I have this task to create a script that acts similarly to normcdf on matlab.
x=linspace(-5,5,1000); %values for x
p= 1/sqrt(2*pi) * exp((-x.^2)/2); % THE PDF for the standard normal
t=cumtrapz(x,p); % the CDF for the standard normal distribution
plot(x,t); %shows the graph of the CDF
The problem is when the t values are assigned to 1:1000 instead of -5:5 in increments. I want to know how to assign the correct x values, that is -5:5,1000 to the t values output? such as when I do t(n) I get the same result as normcdf(n).
Just to clarify: the problem is I cannot simply say t(-5) and get result =1 as I would in normcdf(1) because the cumtrapz calculated values are assigned to x=1:1000 instead of -5 to 5.
Updated answer
Ok, having read your comment; here is how to do what you want:
x = linspace(-5,5,1000);
p = 1/sqrt(2*pi) * exp((-x.^2)/2);
cdf = cumtrapz(x,p);
q = 3; % Query point
disp(normcdf(q)) % For reference
[~,I] = min(abs(x-q)); % Find closest index
disp(cdf(I)) % Show the value
Sadly, there is no matlab syntax which will do this nicely in one line, but if you abstract finding the closest index into a different function, you can do this:
cdf(findClosest(x,q))
function I = findClosest(x,q)
if q>max(x) || q<min(x)
warning('q outside the range of x');
end
[~,I] = min(abs(x-q));
end
Also; if you are certain that the exact value of the query point q exists in x, you can just do
cdf(x==q);
But beware of floating point errors though. You may think that a certain range outght to contain a certain value, but little did you know it was different by a tiny roundoff erorr. You can see that in action for example here:
x1 = linspace(0,1,1000); % Range
x2 = asin(sin(x1)); % Ought to be the same thing
plot((x1-x2)/eps); grid on; % But they differ by rougly 1 unit of machine precision
Old answer
As far as I can tell, running your code does reproduce the result of normcdf(x) well... If you want to do exactly what normcdf does them use erfc.
close all; clear; clc;
x = linspace(-5,5,1000);
cdf = normcdf(x); % Result of normcdf for comparison
%% 1 Trapezoidal integration of normal pd
p = 1/sqrt(2*pi) * exp((-x.^2)/2);
cdf1 = cumtrapz(x,p);
%% 2 But error function IS the integral of the normal pd
cdf2 = (1+erf(x/sqrt(2)))/2;
%% 3 Or, even better, use the error function complement (works better for large negative x)
cdf3 = erfc(-x/sqrt(2))/2;
fprintf('1: Mean error = %.2d\n',mean(abs(cdf1-cdf)));
fprintf('2: Mean error = %.2d\n',mean(abs(cdf2-cdf)));
fprintf('3: Mean error = %.2d\n',mean(abs(cdf3-cdf)));
plot(x,cdf1,x,cdf2,x,cdf3,x,cdf,'k--');
This gives me
1: Mean error = 7.83e-07
2: Mean error = 1.41e-17
3: Mean error = 00 <- Because that is literally what normcdf is doing
If your goal is not not to use predefined matlab funcitons, but instead to calculate the result numerically (i.e. calculate the error function) then it's an interesting challange which you can read about for example here or in this stats stackexchange post. Just as an example, the following piece of code calculates the error function by implementing eq. 2 form the first link:
nerf = #(x,n) (-1)^n*2/sqrt(pi)*x.^(2*n+1)./factorial(n)/(2*n+1);
figure(1); hold on;
temp = zeros(size(x)); p =[];
for n = 0:20
temp = temp + nerf(x/sqrt(2),n);
if~mod(n,3)
p(end+1) = plot(x,(1+temp)/2);
end
end
ylim([-1,2]);
title('\Sigma_{n=0}^{inf} ( 2/sqrt(pi) ) \times ( (-1)^n x^{2*n+1} ) \div ( n! (2*n+1) )');
p(end+1) = plot(x,cdf,'k--');
legend(p,'n = 0','\Sigma_{n} 0->3','\Sigma_{n} 0->6','\Sigma_{n} 0->9',...
'\Sigma_{n} 0->12','\Sigma_{n} 0->15','\Sigma_{n} 0->18','normcdf(x)',...
