Home > code > util > parameter_transformation > mappings > decode_pcsv_param.m

decode_pcsv_param

PURPOSE ^

DECODE_PCSV_PARAM Decodes PCSV parameters from vector theta using decode.

SYNOPSIS ^

function [mu, A, lambda_0, kappa, theta_param, sigma, rho]= decode_pcsv_param(theta, decode)

DESCRIPTION ^

DECODE_PCSV_PARAM Decodes PCSV parameters from vector theta using decode.

  [mu, A, lambda_0, kappa, theta_param, sigma, rho] ...
    = decode_pcsv_param(theta, decode) decodes the PCSV model parameters
    encoded in the vector theta. The function decode is expected to be
    the function returned by encode_pcsv_param. Since a PCSV model may
    contain NON-quadratic orthogonal matrices as parameters, the function
    decode may have an individual state.

    INPUT  theta: flat parameter vector to be decoded
          decode: decoder function returned by encode_pcsv_param

  See also ENCODE_PCSV_PARAM

 created by Benedikt Rudolph
 DATE: 16-Aug-2012

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 function [mu, A, lambda_0, kappa, theta_param, sigma, rho] ...
0002           = decode_pcsv_param(theta, decode)
0003 %DECODE_PCSV_PARAM Decodes PCSV parameters from vector theta using decode.
0004 %
0005 %  [mu, A, lambda_0, kappa, theta_param, sigma, rho] ...
0006 %    = decode_pcsv_param(theta, decode) decodes the PCSV model parameters
0007 %    encoded in the vector theta. The function decode is expected to be
0008 %    the function returned by encode_pcsv_param. Since a PCSV model may
0009 %    contain NON-quadratic orthogonal matrices as parameters, the function
0010 %    decode may have an individual state.
0011 %
0012 %    INPUT  theta: flat parameter vector to be decoded
0013 %          decode: decoder function returned by encode_pcsv_param
0014 %
0015 %  See also ENCODE_PCSV_PARAM
0016 %
0017 % created by Benedikt Rudolph
0018 % DATE: 16-Aug-2012
0019 
0020   p = decode(theta);
0021   mu = p(1).value;
0022   A = p(2).value;
0023   lambda_0 = p(3).value;
0024   kappa = p(4).value;
0025   theta_param = p(5).value;
0026   sigma = p(6).value;
0027   rho = p(7).value;
0028 end

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