各种准则函数检验与matlab应用.docx
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各种准则函数检验与matlab应用
各种准侧函数检验
1.sic准侧函数检验(0.45,0.45,2)
tic,t=cputime;
ns1=0;ns2=0;ns3=0;ns4=0;ns5=0;ns6=0;ns7=0;ns8=0;ns9=0;ns10=0;
smsic=zeros(10,1);
fork=1:
10000
x=zeros(37,1);msic=zeros
(1);
ran=randn(37,1);
fori=3:
37
x(i)=0.45*x(i-1)+0.45*x(i-2)+ran(i);
end
x=x(3:
37,1);ran=ran(3:
37,1);
c11=x(1:
25,1);c12=x(2:
26,1);m10=ran(2:
26,1)*transpose(ran(2:
26,1));
c21=x(1:
25,1);c22=x(2:
26,1);c23=x(3:
27,1);c2m=[c21,c22];m20=ran(3:
27,1)*transpose(ran(3:
27,1));
c31=x(1:
25,1);c32=x(2:
26,1);c33=x(3:
27,1);c34=x(4:
28,1);c3m=[c31,c32,c33];m30=ran(4:
28,1)*transpose(ran(4:
28,1));
c41=x(1:
25,1);c42=x(2:
26,1);c43=x(3:
27,1);c44=x(4:
28,1);c45=x(5:
29,1);c4m=[c41,c42,c43,c44];
m40=ran(5:
29,1)*transpose(ran(5:
29,1));
c51=x(1:
25,1);c52=x(2:
26,1);c53=x(3:
27,1);c54=x(4:
28,1);c55=x(5:
29,1);c56=x(6:
30,1);c5m=[c51,c52,c53,c54,c55];
m50=ran(6:
30,1)*transpose(ran(6:
30,1));
c61=x(1:
25,1);c62=x(2:
26,1);c63=x(3:
27,1);c64=x(4:
28,1);c65=x(5:
29,1);c66=x(6:
30,1);c67=x(7:
31,1);
c6m=[c61,c62,c63,c64,c65,c66];m60=ran(7:
31,1)*transpose(ran(7:
31,1));
c71=x(1:
25,1);c72=x(2:
26,1);c73=x(3:
27,1);c74=x(4:
28,1);c75=x(5:
29,1);c76=x(6:
30,1);c77=x(7:
31,1);c78=x(8:
32,1);
c7m=[c71,c72,c73,c74,c75,c76,c77];m70=ran(8:
32,1)*transpose(ran(8:
32,1));
c81=x(1:
25,1);c82=x(2:
26,1);c83=x(3:
27,1);c84=x(4:
28,1);c85=x(5:
29,1);c86=x(6:
30,1);c87=x(7:
31,1);c88=x(8:
32,1);
c89=x(9:
33,1);c8m=[c81,c82,c83,c84,c85,c86,c87,c88];m80=ran(9:
33,1)*transpose(ran(9:
33,1));
c91=x(1:
25,1);c92=x(2:
26,1);c93=x(3:
27,1);c94=x(4:
28,1);c95=x(5:
29,1);c96=x(6:
30,1);c97=x(7:
31,1);c98=x(8:
32,1);
c99=x(9:
33,1);c910=x(10:
34,1);c9m=[c91,c92,c93,c94,c95,c96,c97,c98,c99];m90=ran(10:
34,1)*transpose(ran(10:
34,1));
c101=x(1:
25,1);c102=x(2:
26,1);c103=x(3:
27,1);c104=x(4:
28,1);c105=x(5:
29,1);c106=x(6:
30,1);c107=x(7:
31,1);
c108=x(8:
32,1);c109=x(9:
33,1);c1010=x(10:
34,1);c1011=x(11:
35,1);
c10m=[c101,c102,c103,c104,c105,c106,c107,c108,c109,c1010];m100=ran(11:
35,1)*transpose(ran(11:
35,1));
j=0;
