bayesian information criterion

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Hjh
Hjh el 18 de Mzo. de 2012
Hi guys, I am trying to figure out how to combine the input and output data into the ARX model and then apply it into the BIC (Bayesian Information Criterion) formula. Below is the code that I am currently working on:
for i=1:30; %%Set Model Order
data=iddata(output,input,1);
model = arx(data,[8 9 i]);
yp = predict(model,data);
ye = regress(data,yp{1,1}(1:4018,1));
M(i) = var(yp);
BIC(i)=(N+i*(log(N)-1))/(N-i)*log(M(i));
end
But it does not work. It keep on giving me an error something like below:
"The syntax "Data{...}" is not supported. Use the "getexp" command to
extract individual experiments from an IDDATA object."
I did not understand what does that mean. Can someone explain it to me and where do I do wrong on my piece of code?
Thanks in advance.
Jah.
  3 comentarios
Hjh
Hjh el 20 de Mzo. de 2012
I already run this code with my data. But there is still an error. Do you know where my mistakes is?
Oleg Komarov
Oleg Komarov el 20 de Mzo. de 2012
Yes YOU did, but what about us? Do you think we can imagine your data? Sometimes it is possible, but in this case I think it would help if you gave us some sample data.

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Respuestas (1)

Rajiv Singh
Rajiv Singh el 24 de Mzo. de 2012
What does class(yp) reveal? If it is iddata, you would need to use yp.y(1:4018) to retrieve the predicted response data used in regress command.

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