I am trying to calculate estimated mean and co-variance using maximum likelihood method in matlab. I am newbie in Matlab and having problems which i like to be cleared here.
I am using following code:
clear all;
%Visualization of 2D Gaussian Distribution
% Mean of the distribution
mu = [1 -1];
% Covariance matrix (Must be symetric)
sigma = [ 2 1 ; 1 3 ];
% Samples
X = mvnrnd(mu,sigma,1000);
analytical_mean = mean(X);
analytical_cov = cov(X);
N = size(X,1);
estimated_mean = sum(X)/N;
summation = 0;
for i=1:N,
row = X(i,:);
tmp1= (row - estimated_mean);
tmp2 = tmp1';
summation = summation + tmp2;
end
covar = summation/N;
Now analytical_mean and estimated_mean are coming equal but my calculated co-variance covar is not coming as a matrix like analytical_cov. Kindly I need to know how to calculate covar correctly.
I am using below equations:
you can try this instead
[m,n] = size(X);
estimated_mean = sum(X)/m;
tmp=zeros(m,n);
for i=1:n
tmp(:,i)= ((X(:,i) - estimated_mean(i)));
end
covar = (tmp.'*tmp)/m;
I think you want
tmp2 = tmp1'*tmp1;
instead of
tmp2 = tmp1'
That change makes covar pretty close for me:
covar =
1.9042 0.9534
0.9534 3.0195
The clue was the dimensions of covar for you code, should have been 2-by-2 but yours was 2-by-1
Related
The following is my code. I try to model PFR in Matlab using ode23s. It works well with one component irreversible reaction. But when extending more dependent variables, 'Matrix dimensions must agree' problem shows. Have no idea how to fix it. Is possible to use other software to solve similar problems?
Thank you.
function PFR_MA_length
clear all; clc; close all;
function dCdt = df(t,C)
dCdt = zeros(N,2);
dCddt = [0; -vo*diff(C(:,1))./diff(V)-(-kM*C(2:end,1).*C(2:end,2)-kS*C(2:end,1))];
dCmdt = [0; -vo*diff(C(:,2))./diff(V)-(-kM*C(2:end,1).*C(2:end,2))];
dCdt(:,1) = dCddt;
dCdt(:,2) = dCmdt;
end
kM = 1;
kS = 0.5; % assumptions of the rate constants
C0 = [2, 2]; % assumptions of the entering concentration
vo = 2; % volumetric flow rate
volume = 20; % total volume of reactor, spacetime = 10
N = 100; % number of points to discretize the reactor volume on
init = zeros(N,2); % Concentration in reactor at t = 0
init(1,:) = C0; % concentration at entrance
V = linspace(0,volume,N)'; % discretized volume elements, in column form
tspan = [0 20];
[t,C] = ode23s(#(t,C) df(t,C),tspan,init);
end
'''
You can put a break point on the line that computes dCddt and observe that the size of the matrices C and V are different.
>> size(C)
ans =
200 1
>> size(V)
ans =
100 1
The element-wise divide operation, ./, between these two variables would then result in the error that you mentioned.
Per ode23s's help, the output of the call to dCdt = df(t,C) needs to be a vector. However, you are returning a matrix of size 100x2. In the next call to the same function, ode32s converts it to a vector when computing the value of C, hence the size 200x1.
In the GNU octave interpretation of Matlab behavior, one has to explicitly make sure that the solver only sees flat one-dimensional state vectors. These have to be translated forward and back in the application of the model.
Explicitly reading the object A as flat array A(:) forgets the matrix dimension information, these can be added back with the reshape(A,m,n) command.
function dCdt = df(t,C)
C = reshape(C,N,2);
...
dCdt = dCdt(:);
end
...
