diff options
Diffstat (limited to 'inst/param/estim/stk_param_relik.m')
| -rw-r--r-- | inst/param/estim/stk_param_relik.m | 28 |
1 files changed, 15 insertions, 13 deletions
diff --git a/inst/param/estim/stk_param_relik.m b/inst/param/estim/stk_param_relik.m index a6646aa..ee9f323 100644 --- a/inst/param/estim/stk_param_relik.m +++ b/inst/param/estim/stk_param_relik.m @@ -26,7 +26,7 @@ % This file is part of % % STK: a Small (Matlab/Octave) Toolbox for Kriging -% (http://sourceforge.net/projects/kriging) +% (https://github.com/stk-kriging/stk/) % % STK is free software: you can redistribute it and/or modify it under % the terms of the GNU General Public License as published by the Free @@ -82,7 +82,7 @@ end if ~ simple_kriging % Construct a "filtering matrix" A = W' - [Q, R_ignored] = qr (P); %#ok<NASGU> %the second argument *must* be here + [Q, R_ignored] = qr (P); %#ok<ASGLU> %the second argument *must* be here W = Q(:, (q+1):n); % Compute G = W' * K * W, the covariance matrix of filtered observations @@ -198,8 +198,8 @@ end % function %! NU = 4.0; % regularity parameter %! RHO1 = 0.4; % scale (range) parameter %! -%! model = stk_model('stk_materncov_aniso'); -%! model.param = log([SIGMA2; NU; 1/RHO1 * ones(DIM, 1)]); +%! model = stk_model (@stk_materncov_aniso); +%! model.param = log ([SIGMA2; NU; 1/RHO1 * ones(DIM, 1)]); %!error [C, dC1, dC2] = stk_param_relik (); %!error [C, dC1, dC2] = stk_param_relik (model); @@ -215,7 +215,7 @@ end % function %!shared xi, zi, model, TOL_REL %! xi = [-1 -.6 -.2 .2 .6 1]'; %! zi = [-0.11 1.30 0.23 -1.14 0.36 -0.37]'; -%! model = stk_model ('stk_materncov_iso'); +%! model = stk_model (@stk_materncov_iso); %! model.param = log ([1.0 4.0 2.5]); %! model.lognoisevariance = log (0.01); %! TOL_REL = 0.01; @@ -242,14 +242,16 @@ end % function %! TOL_REL = 1e-2; %! DELTA = 1e-6; %! -%! model = stk_model ('stk_materncov52_iso', DIM); -%! xi = stk_sampling_halton_rr2 (NI, DIM, BOX); -%! zi = stk_feval (f, xi); -%! +%! model = stk_model (@stk_materncov52_iso, DIM); %! model.param = [1 1]; -%! [C1 dC] = stk_param_relik (model, xi, zi); %! -%! model.param = model.param + DELTA * [0 1]; -%! C2 = stk_param_relik (model, xi, zi); +%! xi = stk_sampling_halton_rr2 (NI, DIM, BOX); +%! zi = stk_feval (f, xi); %! -%! assert (stk_isequal_tolrel (dC(2), (C2 - C1) / DELTA, TOL_REL)); +%! for range = [0.3 2 10] +%! model.param(2) = - log (range); +%! for diff = 1:2 +%! assert (stk_test_critgrad ... +%! (@stk_param_relik, model, xi, zi, diff, 1e-6)); +%! end +%! end |