
+        plot(REE(1, :));
+        yline(H0_mean);
+        xlabel("Mento Carlo Times");
+        ylabel("REE");
+        legend("mean = " + string(H0_mean), "max = " + string(H0_max));
+        subplot(212);
+        plot(REE(2, :));
+        yline(H1_mean);
+        xlabel("Mento Carlo Times");
+        ylabel("REE");
+        legend("mean = " + string(H1_mean), "max = " + string(H1_max));
+    end
+end