do_dmat12c
3 min readMay 17, 2018
function dmat = do_dmat12c (perf2dmat, a, v, Ter)
%% options
dm_a = a;
dm_v = v;
dm_Ter = Ter;
% always varying parameters
dm_pi = eye(12);
dm_g = eye(12);
dm_z = eye(12);
% always fixed parameters
dm_eta = ones(12,1);
dm_sz = ones(12,1);
dm_st = ones(12,1);
dmat_optionFit = multiestv4 ;
dmat_optionFit.DesignMatrix = {dm_a, dm_Ter, dm_eta, dm_z, dm_sz, dm_st,...
dm_v, dm_pi, dm_g};
dmat_optionFit.EstimationMethodScalar = 5;
dmat_optionFit.MaxIter = 5000;
dmat_optionFit.OutlierTreatment = 'Mixed Model'; %'EWMA';
dmat_optionFit.NoFitting = 0;
dmat_optionFit.SpecificBias = 1/2*ones(12,1);
%% estimation
dmat.output = multiestv4 (perf2dmat, dmat_optionFit) ;
%% parametres estimés (dm) et leur Std error (se)
dmat.dm_a_1 = dmat.output.Minimum(1,1);
dmat.dm_a_2 = dmat.output.Minimum(2,1);
dmat.dm_a_3 = dmat.output.Minimum(3,1);
dmat.dm_a_4 = dmat.output.Minimum(4,1);
dmat.dm_a_5 = dmat.output.Minimum(5,1);
dmat.dm_a_6 = dmat.output.Minimum(6,1);
dmat.dm_a_7 = dmat.output.Minimum(7,1);
dmat.dm_a_8 = dmat.output.Minimum(8,1);
dmat.dm_a_9 = dmat.output.Minimum(9,1);
dmat.dm_a_10 = dmat.output.Minimum(10,1);
dmat.dm_a_11 = dmat.output.Minimum(11,1);
dmat.dm_a_12 = dmat.output.Minimum(12,1);
dmat.se_a_1 = dmat.output.StdErr(1,1);
dmat.se_a_2 = dmat.output.StdErr(2,1);
dmat.se_a_3 = dmat.output.StdErr(3,1);
dmat.se_a_4 = dmat.output.StdErr(4,1);
dmat.se_a_5 = dmat.output.StdErr(5,1);
dmat.se_a_6 = dmat.output.StdErr(6,1);
dmat.se_a_7 = dmat.output.StdErr(7,1);
dmat.se_a_8 = dmat.output.StdErr(8,1);
dmat.se_a_9 = dmat.output.StdErr(9,1);
dmat.se_a_10 = dmat.output.StdErr(10,1);
dmat.se_a_11 = dmat.output.StdErr(11,1);
dmat.se_a_12 = dmat.output.StdErr(12,1);
dmat.dm_Ter_1 = dmat.output.Minimum(1,2);
dmat.dm_Ter_2 = dmat.output.Minimum(2,2);
dmat.dm_Ter_3 = dmat.output.Minimum(3,2);
dmat.dm_Ter_4 = dmat.output.Minimum(4,2);
dmat.dm_Ter_5 = dmat.output.Minimum(5,2);
dmat.dm_Ter_6 = dmat.output.Minimum(6,2);
dmat.dm_Ter_7 = dmat.output.Minimum(7,2);
dmat.dm_Ter_8 = dmat.output.Minimum(8,2);
dmat.dm_Ter_9 = dmat.output.Minimum(9,2);
dmat.dm_Ter_10 = dmat.output.Minimum(10,2);
dmat.dm_Ter_11 = dmat.output.Minimum(11,2);
dmat.dm_Ter_12 = dmat.output.Minimum(12,2);
dmat.se_Ter_1 = dmat.output.StdErr(1,2);
dmat.se_Ter_2 = dmat.output.StdErr(2,2);
dmat.se_Ter_3 = dmat.output.StdErr(3,2);
dmat.se_Ter_4 = dmat.output.StdErr(4,2);
dmat.se_Ter_5 = dmat.output.StdErr(5,2);
