0001
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0011
0012 cgmm_config.directories.project = pwd;
0013 cgmm_config.directories.data = [ cgmm_config.directories.project '/data' ];
0014 cgmm_config.directories.main = [ cgmm_config.directories.project '/main' ];
0015 cgmm_config.directories.mat = [ cgmm_config.directories.project '/mat' ];
0016 cgmm_config.directories.latex = [ cgmm_config.directories.project '/output/latex' ];
0017 cgmm_config.directories.plot = [ cgmm_config.directories.project '/plot' ];
0018 cgmm_config.directories.png = [ cgmm_config.directories.project '/output/png' ];
0019 cgmm_config.directories.print = [ cgmm_config.directories.project '/print' ];
0020
0021
0022 cgmm_config.time_series.name = '_example';
0023 cgmm_config.time_series.file = [cgmm_config.directories.data '/example_series.csv'];
0024
0025
0026 cgmm_config.heuristic_estimation.simulation_runs = 1000;
0027
0028
0029 cgmm_config.cgmm.grid_min = -1000;
0030 cgmm_config.cgmm.grid_max = 1000;
0031 cgmm_config.cgmm.grid_res = 50;
0032
0033
0034 cgmm_config.monte_carlo.time_steps = [0.2 8 40];
0035 cgmm_config.monte_carlo.simulation_runs = 100;
0036
0037
0038 cgmm_config.feature_test.M0 = 80;
0039 cgmm_config.feature_test.N = 3000;
0040
0041
0042 cgmm_config.extra_options.wasc = '';
0043 cgmm_config.extra_options.pcsv = '';
0044
0045
0046 cgmm_config.estimates.wasc = [ cgmm_config.directories.mat '/estimates_wasc' ...
0047 cgmm_config.time_series.name ...
0048 cgmm_config.extra_options.wasc '.mat'];
0049
0050 cgmm_config.estimates.pcsv = [ cgmm_config.directories.mat '/estimates_pcsv' ...
0051 cgmm_config.time_series.name ...
0052 cgmm_config.extra_options.pcsv '.mat'];
0053
0054 cgmm_config.estimates.pcsv1d = [ cgmm_config.directories.mat '/estimates_pcsv1d' ...
0055 cgmm_config.time_series.name ...
0056 cgmm_config.extra_options.pcsv '.mat'];
0057
0058 cgmm_config.estimates.pcsv_partial = [ cgmm_config.directories.mat '/estimates_pcsv_partial' ...
0059 cgmm_config.time_series.name ...
0060 cgmm_config.extra_options.pcsv '.mat'];
0061
0062
0063 cgmm_config.monte_carlo.wasc = [ cgmm_config.directories.mat '/mc_wasc' ...
0064 cgmm_config.time_series.name ...
0065 cgmm_config.extra_options.wasc '.mat'];
0066
0067 cgmm_config.monte_carlo.pcsv = [ cgmm_config.directories.mat '/mc_pcsv' ...
0068 cgmm_config.time_series.name ...
0069 cgmm_config.extra_options.pcsv '.mat'];
0070
0071 cgmm_config.monte_carlo.pcsv1d = [ cgmm_config.directories.mat '/mc_pcsv1d' ...
0072 cgmm_config.time_series.name ...
0073 cgmm_config.extra_options.pcsv '.mat'];
0074
0075 cgmm_config.monte_carlo.pcsv_partial = [ cgmm_config.directories.mat '/mc_pcsv_partial' ...
0076 cgmm_config.time_series.name ...
0077 cgmm_config.extra_options.pcsv '.mat'];
0078
0079 cgmm_config.monte_carlo.gbm = [ cgmm_config.directories.mat '/mc_gbm' ...
0080 cgmm_config.time_series.name ...
0081 cgmm_config.extra_options.pcsv '.mat'];
0082
0083
0084
0085 cgmm_config.feature_test_cmm = 1;
0086 estimator = 'cmm';
0087 if ~cgmm_config.feature_test_cmm
0088 estimator = 'cgmm';
0089 end
0090
0091
0092 feature_test_file_config = [ cgmm_config.time_series.name ...
0093 '_' estimator ...
0094 '_M0-' num2str(cgmm_config.feature_test.M0) ...
0095 '_N-' num2str(cgmm_config.feature_test.N) ];
0096
0097 cgmm_config.feature_test.wasc = [ cgmm_config.directories.mat '/featuretest_wasc' ...
0098 feature_test_file_config ...
0099 cgmm_config.extra_options.wasc '.mat'];
0100
0101 cgmm_config.feature_test.pcsv = [ cgmm_config.directories.mat '/featuretest_pcsv' ...
0102 feature_test_file_config ...
0103 cgmm_config.extra_options.pcsv '.mat'];
0104
0105 cgmm_config.feature_test.pcsv_partial = [ cgmm_config.directories.mat '/featuretest_pcsv_partial' ...
0106 feature_test_file_config ...
0107 cgmm_config.extra_options.pcsv '.mat'];
0108
0109 cgmm_config.feature_test.gbm = [ cgmm_config.directories.mat '/featuretest_gbm' ...
0110 feature_test_file_config '.mat'];
0111
0112
0113 cgmm_config.heur_mc.wasc = [ cgmm_config.directories.mat '/heur_mc_wasc' ...
0114 cgmm_config.time_series.name ...
0115 cgmm_config.extra_options.wasc '.mat'];
0116
0117 cgmm_config.heur_mc.pcsv = [ cgmm_config.directories.mat '/heur_mc_pcsv' ...
0118 cgmm_config.time_series.name ...
0119 cgmm_config.extra_options.pcsv '.mat'];
0120
0121
0122 cgmm_config.plots.device = '-dpng';
0123 cgmm_config.plots.mre.all = @(model) [ cgmm_config.directories.png '/mre_all_' model '.png' ];
0124 cgmm_config.plots.mre.individual = @(model) [ cgmm_config.directories.png '/mre_individual_' model '.png' ];
0125 cgmm_config.plots.feature_test = @(model) [ cgmm_config.directories.png '/feature_test_' estimator '_' model '.png' ];
0126 cgmm_config.plots.simulation = @(model) [ cgmm_config.directories.png '/sim_' model '.png' ];
0127 cgmm_config.plots.cf = @(model) [ cgmm_config.directories.png '/cf_' model '.png' ];