whilej<=10
j=j+1;
ifand(0ifand(1ifand(2ifand(3ifand(4ifand(5ifand(6ifand(7ifand(8ifand(9[v,resnorm,residual]=lsqlin(A,B);
r=resnorm/25;
sic=25*log(r)+p*log(25);msic=[msic;sic];
end
msic=msic(2:
11,1);
[pla4,w4]=min(msic);
smsic=smsic+msic;
ifand(0ifand(1ifand(2ifand(3ifand(4ifand(5ifand(6ifand(7ifand(8ifand(9end
rns1=ns1/k;rns2=ns2/k;rns3=ns3/k;rns4=ns4/k;rns5=ns5/k;rns6=ns6/k;rns7=ns7/k;rns8=ns8/k;rns9=ns9/k;rns10=ns10/k;
amsic=smsic/k;
t=1:
10;
subplot(324);plot(t,amsic,'b');title('asic');title('mix'),
toc,cputime-t;
2.AIC准侧函数检验25(0.45,0.45,2)
tic,t=cputime;
naic1=0;naic2=0;naic3=0;naic4=0;naic5=0;naic6=0;naic7=0;naic8=0;naic9=0;naic10=0;
smaic=zeros(10,1);
fork=1:
10000
x=zeros(37,1);maic=zeros
(1);ran=randn(37,1);
fori=3:
37
x(i)=0.4*x(i-1)+0.3*x(i-2)+ran(i);
end
x=x(3:
37,1);ran=ran(3:
37,1);
c11=x(1:
25,1);c12=x(2:
26,1);m10=ran(2:
26,1)*transpose(ran(2:
26,1));
c21=x(1:
25,1);c22=x(2:
26,1);c23=x(3:
27,1);c2m=[c21,c22];m20=ran(3:
27,1)*transpose(ran(3:
27,1));
c31=x(1:
25,1);c32=x(2:
26,1);c33=x(3:
27,1);c34=x(4:
28,1);c3m=[c31,c32,c33];m30=ran(4:
28,1)*transpose(ran(4:
28,1));
c41=x(1:
25,1);c42=x(2:
26,1);c43=x(3:
27,1);c44=x(4:
28,1);c45=x(5:
29,1);c4m=[c41,c42,c43,c44];
m40=ran(5:
29,1)*transpose(ran(5:
29,1));
c51=x(1:
25,1);c52=x(2:
26,1);c53=x(3:
27,1);c54=x(4:
28,1);c55=x(5:
29,1);c56=x(6:
30,1);c5m=[c51,c52,c53,c54,c55];
m50=ran(6:
30,1)*transpose(ran(6:
30,1));
c61=x(1:
25,1);c62=x(2:
26,1);c63=x(3:
27,1);c64=x(4:
28,1);c65=x(5:
29,1);c66=x(6:
30,1);c67=x(7:
31,1);
c6m=[c61,c62,c63,c64,c65,c66];m60=ran(7:
31,1)*transpose(ran(7:
31,1));
c71=x(1:
25,1);c72=x(2:
26,1);c73=x(3:
27,1);c74=x(4:
28,1);c75=x(5:
29,1);c76=x(6:
30,1);c77=x(7:
31,1);c78=x(8:
32,1);
c7m=[c71,c72,c73,c74,c75,c76,c77];m70=ran(8:
32,1)*transpose(ran(8:
32,1));
c81=x(1:
25,1);c82=x(2:
26,1);c83=x(3:
27,1);c84=x(4:
28,1);c85=x(5:
29,1);c86=x(6:
30,1);c87=x(7:
31,1);c88=x(8:
32,1);
c89=x(9:
33,1);c8m=[c81,c82,c83,c84,c85,c86,c87,c88];m80=ran(9:
33,1)*transpose(ran(9:
33,1));
c91=x(1:
25,1);c92=x(2:
26,1);c93=x(3:
27,1);c94=x(4:
28,1);c95=x(5:
29,1);c96=x(6:
30,1);c97=x(7:
31,1);c98=x(8:
32,1);
c99=x(9:
33,1);c910=x(10:
34,1);c9m=[c91,c92,c93,c94,c95,c96,c97,c98,c99];m90=ran(10:
34,1)*transpose(ran(10:
34,1));
c101=x(1:
25,1);c102=x(2:
26,1);c103=x(3:
27,1);c104=x(4:
28,1);c105=x(5:
29,1);c106=x(6:
30,1);c107=x(7:
31,1);
c108=x(8:
32,1);c109=x(9:
33,1);c1010=x(10:
34,1);c1011=x(11:
35,1);
c10m=[c101,c102,c103,c104,c105,c106,c107,c108,c109,c1010];m100=ran(11:
35,1)*transpose(ran(11:
35,1));
j=0;
whilej<=10
j=j+1;
ifand(0ifand(1ifand(2ifand(3ifand(4ifand(5ifand(6ifand(7ifand(8ifand(9[v,resnorm,residual]=lsqlin(A,B);
r=resnorm/25;
aic=25*log(r)+2*(p+1);maic=[maic;aic];
end
maic=maic(2:
11,1);
[pla3,w3]=min(maic);
smaic=smaic+maic;
ifand(0ifand(1ifand(2ifand(3ifand(4ifand(5ifand(6ifand(7ifand(8ifand(9end
rnaic1=naic1/k;rnaic2=naic2/k;rnaic3=naic3/k;rnaic4=naic4/k;rnaic5=naic5/k;rnaic6=naic6/k;rnaic7=naic7/k;
rnaic8=naic8/k;rnaic9=naic9/k;rnaic10=naic10/k,
amaic=smaic/k;
t=1:
10;
subplot(323);plot(t,amaic,'y');title('aaic');title('mix'),
toc,cputime-t;
3.AICE准侧函数检验
tic,t=cputime;
ne1=0;ne2=0;ne3=0;ne4=0;ne5=0;ne6=0;ne7=0;ne8=0;ne9=0;ne10=0;
smaice=zeros(10,1);
fork=1:
10000
x=zeros(37,1);maice=zeros
(1);
ran=randn(37,1);
fori=3:
37
x(i)=0.4*x(i-1)+0.3*x(i-2)+ran(i);
end
x=x(3:
37,1);ran=ran(3:
37,1);
c11=x(1:
25,1);c12=x(2:
26,1);m10=ran(2:
26,1)*transpose(ran(2:
26,1));
c21=x(1:
25,1);c22=x(2:
26,1);c23=x(3:
27,1);c2m=[c21,c22];m20=ran(3:
27,1)*transpose(ran(3:
27,1));
c31=x(1:
25,1);c32=x(2:
26,1);c33=x(3:
27,1);c34=x(4:
28,1);c3m=[c31,c32,c33];m30=ran(4:
28,1)*transpose(ran(4:
28,1));
c41=x(1:
25,1);c42=x(2:
26,1);c43=x(3:
27,1);c44=x(4:
28,1);c45=x(5:
29,1);c4m=[c41,c42,c43,c44];
m40=ran(5:
29,1)*transpose(ran(5:
29,1));
c51=x(1:
25,1);c52=x(2:
26,1);c53=x(3:
27,1);c54=x(4:
28,1);c55=x(5:
29,1);c56=x(6:
30,1);c5m=[c51,c52,c53,c54,c55];
m50=ran(6:
30,1)*transpose(ran(6:
30,1));
c61=x(1:
25,1);c62=x(2:
26,1);c63=x(3:
27,1);c64=x(4:
28,1);c65=x(5:
29,1);c66=x(6:
30,1);c67=x(7:
31,1);
c6m=[c61,c62,c63,c64,c65,c66];m60=ran(7:
31,1)*transpose(ran(7:
31,1));
c71=x(1:
25,1);c72=x(2:
26,1);c73=x(3:
27,1);c74=x(4:
28,1);c75=x(5:
