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P_interval2.m
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P_interval2.m
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clear
D=input('which data set \n');
M=input('which model \n');
if D==1
load -ASCII hd73526;
data.t=hd73526(:,1);
data.V=hd73526(:,2);
data.errors=hd73526(:,3);
else
load -ASCII hd73526_v2;
data.t=hd73526_v2(:,1);
data.V=hd73526_v2(:,2);
data.errors=hd73526_v2(:,3);
end
matlabpool open;
N=5e5;
if M==1
if D==1
load Res_7d_trans_para_data1;
else
load Res_7d_trans_para_data2;
end
dim=7;
Y=zeros(N,dim);
Yt=zeros(N,dim);
P=zeros(N,1);
parfor i=1:N
Y(i,:)=t_mixture_sampling_v2(M,W_m,Mu,Sigma,df);
end
P=exp(Y(:,3));
q=Target_pdf_v6(Y,data)./t_mixture_pdf_v2(Y,M,W_m,Mu,Sigma,df);
q=q/sum(q);
[P_sort,ind]=sort(P);
q_sort=q(ind);
N1=length(find(P_sort<300));
ratio=sum(q_sort(1:N1))/sum(q_sort(N1+1:N))
q_1=q_sort(1:N1)/sum(q_sort(1:N1));
q_2=q_sort(N1+1:N)/sum(q_sort(N1+1:N));
P_1=P_sort(1:N1);
P_2=P_sort(N1+1:N);
P_1_mean=sum(q_1.*P_1)
lb=P_1(length(find(cumsum(q_1)<.025)))
ub=P_1(length(find(cumsum(q_1)<.975)))
P_2_mean=sum(q_2.*P_2)
lb=P_2(length(find(cumsum(q_2)<.025)))
ub=P_2(length(find(cumsum(q_2)<.975)))
else
% For 2p model
if D==1
load Res_12d_trans_para_data1;
else
load Res_v12_12d_trans_para_v4_data2_02;
end
dim=12;
Y=zeros(N,dim);
parfor i=1:N
Y(i,:)=t_mixture_sampling_v2(M,W_m,Mu,Sigma,df);
end
P_1p=exp(Y(:,3));
P_2p=exp(Y(:,8));
q=Target_pdf_v7(Y,data)./t_mixture_pdf_v2(Y,M,W_m,Mu,Sigma,df);
q=q/sum(q);
ESS=1/sum(q.^2)
% For data1
[P_sort,ind]=sort(P_1p);
q_sort=q(ind);
N1=length(find(P_sort<300));
ratio1=sum(q_sort(1:N1))/sum(q_sort(N1+1:N))
q_1=q_sort(1:N1)/sum(q_sort(1:N1));
q_2=q_sort(N1+1:N)/sum(q_sort(N1+1:N));
P_1=P_sort(1:N1);
P_2=P_sort(N1+1:N);
P_1_mean=sum(q_1.*P_1)
lb=P_1(length(find(cumsum(q_1)<.025)))
ub=P_1(length(find(cumsum(q_1)<.975)))
P_2_mean=sum(q_2.*P_2)
lb=P_2(length(find(cumsum(q_2)<.025)))
ub=P_2(length(find(cumsum(q_2)<.975)))
[P_sort,ind]=sort(P_2p);
q_sort=q(ind);
N1=length(find(P_sort<300));
ratio2=sum(q_sort(1:N1))/sum(q_sort(N1+1:N))
q_1=q_sort(1:N1)/sum(q_sort(1:N1));
q_2=q_sort(N1+1:N)/sum(q_sort(N1+1:N));
P_1=P_sort(1:N1);
P_2=P_sort(N1+1:N);
P_1_mean=sum(q_1.*P_1)
lb=P_1(length(find(cumsum(q_1)<.025)))
ub=P_1(length(find(cumsum(q_1)<.975)))
P_2_mean=sum(q_2.*P_2)
lb=P_2(length(find(cumsum(q_2)<.025)))
ub=P_2(length(find(cumsum(q_2)<.975)))
end
matlabpool close;