[t,C] = ode45(#(t,C) df(t,C), tspan, init(:));
The formula for the discrete double Fourier series that I'm attempting to code in MATLAB is:
The coefficient in front of the trigonometric sum (Fourier amplitude) is what I'm trying to extract from the fitting of the data through the double Fourier series seen above. Using my current code, the original function is not reconstructed, therefore my coefficients cannot be correct. I'm not certain if this is of any significance or insight, but the second term for the A coefficients (Akn(1))) is 13 orders of magnitude larger than any other coefficient.
Any suggestions, modifications, or comments about my program would be greatly appreciated.
%data = csvread('digitized_plot_data.csv',1);
%xdata = data(:,1);
%ydata = data(:,2);
%x0 = xdata(1);
lambda = 20; %km
tau = 20; %s
vs = 7.6; %k/s (velocity of CHAMP satellite)
L = 4; %S
% Number of terms to use:
N = 100;
% set up matrices:
M = zeros(length(xdata),1+2*N);
M(:,1) = 1;
for k=1:N
for n=1:N %error using *, inner matrix dimensions must agree...
M(:,2*n) = cos(2*pi/lambda*k*vs*xdata).*cos(2*pi/tau*n*xdata);
M(:,2*n+1) = sin(2*pi/lambda*k*vs*xdata).*sin(2*pi/tau*n*xdata);
end
end
C = M\ydata;
%least squares coefficients:
A0 = C(1);
Akn = C(2:2:end);
Bkn = C(3:2:end);
% reconstruct original function values (verification check):
y = A0;
for k=1:length(Akn)
y = y + Akn(k)*cos(2*pi/lambda*k*vs*xdata).*cos(2*pi/tau*n*xdata) + Bkn(k)*sin(2*pi/lambda*k*vs*xdata).*sin(2*pi/tau*n*xdata);
end
% plotting
hold on
plot(xdata,ydata,'ko')
plot(xdata,yk,'b--')
legend('Data','Least Squares','location','northeast')
xlabel('Centered Time Event [s]'); ylabel('J[\muA/m^2]'); title('Single FAC Event (50 Hz)')
I'm trying to simulate some random variables Y such that P(Y=1)=P(y=-1)=0.5, and X_n = sum of Y_i (i from 1 to n). I want to use matlab to simulate X_n and plot it versus different n's, where n = 1,2,3,...100. Here is my matlab code:
N = 100;
for M = 1:N
y_i = randi([-1 1], M, 1);
X_n = sum(y_i);
end
plot(M, X_n)
But my plot looks like this, can someone help me fix it? Is there something wrong with my code? Thank you.
Seems like somebody provided you with the right answer already but let me explain and how i would go about it. The only thing you're doing wrong is about the indexing. Try this.
N = 100; % sets your maximum
for M = 1:N % loops from 1 - N
y_i = randi([-1 1], M, 1); % your formula
X(M) = sum(y_i); % stores your data in vectors with increasing index from 1 - 100
end
index = 1:N % generates a vector 1-100 to serve as indexes
plot(index, X) % plots each point of X a corresponding index
Given a system of the form y' = A*y(t) with solution y(t) = e^(tA)*y(0), where e^A is the matrix exponential (i.e. sum from n=0 to infinity of A^n/n!), how would I use matlab to compute the solution given the values of matrix A and the initial values for y?
That is, given A = [-2.1, 1.6; -3.1, 2.6], y(0) = [1;2], how would I solve for y(t) = [y1; y2] on t = [0:5] in matlab?
I try to use something like
t = 0:5
[y1; y2] = expm(A.*t).*[1;2]
and I'm finding errors in computing the multiplication due to dimensions not agreeing.
Please note that matrix exponential is defined for square matrices. Your attempt to multiply the attenuation coefs with the time vector doesn't give you what you'd want (which should be a 3D matrix that should be exponentiated slice by slice).
One of the simple ways would be this:
A = [-2.1, 1.6; -3.1, 2.6];
t = 0:5;
n = numel(t); %'number of samples'
y = NaN(2, n);
y(:,1) = [1;2];
for k =2:n
y(:,k) = expm(t(k)*A) * y(:,1);
end;
figure();
plot(t, y(1,:), t, y(2,:));
Please note that in MATLAB array are indexed from 1.
