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Re: How to implement a summation function for numerical solving?
From: |
andrewcd |
Subject: |
Re: How to implement a summation function for numerical solving? |
Date: |
Mon, 13 Jun 2011 05:31:10 -0700 (PDT) |
Thanks Liam! You helped me get it working. I figured out that I had another
couple of bugs, since fixed. For posterity, here is the code to calculate a
maximum entropy distribution given a mean and a variance. No guarantees
that it is the most efficient way to do this, but it will suit my purposes
for now.
Code:
-------------------------------------------------------------------------------------------------------------------------------
clear all
mu = 2
xmin = -5
xmax = 10
x = xmin:.2:xmax
lx = length(x)
stp = .2
function fcns = eqns(z)
mu = 2;
variance = 2;
xmin = -5;
xmax = 10;
stp = .2
x = xmin:stp:xmax;
lx = length(x);
lam1=z(1);
lam2=z(2);
f1 = xmin:stp:xmax;
f2 = (f1-mu).^2;
for n = 1:lx;
p(n) = e.^(-(lam1*f1(n) + lam2*f2(n)));
end
mu(1:lx) = mu;
fcns = [(f1-mu)*p', (f2-variance)*p'];
end
guess = [0,0 ];
result = fsolve(@eqns, guess);
p = zeros(1,lx);
for n=1:lx;
p(n) = e.^(-((result(1)*x(n))+result(2)*(x(n)-mu).^2));
end
Z = sum(p);
P=p./Z
plot( x, P);
sum(P)
axis([xmin-1,xmax+1,0,1])
--
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- How to implement a summation function for numerical solving?, andrewcd, 2011/06/13
- Re: How to implement a summation function for numerical solving?, Liam Groener, 2011/06/13
- Re: How to implement a summation function for numerical solving?,
andrewcd <=
- Re: How to implement a summation function for numerical solving?, andrewcd, 2011/06/14
- Re: How to implement a summation function for numerical solving?, Kimmo Luoma, 2011/06/14
- Re: How to implement a summation function for numerical solving?, John W. Eaton, 2011/06/14
- Re: How to implement a summation function for numerical solving?, andrewcd, 2011/06/15
- Re: How to implement a summation function for numerical solving?, Liam Groener, 2011/06/16
- Re: How to implement a summation function for numerical solving?, Liam Groener, 2011/06/16
- Re: How to implement a summation function for numerical solving?, andrewcd, 2011/06/16