dmat.se_Ter_6 = dmat.output.StdErr(6,2);
dmat.se_Ter_7 = dmat.output.StdErr(7,2);
dmat.se_Ter_8 = dmat.output.StdErr(8,2);
dmat.se_Ter_9 = dmat.output.StdErr(9,2);
dmat.se_Ter_10 = dmat.output.StdErr(10,2);
dmat.se_Ter_11 = dmat.output.StdErr(11,2);
dmat.se_Ter_12 = dmat.output.StdErr(12,2);
dmat.dm_eta_1 = dmat.output.Minimum(1,3);
dmat.dm_eta_2 = dmat.output.Minimum(2,3);
dmat.dm_eta_3 = dmat.output.Minimum(3,3);
dmat.dm_eta_4 = dmat.output.Minimum(4,3);
dmat.dm_eta_5 = dmat.output.Minimum(5,3);
dmat.dm_eta_6 = dmat.output.Minimum(6,3);
dmat.dm_eta_7 = dmat.output.Minimum(7,3);
dmat.dm_eta_8 = dmat.output.Minimum(8,3);
dmat.dm_eta_9 = dmat.output.Minimum(9,3);
dmat.dm_eta_10 = dmat.output.Minimum(10,3);
dmat.dm_eta_11 = dmat.output.Minimum(11,3);
dmat.dm_eta_12 = dmat.output.Minimum(12,3);
dmat.se_eta_1 = dmat.output.StdErr(1,3);
dmat.se_eta_2 = dmat.output.StdErr(2,3);
dmat.se_eta_3 = dmat.output.StdErr(3,3);
dmat.se_eta_4 = dmat.output.StdErr(4,3);
dmat.se_eta_5 = dmat.output.StdErr(5,3);
dmat.se_eta_6 = dmat.output.StdErr(6,3);
dmat.se_eta_7 = dmat.output.StdErr(7,3);
dmat.se_eta_8 = dmat.output.StdErr(8,3);
dmat.se_eta_9 = dmat.output.StdErr(9,3);
dmat.se_eta_10 = dmat.output.StdErr(10,3);
dmat.se_eta_11 = dmat.output.StdErr(11,3);
dmat.se_eta_12 = dmat.output.StdErr(12,3);
dmat.dm_z_1 = dmat.output.Minimum(1,4);
dmat.dm_z_2 = dmat.output.Minimum(2,4);
dmat.dm_z_3 = dmat.output.Minimum(3,4);
dmat.dm_z_4 = dmat.output.Minimum(4,4);
dmat.dm_z_5 = dmat.output.Minimum(5,4);
dmat.dm_z_6 = dmat.output.Minimum(6,4);
dmat.dm_z_7 = dmat.output.Minimum(7,4);
dmat.dm_z_8 = dmat.output.Minimum(8,4);
dmat.dm_z_9 = dmat.output.Minimum(9,4);
dmat.dm_z_10 = dmat.output.Minimum(10,4);
dmat.dm_z_11 = dmat.output.Minimum(11,4);
dmat.dm_z_12 = dmat.output.Minimum(12,4);
dmat.se_z_1 = dmat.output.StdErr(1,4);
dmat.se_z_2 = dmat.output.StdErr(2,4);
dmat.se_z_3 = dmat.output.StdErr(3,4);
dmat.se_z_4 = dmat.output.StdErr(4,4);
dmat.se_z_5 = dmat.output.StdErr(5,4);
dmat.se_z_6 = dmat.output.StdErr(6,4);
dmat.se_z_7 = dmat.output.StdErr(7,4);
dmat.se_z_8 = dmat.output.StdErr(8,4);
dmat.se_z_9 = dmat.output.StdErr(9,4);
dmat.se_z_10 = dmat.output.StdErr(10,4);
dmat.se_z_11 = dmat.output.StdErr(11,4);
dmat.se_z_12 = dmat.output.StdErr(12,4);
dmat.dm_sz_1 = dmat.output.Minimum(1,5);
dmat.dm_sz_2 = dmat.output.Minimum(2,5);
dmat.dm_sz_3 = dmat.output.Minimum(3,5);
dmat.dm_sz_4 = dmat.output.Minimum(4,5);