I want to normalise each column of a matrix in Matlab. I have tried two implementations:
Option A:
mx=max(x);
mn=min(x);
mmd=mx-mn;
for i=1:size(x,1)
xn(i,:)=((x(i,:)-mn+(mmd==0))./(mmd+(mmd==0)*2))*2-1;
end
Option B:
mn=mean(x);
sdx=std(x);
for i=1:size(x,1)
xn(i,:)=(x(i,:)-mn)./(sdx+(sdx==0));
end
However, these options take too much time for my data, e.g. 3-4 seconds on a 5000x53 matrix. Thus, is there any better solution?
Use bsxfun instead of the loop. This may be a bit faster; however, it may also use more memory (which may be an issue in your case; if you're paging, everything'll be really slow).
To normalize with mean and std, you'd write
mn = mean(x);
sd = std(x);
sd(sd==0) = 1;
xn = bsxfun(#minus,x,mn);
xn = bsxfun(#rdivide,xn,sd);
Remember, in MATLAB, vectorizing = speed.
If A is an M x N matrix,
A = rand(m,n);
minA = repmat(min(A), [size(A, 1), 1]);
normA = max(A) - min(A); % this is a vector
normA = repmat(normA, [length(normA) 1]); % this makes it a matrix
% of the same size as A
normalizedA = (A - minA)./normA; % your normalized matrix
Note: I am not providing a freshly new answer, but I am comparing the proposed answers.
Option A: Using bsxfun()
function xn = normalizeBsxfun(x)
mn = mean(x);
sd = std(x);
sd(sd==0) = eps;
xn = bsxfun(#minus,x,mn);
xn = bsxfun(#rdivide,xn,sd);
end
Option B: Using a for-loop
function xn = normalizeLoop(x)
xn = zeros(size(x));
for ii=1:size(x,2)
xaux = x(:,ii);
xn(:,ii) = (xaux - mean(xaux))./mean(xaux);
end
end
We compare both implementations for different matrix sizes:
expList = 2:0.5:5;
for ii=1:numel(expList)
expNum = round(10^expList(ii));
x = rand(expNum,expNum);
tic;
xn = normalizeBsxfun(x);
ts(ii) = toc;
tic;
xn = normalizeLoop(x);
tl(ii) = toc;
end
figure;
hold on;
plot(round(10.^expList),ts,'b');
plot(round(10.^expList),tl,'r');
legend('bsxfun','loop');
set(gca,'YScale','log')
The results show that for small matrices, the bsxfun is faster. But, the difference is neglect able for higher dimensions, as it was also found in other post.
The x-axis is the squared root number of matrix elements, while the y-axis is the computation time in seconds.
Let X be a m x n matrix and you want to normalize column wise.
The following matlab code does it
XMean = repmat(mean(X),m,1);
XStd = repmat(std(X),m,1);
X_norm = (X - XMean)./(XStd);
The element wise ./ operator is explained here: http://www.mathworks.in/help/matlab/ref/arithmeticoperators.html
Note: As op mentioned, this is simply a faster solution and performs the same task as looping through the matrix. The underlying implementation of this inbuilt function makes it work faster
Note: This code works in Octave and MATLAB versions R2016b or higher.
function X_norm = normalizeMatrix(X)
mu = mean(X); %mean
sigma = std(X); %standard deviation
X_norm = (X - mu)./sigma;
end
How about using
normc(X)
that would normalize the matrix X columnwise. You need to include the Neural Network Toolbox in your install though.
How about this?
A = [7, 2, 6; 3, 8, 4]; % a 2x3 matrix
Asum = sum(A); % sum the columns
Anorm = A./Asum(ones(size(A, 1), 1), :); % normalise the columns