'location','southeast');
grid on; box on;
xlabel('x'); ylabel('norm. cdf approximations');
Marcin's answer suggests a way to find the nearest sample point. It is easier, IMO, to interpolate. Given x and t as defined in the question,
interp1(x,t,n)
returns the estimated value of the CDF at x==n, for whatever value of n. But note that, for values outside the computed range, it will extrapolate and produce unreliable values.
You can define an anonymous function that works like normcdf:
my_normcdf = #(n)interp1(x,t,n);
my_normcdf(-5)
Try replacing x with 0.01 when you call cumtrapz. You can either use a vector or a scalar spacing for cumtrapz (https://www.mathworks.com/help/matlab/ref/cumtrapz.html), and this might solve your problem. Also, have you checked the original x-values? Is the problem with linspace (i.e. you are not getting the correct x vector), or with cumtrapz?
I am receiving the following error message:
Attempted to access sym(67); index out of bounds because numel(sym)=2.
I have been working on this for three days. I looked for similar error, but it didn't help. My code is below:
filename='DriveCyclesCP.xlsx';
V=xlsread('DriveCyclesCP.xlsx',2,'C9:C774'); % Get the velocity values, they are in an array V.
N=length(V); % Find out how many readings
mass = 1700 ; % Vehicle mass+ two 70 kg passengers.
area_Cd = 0.75; % Frontal area in square metres
Crr=0.009; %rolling resistance
g=9.8; % gravity acceleration
T=774; %UDDS cycle time duration
V_ave = 21.5; % UDDS avearage speed im m/s
rd=0.3; % Effective tire radius
Qhv =12.22; % E85 low Heating value in kWh/kg
Vd = 2.189; % engine size in L
md=0.801; % mass density of Ethanol
mf =Vd*md; % mf is the fuel mass consumed per cycle
Per = zeros(1,N); % engine power for each point of the drive cycle
a = zeros(1,N); % acceleration
SFC = zeros(1,N); % specific fuel consumption
Wc = zeros (1,N); % mass flow rate
nf = zeros (1,N); %fuel efficiency
Pm = zeros (1,N); % motor power
Pt = zeros (1,N);
Te =zeros (1,N); % Engine Troque
Tt = zeros (1,N);
Tm =zeros (1,N);
we =zeros (1,N); % Engine rot speed
wt = zeros (1,N);
wm =zeros (1,N);
S =zeros (1,8);
int (sym ('C'));
for C=1:N
a(C)=V(C+1)-V(C);
Pt(C)= V(C)*(mass*g*Crr + (0.5*area_Cd*1.202*(V(C))^2) + mass*a(C))/1000;
Per(C)=(mass*g*Crr +0.5*area_Cd*1.202*(V(C))^2 +mass*g*0.03)/1000*0.85;% e
syms Te(C) Tt(C) Tm(C) wt(C) we(C) wm(C) k1 k2
S = solve( Pm(C)==Pt(C) - Per(C), Tt(C)*wt(C)== Pt(C), Tt(C)*wt(C)== Te(C)*we(C) + Tm(C)*wm(C), wt(C)==we(C)/k1, wt(C)==wm(C)/k2, Pm(C)==wm(C) *Tm(C), Per(C)==we(C) *Te(C), Tt == k1*Te + k2*Tm );
end
The problem is on the line
int (sym ('C'));
You have defined sym to be a matrix with 2 entries somewhere (either earlier in the code or in a previous mfile), thus it treats sym as a matrix instead of a function. Thus when Matlab gets to the statement sym('C') it first converts the character 'C' to its ASCII integer representation (this just happens to be the number 67), then it tries to calculate sym(67) which is impossible as sym only has 2 elements.
Thus you have to stop sym from being a matrix (variable) and let it be a function again. There are two ways to solve this, either you can start you file with the statement clear;, this will remove all variables in memory, which might not be what you want; or you can use a function instead of script, as this hides all variables that have been defined previously and prevents this sort of error.
Note the line numel(X) is a way to measure how many elements are in X. Thus numel(sym)=2 means that sym has 2 elements.
P.S. There is an error in the lines (notice that I only taken some of the lines of you code)
N=length(V); % Find out how many readings
for C=1:N
a(C)=V(C+1)-V(C);
end
When C becomes equal to N, then V(C+1) will generate an error.
