function?rhomax=findrho（ydetautargetAopt）;

%function?rho=findrho（ydetauptargetAopt）;
%
%find?the?optimal?value?of?rho?for?the?pls?surrogate?generation?algorithm.?
%Uses?the?premise?that?the?optimal?value?is?that?which?produces?surrogates?
%that?have?the?greatest?number?of?short?sequences?identical?to?the?data.
%Now?the?number?of?short?identical?sequences?is?related?to?the?transition
%probability?（i.e.?the?probability?that?we?don‘t?just?follow?the?current
%state）?if?the?transition?probability?p?is?0.5?the?the?probability?of?a
%sequence?of?length?2?（the?shortest?allowable）?p（1-p）?is?maximal.?Lower?the
%probability?for?longer?sequences.
%
%if?de?is?a?vector?then?it?is?a?vector?of?lags?（min?0）.
%
%computation?is?pseudo-analytic?（certainly?not?stochastic）
%
%Aopt?is?optional
%
%Michael?Small
%3/3/2005
%ensmall@polyu.edu.hk

%parameters


if?nargin<5
????Aopt=[];
end;
if?nargin<4
????target=0.5;
end;
if?nargin<3
??tau=[];
end;
if?nargin<2
??de=[];
end;
if?isempty（de）
??de=3;
end;
if?isempty（tau）
??tau=1;
end;

y=y（:）;
ny=length（y）;
if?length（de）>1
????x=embed（yde）;
else
????x=embed（ydetau）;
end;
[den]=size（x）;
if?isempty（Aopt）
????Aopt=ones（1de）;
end;

%memory?limitation?
maxsize=3000;
if?n>maxsize
????x=x（:end+（1-maxsize:0））;
????n=maxsize;
????disp（‘WARNING:?too?much?data?to?handle?in?findrho3?...?truncating‘）;
end;

%compute?the?switch?probabilities?for?each?point
%first?the?L2-norm^2
dd=zeros（nn）;
for?i=1:de?%loop?on?de?and?compute?the?distance.^2
????dd=dd+Aopt（i）*（ones（n1）*x（i:）-x（i:）‘*ones（1n））.^2;
end;
dd=sqrt（dd）;


tol=0.0000001;
rhou=std（y）;
rhol=rhou/2;
pl=1;pm=1;
????????pp=exp（-0.5.*dd/rhou）;
????????pu=sum（pp）;
????????pu=（pu-diag（pp）‘）./pu;
????????pu=mean（pu）;???
????????pp=exp（-0.5.*dd/rhol）;
????????pl=sum（pp）;
????????pl=（pl-diag（pp）‘）./pl;
????????pl=mean（pl）;

while?（rhou-rhol）>tol
????if?pl>target?%both?bounds?too?big
????????pu=pl;
????????rhou=rhol;
????????rhol=rhol/2;
????????%recompute?pl
????????pp=exp（-0.5.*dd/rhol）;
????????pl=sum（pp）;
????????pl=（pl-diag（pp）‘）./pl;
????????pl=mean（pl）;
????????rhom=mean（[rholrhou]）;
????elseif?pu????????pl=pu;
????????rhol=rhou;
????????rhou=rhou*2;????????
????????%recompute?pu
????????pp=exp（-0.5.*dd/rhou）;
????????pu=sum（pp）;
????????pu=（pu-diag（pp）‘）./pu;
????????pu=mean（pu）;
????????rhom=mean（[rholrhou]）;
????else?%dead?on?so?tighten?them
????????rhom=mean（[rholrhou]）;
????????%compute?pm
????????pp=exp（-0.5.*dd/rhom）;
????????pm=sum（pp）;
????????pm=（pm-diag（pp）‘）./pm;
????????pm=mean（pm）;
????????if?pm????????????rhol=rhom;
????????????pl=pm;
????????else
????????????rhou=rhom;
????????????pu=pm;
????????end;
????end;
????disp（[num2str（rhol）‘<‘num2str（rhom）‘<‘num2str（rhou）]）;
end;
disp（[‘Final?prob=‘num2str（pm）]）;
rhomax=rhom;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件?????????82??2006-03-17?11:05??替代數據法的matlab程序\__MACOSX\surrogates\._.DS_Store

?????文件?????????82??2006-03-17?10:54??替代數據法的matlab程序\__MACOSX\surrogates\._pps.c

?????文件???????6148??2006-03-17?11:05??替代數據法的matlab程序\surrogates\.DS_Store

?????文件???????2818??2006-03-29?11:25??替代數據法的matlab程序\surrogates\findrho.m

?????文件???????2970??2005-03-06?22:46??替代數據法的matlab程序\surrogates\findrhoquick.m

?????文件????????893??2005-03-06?22:46??替代數據法的matlab程序\surrogates\get_bins.m

?????文件???????8432??2006-03-17?10:54??替代數據法的matlab程序\surrogates\pps.c

?????文件????????566??2005-03-06?22:47??替代數據法的matlab程序\surrogates\pps.m

?????文件????????244??2005-03-06?22:47??替代數據法的matlab程序\surrogates\shuffle.m

?????文件???????2352??2005-03-06?22:47??替代數據法的matlab程序\surrogates\shufflecycle.m

?????文件???????1968??2005-03-06?22:48??替代數據法的matlab程序\surrogates\surrogate.m

?????文件???????3080??2005-03-06?22:49??替代數據法的matlab程序\surrogates\surrogates.m

?????目錄??????????0??2006-03-29?11:26??替代數據法的matlab程序\__MACOSX\surrogates

?????目錄??????????0??2006-03-29?11:26??替代數據法的matlab程序\__MACOSX

?????目錄??????????0??2006-03-29?11:26??替代數據法的matlab程序\surrogates

?????目錄??????????0??2009-10-18?12:48??替代數據法的matlab程序

-----------?---------??----------?-----??----

????????????????29635????????????????????16