29,1);c76=x(6:
30,1);c77=x(7:
31,1);c78=x(8:
32,1);
c7m=[c71,c72,c73,c74,c75,c76,c77];m70=ran(8:
32,1)*transpose(ran(8:
32,1));
c81=x(1:
25,1);c82=x(2:
26,1);c83=x(3:
27,1);c84=x(4:
28,1);c85=x(5:
29,1);c86=x(6:
30,1);c87=x(7:
31,1);c88=x(8:
32,1);
c89=x(9:
33,1);c8m=[c81,c82,c83,c84,c85,c86,c87,c88];m80=ran(9:
33,1)*transpose(ran(9:
33,1));
c91=x(1:
25,1);c92=x(2:
26,1);c93=x(3:
27,1);c94=x(4:
28,1);c95=x(5:
29,1);c96=x(6:
30,1);c97=x(7:
31,1);c98=x(8:
32,1);
c99=x(9:
33,1);c910=x(10:
34,1);c9m=[c91,c92,c93,c94,c95,c96,c97,c98,c99];m90=ran(10:
34,1)*transpose(ran(10:
34,1));
c101=x(1:
25,1);c102=x(2:
26,1);c103=x(3:
27,1);c104=x(4:
28,1);c105=x(5:
29,1);c106=x(6:
30,1);c107=x(7:
31,1);
c108=x(8:
32,1);c109=x(9:
33,1);c1010=x(10:
34,1);c1011=x(11:
35,1);c10m=[c101,c102,c103,c104,c105,c106,c107,c108,c109,c1010];
m100=ran(11:
35,1)*transpose(ran(11:
35,1));
j=0;
whilej<=10
j=j+1;
if(0A=c11;B=c12;m0=m10;p=1;
end
if(1A=c2m;B=c23;m0=m20;p=2;
end
if(2A=c3m;B=c34;m0=m30;p=3;
end
if(3A=c4m;B=c45;m0=m40;p=4;
end
if(4A=c5m;B=c56;m0=m50;p=5;
end
if(5A=c6m;B=c67;m0=m60;p=6;
end
if(6A=c7m;B=c78;m0=m70;p=7;
end
if(7A=c8m;B=c89;m0=m80;p=8;
end
if(8A=c9m;B=c910;m0=m90;p=9;
end
if(9A=c10m;B=c1011;m0=m100;p=10;
end
[v,resnorm,residual]=lsqlin(A,B);
r=resnorm/25;e=residual;te=transpose(e);flag=det(e*te);
ifflag~=0
m1=inv(e*te);aice1=log(abs(det(e*te)));aice2=trace(m0*m1);
else
aice1=log(eps);
aice2=25*(25+p)/(25-p-2);
end
aice=aice1+aice2;maice=[maice;aice];
end
maice=maice(2:
11,1);
[pla1,w1]=min(maice);
smaice=smaice+maice;
if(0ne1=ne1+1;
end
if(1ne2=ne2+1;
end
if(2ne3=ne3+1;
end
if(3ne4=ne4+1;
end
if(4ne5=ne5+1;
end
if(5ne6=ne6+1;
end
if(6ne7=ne7+1;
end
if(7ne8=ne8+1;
end
if(8ne9=ne9+1;
end
if(9ne10=ne10+1;
end
end
rne1=ne1/k;rne2=ne2/k;rne3=ne3/k;rne4=ne4/k;rne5=ne5/k;rne6=ne6/k;rne7=ne7/k;rne8=ne8/k;rne9=ne9/k;rne10=ne10/k;
amaice=smaice/k;
t=1:
10;
subplot(321);plot(t,amaice,'r');title('aaice');holdon;
title('mix');
toc,cputime-t;
4.AICC准侧函数检验25(0.45,0.45,2)
tic,t=cputime;
nc1=0;nc2=0;nc3=0;nc4=0;nc5=0;nc6=0;nc7=0;nc8=0;nc9=0;nc10=0;
smaicc=zeros(10,1);
f