I need to run a simple Monte Carlo varying coefficients on a system of equations. I need to record the solved coefficient of one of the variables each time.
The following gets me results from a single run:
syms alpha gamma Ps Pc beta lambda Pp Sp Ss Dp Ds;
eq1 = -Ss + alpha + 0.17*Ps - 1*Pc;
eq2 = -Sp + beta + 0.2*Pp;
eq3 = -Ds + gamma - 0.2*Ps + 1*Pp;
eq4 = -Dp + lambda - 0.17*Pp + 1*Ps;
eq5 = Ss - Ds;
eq6 = Sp - Dp;
ans1 = solve(eq1,eq2,eq3,eq4,eq5,eq6,'Ps','Pp','Ss','Ds','Sp','Dp');
disp('Ps')
vpa(ans1.Ps,3)
disp('Pp')
vpa(ans1.Pp,3)
disp('Ss')
vpa(ans1.Ss,3)
disp('Ds')
vpa(ans1.Ds,3)
disp('Sp')
vpa(ans1.Sp,3)
disp('Dp')
vpa(ans1.Dp,3)
I will be varying several of the variables (on Ps, Pp, and Pc), and recording the coefficient on Pc in each of the reduced form equations (i.e. the coefficient on Pc that shows up after vpa(ans1.xx)--so in the case above, it would be a 1x6 vector [-0.429,-1.16,-1.07,-1.07,-0.232,-0.429,-1.16]).
I'm very new to MATLAB, but I'm sure I can figure out how to implement the loop code to do the model iterations. What I can't figure out is how to record the vector of coefficients after each iteration. Is there some "accessor" that will give me just the one coefficient for each equation each time?
Something like vpa(ans1.ps.coef(pc)) (which is a total shot in the dark, and it's wrong, but hopefully you get the idea).
There's probably a better way to do this, but this is all I could come up to at this moment.
Step 1:
In order to obtain the coefficient of Pc as a double from ans1.Ps, you can use the subs function, as follows:
subs(ans1.Ps,{alpha,Pc,beta,gamma,lambda},{0,1,0,0,0});
Step 2a:
To get a vector of all coefficients per ans1 expression (say ans1.Ps) you can use something like this:
N=numel(symvar(ans1.Ps)); % obtain number of coefs
cp=num2cell(eye(N)); % create a cell array using unit matrix, so each iteration a different coef will be selected
for n=1:N;
coefs(n)=subs(ans1.Ps,{alpha,Pc,beta,gamma,lambda},cp(n,:));
end
Step 2b:
Alternatively, you want to get just Pc, but from all the ans1 expressions. If so then you can do the following:
SNames = fieldnames(ans1); % get names of ans1 expressions
for n = 1:numel(SNames)
expr = ans1.(SNames{n}); % get the expression itself
pc(n)=subs(expr,{alpha,Pc,beta,gamma,lambda},{0,1,0,0,0}); % obtain just pc
end
You can now combine the two if you want all info about the coefficients.
Edit:
To store the retrieved Pc per iteration you can do the following:
alpha=[3 1 4 6 7] % just a vector of values
beta = [6 7 8 5 2]
SNames = fieldnames(ans1); % get names of ans1 expressions
for n = 1:numel(SNames)
expr = ans1.(SNames{n}); % get the expression itself
for n1=1:numel(alpha)
for n2=1:numel(beta)
pc(n,n1,n2)=subs(expr,{alpha,Pc,beta,gamma,lambda},{alpha(n1),1,beta(n2),0,0})
end
end
end
I am trying to solve a system of differential equations by writing code in Matlab. I am posting on this forum, hoping that someone might be able to help me in some way.
I have a system of 10 coupled differential equations. It is a vector-host epidemic model, which captures the transmission of a disease between human population and insect population. Since it is a simple system of differential equations, I am using solvers (ode45) for non-stiff problem type.
There are 10 differential equations, each representing 10 different state variables. There are two functions which have the same system of 10 coupled ODEs. One is called NoEffects_derivative_6_15_2012.m which contains the original system of ODEs. The other function is called OnlyLethal_derivative_6_15_2012.m which contains the same system of ODEs with an increased withdrawal rate starting at time, gamma=32 %days and that withdrawal rate decays exponentially with time.
