📄 example_synth.m
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% Example analysis on the synthetical data sets described in Gautama and% Van Hulle (2004).clear allar_order = 1; % order of AR-model used for correctionalpha = .05; % Statistical threshold (uncorrected level)batch_mode = 2;switch (batch_mode) case 1 gamma_act = 1; n_act = 500; add_ac = 0; ar_order = 1; sx = 40; sy = 50; case 2 gamma_act = 1; n_act = 500; add_ac = .3; ar_order = 1; sx = 40; sy = 50; case 3 gamma_act = 0; n_act = 500; add_ac = .3; ar_order = 1; sx = 40; sy = 50;end %%%%%%%%%%%%%%%%% % Generate Data % %%%%%%%%%%%%%%%%%[XX C INDact X] = generate_synth (gamma_act, n_act, add_ac, ar_order, sx, sy);R = [1 0 0; 0 1 0];[st sx sy] = size(XX);df1 = size(R,1);df2 = st-size(R,2);f_thres = finv(1-alpha,df1, df2); % Threshold for uncorrected F-testing %%%%%%%%%% % F-test % %%%%%%%%%%[Funbr,Fols,Cunbr,Cunb] = analyse_f (XX, X, R, ar_order); %%%%%%%%%%%%%%%%%% % The Art Corner % %%%%%%%%%%%%%%%%%%m1 = max(max(max(cat(3,C(:,:,2),Cunb(:,:,2),Cunbr(:,:,2)))));subplot (2,3,1)pcolor (C(:,:,2))shading flataxis imagecaxis ([0 m1]);title ('Desired AC(1)');subplot (2,3,2)pcolor (Cunb(:,:,2))shading flataxis imagecaxis ([0 m1]);title ('Unb AC(1)');subplot (2,3,3)pcolor (Cunbr(:,:,2))shading flataxis imagecaxis ([0 m1]);title ('UnbR AC(1)');subplot (2,3,4)pcolor (Fols)shading flataxis imagetitle ('F OLS');caxis ([0 f_thres]);colorbarsubplot (2,3,6)pcolor (Funbr)shading flataxis imagetitle ('F UnbR');caxis ([0 f_thres]);colorbar %%%%%%%%%%%%%% % Evaluation % %%%%%%%%%%%%%%INDnact = (1:(sx*sy))';INDnact(INDact) = [];% MSE-ACmse_ac_unbr = mean(mean((C(:,:,2)-Cunbr(:,:,2)).^2));mse_ac_unb = mean(mean((C(:,:,2)-Cunb(:,:,2)).^2));% MSE-FFdes = finv((1:length(INDnact))'./(length(INDnact)+1), df1, df2);mse_f_unbr = mean((Fdes(:)-sort(Funbr(INDnact))).^2);mse_f_ols = mean((Fdes(:)-sort(Fols(INDnact))).^2);% False positivesfp_unbr = mean(Funbr(INDnact)>f_thres);fp_ols = mean(Fols(INDnact)>f_thres);% True positivesif (~isempty(INDact)) tp_unbr = mean(Funbr(INDact)>f_thres); tp_ols = mean(Fols(INDact)>f_thres);else tp_unbr = NaN; tp_ols = NaN;end% Evaluation measures, see paperfprintf ('\n*** Evaluation ***\n\n');fprintf ('MSE-AC\t%.4f(Unb)\t%.4f(UnbR)\n', mse_ac_unb, mse_ac_unbr);fprintf ('MSE-F\t%.4f(OLS)\t%.4f(UnbR)\n', mse_f_ols, mse_f_unbr);fprintf ('FP\t%.4f(OLS)\t%.4f(UnbR)\n', fp_ols, fp_unbr);fprintf ('TP\t%.4f(OLS)\t%.4f(UnbR)\n', tp_ols, tp_unbr);% Unb unbiased AC estimate% UnbR unbiased, regularised AC estimate% OLS ordinary least-squares regression: uncorrected
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