dpuelz/BABProject — pull request #11 by mathsoul (2014-12-31 16:03:44+00:00)
Title: Several Changes

1. I added indicators for all parameters. 1 means on 0 means off. For
example, Ia = 1 means that a is not set to true value while Ic = 0
means that it is set to true value. In this way, we don’t need to
comment out the levels we don’t want to have.

2. I add the code that automatically generates a pdf containing a set
of figures in the folder figures. I would like to use an example to
elaborate the name of the file.

figures_N10_M3_T1040beta_1_lambda0_alpha1_a1_b1_sigmabeta21_c0_d0_sigmal
ambda20_exp(lambda) 0.05 sigmabeta2 0.25 sigmalambda2 0.05.pdf

This means that N=10 M=3 T=1040 lambda, c, d, signalambdas(they are 0)
are set to true value while the others are not.

3. I add the measure absolute percentage error(betaAbsPerErr and
lambdaAbsPerErr) to the code that measure the difference between
estimated lambda and beta and true values.

4. I add sensitivity analysis in Testdata.R. Sensitivity analysis shows that how different noise ratios change the results. Because the stationary level for lambda is c/(1-d), I use different c to achieve different noise ratios.

Best,
Long