I use ode45 to solve both the systems, using the same initial conditions. Time vector is also the same for both systems, going from t0 to tfinal. The vector tspan contains the time values going from t0 to tfinal, each with a increment of 0.25 days, making a total of 157 time values.
The solution values are stored in matrices ye0 and yeL. Both these matrices contain 157 rows and 10 columns (for the 10 state variable values). When I compare the value of the 10th state variable, for the time=tfinal, in the matrix ye0 and yeL by plotting the difference, I find it to be becoming negative for some time values. (using the command: plot(te0,ye0(:,10)-yeL(:,10))). This is not expected. For all time values from t0 till tfinal, the value of the 10 state variable, should be greater, as it is the solution obtained from a system of ODEs which did not have an increased withdrawal rate applied to it.
I am told that there is a bug in my matlab code. I am not sure how to find out that bug. Or maybe the solver in matlab I am using (ode45) is not efficient and does give this kind of problem. Can anyone help.
I have tried ode23 and ode113 as well, and yet get the same problem. The figure (2), shows a curve which becomes negative for time values 32 and 34 and this is showing a result which is not expected. This curve should have a positive value throughout, for all time values. Is there any other forum anyone can suggest ?
Here is the main script file:
clear memory; clear all;
global Nc capitalambda muh lambdah del1 del2 p eta alpha1 alpha2 muv lambdav global dims Q t0 tfinal gamma Ct0 b1 b2 Ct0r b3 H C m_tilda betaHV bitesPERlanding IC global tspan Hs Cs betaVH k landingARRAY muARRAY
Nhh=33898857; Nvv=2*Nhh; Nc=21571585; g=354; % number of public health centers in Bihar state %Fix human parameters capitalambda= 1547.02; muh=0.000046142; lambdah= 0.07; del1=0.001331871263014; del2=0.000288658; p=0.24; eta=0.0083; alpha1=0.044; alpha2=0.0217; %Fix vector parameters muv=0.071428; % UNIT:2.13 SANDFLIES DEAD/SAND FLY/MONTH, SOURCE: MUBAYI ET AL., 2010 lambdav=0.05; % UNIT:1.5 TRANSMISSIONS/MONTH, SOURCE: MUBAYI ET AL., 2010
Ct0=0.054;b1=0.0260;b2=0.0610; Ct0r=0.63;b3=0.0130;
dimsH=6; % AS THERE ARE FIVE HUMAN COMPARTMENTS dimsV=3; % AS THERE ARE TWO VECTOR COMPARTMENTS dims=dimsH+dimsV; % THE TOTAL NUMBER OF COMPARTMENTS OR DIFFERENTIAL EQUATIONS
gamma=32; % spraying is done of 1st feb of the year
Q=0.2554; H=7933615; C=5392890;
m_tilda=100000; % assumed value 6.5, later I will have to get it for sand flies or mosquitoes betaHV=66.67/1000000; % estimated value from the short technical report sent by Anuj bitesPERlanding=lambdah/(m_tilda*betaHV); betaVH=lambdav/bitesPERlanding; IC=zeros(dims+1,1); % CREATES A MATRIX WITH DIMS+1 ROWS AND 1 COLUMN WITH ALL ELEMENTS AS ZEROES
t0=1; tfinal=40; for j=t0:1:(tfinal*4-4) tspan(1)= t0; tspan(j+1)= tspan(j)+0.25; end clear j;
% INITIAL CONDITION OF HUMAN COMPARTMENTS q1=0.8; q2=0.02; q3=0.0005; q4=0.0015; IC(1,1) = q1*Nhh; IC(2,1) = q2*Nhh; IC(3,1) = q3*Nhh; IC(4,1) = q4*Nhh; IC(5,1) = (1-q1-q2-q3-q4)*Nhh; IC(6,1) = Nhh; % INTIAL CONDITIONS OF THE VECTOR COMPARTMENTS IC(7,1) = 0.95*Nvv; %80 PERCENT OF TOTAL ARE ASSUMED AS SUSCEPTIBLE VECTORS IC(8,1) = 0.05*Nvv; %20 PRECENT OF TOTAL ARE ASSUMED AS INFECTED VECTORS IC(9,1) = Nvv; IC(10,1)=0;
