evalfix.m

老外写的小波变换的工具箱

% EvalFix -- Performance of minimax shrinkage for varying sparsity
% parameters C and eps
if ~exist('NProb'),
   NProb = input('Size of Problem');
end
if ~exist('M'),
   M = input('Number of Repetitions');
end
disp('in EvalFix ...')
disp(sprintf('doing %g Monte Carlo repetitions at N=%g',M,N))
disp('this could take a while ...')
FixRecords =  zeros( M*13*3 , 3);
MedFix =  zeros( 13*3, 3);
v = zeros(1,M); rcount = 1; scount = 1;
for C = [3 5 7],
   for eps = [.005 .01 .02 .04 .06 .08 .10 .12 .14 .16 .18 .20 .25],
      x = zeros(1,NProb);
      k = floor(eps*NProb);
      x(1:k) = zeros(1,k)+C;
      for m=1:M,
         y = x + WhiteNoise(x);
         xhat = MinMaxThresh(y);
         loss = rms(xhat-x);  % root mean square!
         v(m) = loss;
         FixRecords(rcount,:) = [C eps loss];  rcount = rcount +1;
		 if rem(rcount,10)==0, fprintf('.'), end 
       end
       MedFix(scount,:) = [C eps rms(v)]; scount = scount +1;
    end
end
plot(FixRecords(:,2),FixRecords(:,3).^2,'.')
title(' (b) Fixed Threshold')
xlabel('Epsilon')
ylabel('MSE')
    
    
 
 
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