dmat.dm_sz_5 = dmat.output.Minimum(5,5);
dmat.dm_sz_6 = dmat.output.Minimum(6,5);
dmat.dm_sz_7 = dmat.output.Minimum(7,5);
dmat.dm_sz_8 = dmat.output.Minimum(8,5);
dmat.dm_sz_9 = dmat.output.Minimum(9,5);
dmat.dm_sz_10 = dmat.output.Minimum(10,5);
dmat.dm_sz_11 = dmat.output.Minimum(11,5);
dmat.dm_sz_12 = dmat.output.Minimum(12,5);
dmat.se_sz_1 = dmat.output.StdErr(1,5);
dmat.se_sz_2 = dmat.output.StdErr(2,5);
dmat.se_sz_3 = dmat.output.StdErr(3,5);
dmat.se_sz_4 = dmat.output.StdErr(4,5);
dmat.se_sz_5 = dmat.output.StdErr(5,5);
dmat.se_sz_6 = dmat.output.StdErr(6,5);
dmat.se_sz_7 = dmat.output.StdErr(7,5);
dmat.se_sz_8 = dmat.output.StdErr(8,5);
dmat.se_sz_9 = dmat.output.StdErr(9,5);
dmat.se_sz_10 = dmat.output.StdErr(10,5);
dmat.se_sz_11 = dmat.output.StdErr(11,5);
dmat.se_sz_12 = dmat.output.StdErr(12,5);
dmat.dm_st_1 = dmat.output.Minimum(1,6);
dmat.dm_st_2 = dmat.output.Minimum(2,6);
dmat.dm_st_3 = dmat.output.Minimum(3,6);
dmat.dm_st_4 = dmat.output.Minimum(4,6);
dmat.dm_st_5 = dmat.output.Minimum(5,6);
dmat.dm_st_6 = dmat.output.Minimum(6,6);
dmat.dm_st_7 = dmat.output.Minimum(7,6);
dmat.dm_st_8 = dmat.output.Minimum(8,6);
dmat.dm_st_9 = dmat.output.Minimum(9,6);
dmat.dm_st_10 = dmat.output.Minimum(10,6);
dmat.dm_st_11 = dmat.output.Minimum(11,6);
dmat.dm_st_12 = dmat.output.Minimum(12,6);
dmat.se_st_1 = dmat.output.StdErr(1,6);
dmat.se_st_2 = dmat.output.StdErr(2,6);
dmat.se_st_3 = dmat.output.StdErr(3,6);
dmat.se_st_4 = dmat.output.StdErr(4,6);
dmat.se_st_5 = dmat.output.StdErr(5,6);
dmat.se_st_6 = dmat.output.StdErr(6,6);
dmat.se_st_7 = dmat.output.StdErr(7,6);
dmat.se_st_8 = dmat.output.StdErr(8,6);
dmat.se_st_9 = dmat.output.StdErr(9,6);
dmat.se_st_10 = dmat.output.StdErr(10,6);
dmat.se_st_11 = dmat.output.StdErr(11,6);
dmat.se_st_12 = dmat.output.StdErr(12,6);
dmat.dm_v_1 = dmat.output.Minimum(1,7);
dmat.dm_v_2 = dmat.output.Minimum(2,7);
dmat.dm_v_3 = dmat.output.Minimum(3,7);
dmat.dm_v_4 = dmat.output.Minimum(4,7);
dmat.dm_v_5 = dmat.output.Minimum(5,7);
dmat.dm_v_6 = dmat.output.Minimum(6,7);
dmat.dm_v_7 = dmat.output.Minimum(7,7);
dmat.dm_v_8 = dmat.output.Minimum(8,7);
dmat.dm_v_9 = dmat.output.Minimum(9,7);
dmat.dm_v_10 = dmat.output.Minimum(10,7);
dmat.dm_v_11 = dmat.output.Minimum(11,7);
dmat.dm_v_12 = dmat.output.Minimum(12,7);
dmat.se_v_1 = dmat.output.StdErr(1,7);
dmat.se_v_2 = dmat.output.StdErr(2,7);
dmat.se_v_3 = dmat.output.StdErr(3,7);
dmat.se_v_4 = dmat.output.StdErr(4,7);