Hs=2000000; Cs=3000000; k=1; landingARRAY=zeros(tfinal*50,2); muARRAY=zeros(tfinal*50,2);
[te0 ye0]=ode45(#NoEffects_derivative_6_15_2012,tspan,IC); [teL yeL]=ode45(#OnlyLethal_derivative_6_15_2012,tspan,IC);
figure(1) subplot(4,3,1); plot(te0,ye0(:,1),'b-',teL,yeL(:,1),'r-'); xlabel('time'); ylabel('S'); legend('susceptible humans'); subplot(4,3,2); plot(te0,ye0(:,2),'b-',teL,yeL(:,2),'r-'); xlabel('time'); ylabel('I'); legend('Infectious Cases'); subplot(4,3,3); plot(te0,ye0(:,3),'b-',teL,yeL(:,3),'r-'); xlabel('time'); ylabel('G'); legend('Cases in Govt. Clinics'); subplot(4,3,4); plot(te0,ye0(:,4),'b-',teL,yeL(:,4),'r-'); xlabel('time'); ylabel('T'); legend('Cases in Private Clinics'); subplot(4,3,5); plot(te0,ye0(:,5),'b-',teL,yeL(:,5),'r-'); xlabel('time'); ylabel('R'); legend('Recovered Cases');
subplot(4,3,6);plot(te0,ye0(:,6),'b-',teL,yeL(:,6),'r-'); hold on; plot(teL,capitalambda/muh); xlabel('time'); ylabel('Nh'); legend('Nh versus time');hold off;
subplot(4,3,7); plot(te0,ye0(:,7),'b-',teL,yeL(:,7),'r-'); xlabel('time'); ylabel('X'); legend('Susceptible Vectors');
subplot(4,3,8); plot(te0,ye0(:,8),'b-',teL,yeL(:,8),'r-'); xlabel('time'); ylabel('Z'); legend('Infected Vectors');
subplot(4,3,9); plot(te0,ye0(:,9),'b-',teL,yeL(:,9),'r-'); xlabel('time'); ylabel('Nv'); legend('Nv versus time');
subplot(4,3,10);plot(te0,ye0(:,10),'b-',teL,yeL(:,10),'r-'); xlabel('time'); ylabel('FS'); legend('Total number of human infections');
figure(2) plot(te0,ye0(:,10)-yeL(:,10)); xlabel('time'); ylabel('FS(without intervention)-FS(with lethal effect)'); legend('Diff. bet. VL cases with and w/o intervention:ode45');
The function file: NoEffects_derivative_6_15_2012
function dx = NoEffects_derivative_6_15_2012( t , x )
global Nc capitalambda muh del1 del2 p eta alpha1 alpha2 muv global dims m_tilda betaHV bitesPERlanding betaVH
dx = zeros(dims+1,1); % t % dx
dx(1,1) = capitalambda-(m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/(x(7,1)+x(8,1))-muh*x(1,1);
dx(2,1) = (m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/(x(7,1)+x(8,1))-(del1+eta+muh)*x(2,1);
dx(3,1) = p*eta*x(2,1)-(del2+alpha1+muh)*x(3,1);
dx(4,1) = (1-p)*eta*x(2,1)-(del2+alpha2+muh)*x(4,1);
dx(5,1) = alpha1*x(3,1)+alpha2*x(4,1)-muh*x(5,1);
dx(6,1) = capitalambda -del1*x(2,1)-del2*x(3,1)-del2*x(4,1)-muh*x(6,1);
dx(7,1) = muv*(x(7,1)+x(8,1))-bitesPERlanding*betaVH*x(7,1)*x(2,1)/(x(6,1)+Nc)-muv*x(7,1);
%dx(8,1) = lambdav*x(7,1)*x(2,1)/(x(6,1)+Nc)-muvIOFt(t)*x(8,1);
dx(8,1) = bitesPERlanding*betaVH*x(7,1)*x(2,1)/(x(6,1)+Nc)-muv*x(8,1);
dx(9,1) = (muv-muv)*x(9,1);
dx(10,1) = (m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/x(9,1);
The function file: OnlyLethal_derivative_6_15_2012
function dx=OnlyLethal_derivative_6_15_2012(t,x)
global Nc capitalambda muh del1 del2 p eta alpha1 alpha2 muv global dims m_tilda betaHV bitesPERlanding betaVH k muARRAY
dx=zeros(dims+1,1);
% the below code saves some values into the second column of the two arrays % t muARRAY(k,1)=t; muARRAY(k,2)=artificialdeathrate1(t); k=k+1;
