How to find out the options set for armax?
2 views (last 30 days)
Show older comments
When using the armax() function, one can set several options such as 'initialcondition', 'focus', 'searchmethod', etc. If an option is not specified, then the algorithm resorts to the default setting. Regarding the 'searchmethod', the default is set to 'auto' which is explained in the description as:
"A choice among the above is made in the algorithm. The descent direction is calculated using gn, gna, lm and grad successively, in that order, at each iteration until a sufficient reduction in error is achieved."
After running the algorithm on 'auto', I would like to know which of the methods was used to yield the selected model coefficients. Running the algorithm with each option explicitly selected does not yield the same results obtained using 'auto'. There are further options under 'searchoption' pertaining to each 'searchmethod' specifically. However when using 'auto' and then attempting to access the 'searchoption' structure is not possible (invalid propertu name 'SearchOption').
The question is how can I find out what configuration was chosen by the algorithm when running 'auto'? Thank you.
0 Comments
Answers (1)
Rajiv Singh
on 2 May 2013
In "auto" search mode, the descent direction can change (among gn, grad, lm and gna) in every iteration. It is not like a fixed choice is made in the beginning and used throughout.
The SearchOption option should always be accessible regardless of the choice of SearchMethod. Can you post an example that reproduces the error?
0 Comments
See Also
Categories
Find more on Conditional Mean Models in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!