evalrigor.m

老外写的小波变换的工具箱

% EvalRigor -- Performance of Hybrid(+) 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 EvalRigor ...')
disp(sprintf('doing %g Monte Carlo repetitions at N=%g',M,N))
disp('this could take a while ...')
PlusRecords = zeros( M*13*3 , 3);
MedPlus = 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 = RigorThresh(y);
         loss = rms(xhat-x); % root mean square!
         v(m) = loss;
         PlusRecords(rcount,:) =  [C eps loss]; rcount = rcount +1;
		 if rem(rcount,10)==0, fprintf('.'), end 
       end
       MedPlus(scount,:) =  [C eps rms(v)]; scount = scount +1;
    end
end
plot(PlusRecords(:,2),PlusRecords(:,3).^2,'*')
hold
title('(c) Hybrid(+) Thresholds')
xlabel('Epsilon')
ylabel('MSE')
hold off
%prtsc
     
    
    
 
 
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