open source pkg v1

This commit is contained in:
Vijay Yadev
2020-08-04 19:12:31 -04:00
parent bef213dba9
commit c389fc2c47
3708 changed files with 1624220 additions and 1 deletions

View File

@@ -0,0 +1,27 @@
function vecH_hat = computeH(Xc, Yc, E_z, E_zz, RR)
%vecH_hat = computeH(Xc, Yc, E_z, E_zz, RR)
fprintf('You are running the Matlab version of function ''computeH''. This program will run very slowly.... \nI recommend that you try to compile the CMEX code on your platform using command ''mex computeH.c'' (''mex computeH.c -l matlb'' under Unix)\n\n');
K = size(E_z,1);
J = size(Xc,2);
T = size(Xc,1);
KK2 = zeros(3*J*(K+1), 3*J*(K+1));
KK3 = zeros(3*J, K+1);
for t=1:T
P_t = [Xc(t,:); Yc(t,:)];
zz_hat_t = [1 E_z(:,t)'; E_z(:,t) E_zz((t-1)*K+1:t*K,:)];
R_t = [RR(t, :); RR(t+T, :)];
KK1 = kron(speye(J), R_t);
KK2 = KK2 + kron(zz_hat_t', KK1'*KK1);
KK3 = KK3 + KK1'* P_t(:) * [1 E_z(:,t)'];
end
vecH_hat = pinv(KK2) * KK3(:);