dx(1,1)= capitalambda-(m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/(x(7,1)+x(8,1))-muh*x(1,1);
dx(2,1)= (m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/(x(7,1)+x(8,1))-(del1+eta+muh)*x(2,1);
dx(3,1)=p*eta*x(2,1)-(del2+alpha1+muh)*x(3,1);
dx(4,1)=(1-p)*eta*x(2,1)-(del2+alpha2+muh)*x(4,1);
dx(5,1)=alpha1*x(3,1)+alpha2*x(4,1)-muh*x(5,1);
dx(6,1)=capitalambda -del1*x(2,1)-del2*( x(3,1)+x(4,1) ) - muh*x(6,1);
dx(7,1)=muv*( x(7,1)+x(8,1) )- bitesPERlanding*betaVH*x(7,1)*x(2,1)/(x(6,1)+Nc) - (artificialdeathrate1(t) + muv)*x(7,1);
dx(8,1)= bitesPERlanding*betaVH*x(7,1)*x(2,1)/(x(6,1)+Nc)-(artificialdeathrate1(t) + muv)*x(8,1);
dx(9,1)= -artificialdeathrate1(t) * x(9,1);
dx(10,1)= (m_tilda)*bitesPERlanding*betaHV*x(1,1)*x(8,1)/x(9,1);
The function file: artificialdeathrate1
function art1=artificialdeathrate1(t)
global Q Hs H Cs C
art1= Q*Hs*iOFt(t)/H + (1-Q)*Cs*oOFt(t)/C ;
The function file: iOFt
function i = iOFt(t)
global gamma tfinal Ct0 b1
if t>=gamma && t<=tfinal
i = Ct0*exp(-b1*(t-gamma));
else
i =0;
end
The function file: oOFt
function o = oOFt(t)
global gamma Ct0 b2 tfinal
if (t>=gamma && t<=tfinal)
o = Ct0*exp(-b2*(t-gamma));
else
o = 0;
end
If your working code is even remotely as messy as the code you posted, then that should IMHO the first thing you should address.
I cleaned up iOFt, oOFt a bit for you, since those were quite easy to handle. I tried my best at NoEffects_derivative_6_15_2012. What I'd personally change to your code is using decent indexes. You have 10 variables, there is no way that if you let your code rest for a few weeks or months, that you will remember what state 7 is for example. So instead of using (7,1), you might want to rewrite your ODE either using verbose names and then retrieving/storing them in the x and dx vectors. Or use indexes that make it clear what is happening.
E.g.
function ODE(t,x)
insectsInfected = x(1);
humansInfected = x(2);
%etc
dInsectsInfected = %some function of the rest
dHumansInfected = %some function of the rest
% etc
dx = [dInsectsInfected; dHumansInfected; ...];
or
function ODE(t,x)
iInsectsInfected = 1;
iHumansInfected = 2;
%etc
dx(iInsectsInfected) = %some function of x(i...)
dx(iHumansInfected) = %some function of x(i...)
%etc
When you don't do such things, you might end up using x(6,1) instead of e.g. x(3,1) in some formulas and it might take you hours to spot such a thing. If you use verbose names, it takes a bit longer to type, but it makes debugging a lot easier and if you understand your equations, it should be more obvious when such an error happens.
Also, don't hesitate to put spaces inside your formulas, it makes reading much easier. If you have some sub-expressions that are meaningful (e.g. if (1-p)*eta*x(2,1) is the number of insects that are dying of the disease, just put it in a variable dyingInsects and use that everywhere it occurs). If you align your assignments (as I've done above), this might add to code that is easier to read and understand.
With regard to the ODE solver, if you are sure your implementation is correct, I'd also try a solver for stiff problems (unless you are absolutely sure you don't have a stiff system).