| clc | | clear | | %Number of Trials (10000). | | m=1;M=zeros(3,5);MSE=zeros(3,5);MAE=zeros(3,5);MRE=zeros(3,5); | | for j=1:m | | %Size of sample, theta's, alpha's and beta's Values, you can change them. | | P=[10 1 3 2]; %[n T A B] | | n=P(1); %Size of sample | | T=P(2); %theta | | A=P(3); %alpha | | B=P(4); %beta | | for i=1:n | | | end | | x=round(x',4); | | z=sort(x); | | syms T A B | | %Initial | | y0=[P(2) P(3) P(4)]; | | %MLE | | S1=0;S2=0;S3=0; | | for i=1:n | | S1=S1+x(i)/n; | | S2=S2+log((x(i))); | | S3=S3+x(i)^2/n; | | end | | ; | | F=@(y) double(LL(y(1),y(2),y(3))); | | [TAB,fval,exitflag1]=fminunc(F,y0); | | T_ML=TAB(1); | | A_ML=TAB(2); | | B_ML=TAB(3); | | %OLE. | | S=0; | | for i=1:n | | ; | | end | | S(T,A,B)=S; | | F=@(y) double(S(y(1),y(2),y(3))); | | [TAB,fval,exitflag2]=fminunc(F,y0); | | T_LS=TAB(1); | | A_LS=TAB(2); | | B_LS=TAB(3); | | %WLS. | | S=0; | | for i=1:n | | ; | | ; | | end | | S(T,A,B)=S; | | F=@(y) double(S(y(1),y(2),y(3))); | | [TAB,fval,exitflag3]=fminunc(F,y0); | | T_WLS=TAB(1); | | A_WLS=TAB(2); | | B_WLS=TAB(3); | | %MPS | | syms u | | ; | | ; | | S=0; | | y(1)=0;z(n+1)=inf; | | for i=1:n+1. | | y(i+1)=z(i); | | D(i)=CF(y(i+1))-CF(y(i)); | | if D(i)==0 | | S=S+log(pdf(y(i))); | | else | | S=S+log(D(i)); | | end | | end | | S(T,A,B)=-S/(n+1); | | F=@(y) double(S(y(1),y(2),y(3))); | | [TAB,fval,exitflag4]=fminunc(F,y0); | | T_MPS=TAB(1); | | A_MPS=TAB(2); | | B_MPS=TAB(3); | | %CVM | | S=0; | | for i=1:n | | ; | | end | | S(T,A,B)=S+1/(n); | | F=@(y) double(S(y(1),y(2),y(3))); | | [TAB,fval,exitflag5]=fminunc(F,y0); | | T_CVM=TAB(1); | | A_CVM=TAB(2); | | B_CVM=TAB(3); | | E=[P(2) T_ML T_LS T_WLS T_MPS T_CVM;P(3) A_ML A_LS A_WLS A_MPS A_CVM;P(4) B_ML B_LS B_WLS B_MPS B_CVM];%Real MLE,OLS,WLS,MPS,CVM. | | E_ML=(E(:,2)-E(:,1)); | | E_LS=(E(:,3)-E(:,1)); | | E_WLS=(E(:,4)-E(:,1)); | | E_MPS=(E(:,5)-E(:,1)); | | E_CVM=(E(:,6)-E(:,1)); | | %if max(abs(sum(E(:,2:6),2)/5-P(:,2:4)'))<sum(P(:,2:4)) | | (exitflag1+exitflag2+exitflag3+exitflag4+exitflag5) | | if (exitflag1+exitflag2+exitflag3+exitflag4+exitflag5)>=5 | | M=M+E(:,2:6) | | MSE=MSE+[E_ML E_LS E_WLS E_MPS E_CVM].^2 | | MAE=MAE+abs([E_ML E_LS E_WLS E_MPS E_CVM]) | | end | | end | | M=M/m; | | MSE=MSE/m; | | MAE=MAE/m; |
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