dmat.se_v_5 = dmat.output.StdErr(5,7);
dmat.se_v_6 = dmat.output.StdErr(6,7);
dmat.se_v_7 = dmat.output.StdErr(7,7);
dmat.se_v_8 = dmat.output.StdErr(8,7);
dmat.se_v_9 = dmat.output.StdErr(9,7);
dmat.se_v_10 = dmat.output.StdErr(10,7);
dmat.se_v_11 = dmat.output.StdErr(11,7);
dmat.se_v_12 = dmat.output.StdErr(12,7);
dmat.dm_pi_1 = dmat.output.Minimum(1,8);
dmat.dm_pi_2 = dmat.output.Minimum(2,8);
dmat.dm_pi_3 = dmat.output.Minimum(3,8);
dmat.dm_pi_4 = dmat.output.Minimum(4,8);
dmat.dm_pi_5 = dmat.output.Minimum(5,8);
dmat.dm_pi_6 = dmat.output.Minimum(6,8);
dmat.dm_pi_7 = dmat.output.Minimum(7,8);
dmat.dm_pi_8 = dmat.output.Minimum(8,8);
dmat.dm_pi_9 = dmat.output.Minimum(9,8);
dmat.dm_pi_10 = dmat.output.Minimum(10,8);
dmat.dm_pi_11 = dmat.output.Minimum(11,8);
dmat.dm_pi_12 = dmat.output.Minimum(12,8);
dmat.se_pi_1 = dmat.output.StdErr(1,8);
dmat.se_pi_2 = dmat.output.StdErr(2,8);
dmat.se_pi_3 = dmat.output.StdErr(3,8);
dmat.se_pi_4 = dmat.output.StdErr(4,8);
dmat.se_pi_5 = dmat.output.StdErr(5,8);
dmat.se_pi_6 = dmat.output.StdErr(6,8);
dmat.se_pi_7 = dmat.output.StdErr(7,8);
dmat.se_pi_8 = dmat.output.StdErr(8,8);
dmat.se_pi_9 = dmat.output.StdErr(9,8);
dmat.se_pi_10 = dmat.output.StdErr(10,8);
dmat.se_pi_11 = dmat.output.StdErr(11,8);
dmat.se_pi_12 = dmat.output.StdErr(12,8);
dmat.dm_g_1 = dmat.output.Minimum(1,9);
dmat.dm_g_2 = dmat.output.Minimum(2,9);
dmat.dm_g_3 = dmat.output.Minimum(3,9);
dmat.dm_g_4 = dmat.output.Minimum(4,9);
dmat.dm_g_5 = dmat.output.Minimum(5,9);
dmat.dm_g_6 = dmat.output.Minimum(6,9);
dmat.dm_g_7 = dmat.output.Minimum(7,9);
dmat.dm_g_8 = dmat.output.Minimum(8,9);
dmat.dm_g_9 = dmat.output.Minimum(9,9);
dmat.dm_g_10 = dmat.output.Minimum(10,9);
dmat.dm_g_11 = dmat.output.Minimum(11,9);
dmat.dm_g_12 = dmat.output.Minimum(12,9);
dmat.se_g_1 = dmat.output.StdErr(1,9);
dmat.se_g_2 = dmat.output.StdErr(2,9);
dmat.se_g_3 = dmat.output.StdErr(3,9);
dmat.se_g_4 = dmat.output.StdErr(4,9);
dmat.se_g_5 = dmat.output.StdErr(5,9);
dmat.se_g_6 = dmat.output.StdErr(6,9);
dmat.se_g_7 = dmat.output.StdErr(7,9);
dmat.se_g_8 = dmat.output.StdErr(8,9);
dmat.se_g_9 = dmat.output.StdErr(9,9);
dmat.se_g_10 = dmat.output.StdErr(10,9);
dmat.se_g_11 = dmat.output.StdErr(11,9);
dmat.se_g_12 = dmat.output.StdErr(12,9);
% Fitinfo
dmat.FitInfo =dmat.output.FitInfo;
dmat.BIC = dmat.output.FitInfo.BIC;
dmat.chi = dmat.output.FitInfo.ChiSquare;
dmat.Hessian =dmat.output.Hessian;
