


DECODE_PCSV_PARAM Decodes PCSV parameters from vector theta using decode.
[mu, A, lambda_0, kappa, theta_param, sigma, rho] ...
= decode_pcsv_param(theta, decode) decodes the PCSV model parameters
encoded in the vector theta. The function decode is expected to be
the function returned by encode_pcsv_param. Since a PCSV model may
contain NON-quadratic orthogonal matrices as parameters, the function
decode may have an individual state.
INPUT theta: flat parameter vector to be decoded
decode: decoder function returned by encode_pcsv_param
See also ENCODE_PCSV_PARAM
created by Benedikt Rudolph
DATE: 16-Aug-2012

0001 function [mu, A, lambda_0, kappa, theta_param, sigma, rho] ... 0002 = decode_pcsv_param(theta, decode) 0003 %DECODE_PCSV_PARAM Decodes PCSV parameters from vector theta using decode. 0004 % 0005 % [mu, A, lambda_0, kappa, theta_param, sigma, rho] ... 0006 % = decode_pcsv_param(theta, decode) decodes the PCSV model parameters 0007 % encoded in the vector theta. The function decode is expected to be 0008 % the function returned by encode_pcsv_param. Since a PCSV model may 0009 % contain NON-quadratic orthogonal matrices as parameters, the function 0010 % decode may have an individual state. 0011 % 0012 % INPUT theta: flat parameter vector to be decoded 0013 % decode: decoder function returned by encode_pcsv_param 0014 % 0015 % See also ENCODE_PCSV_PARAM 0016 % 0017 % created by Benedikt Rudolph 0018 % DATE: 16-Aug-2012 0019 0020 p = decode(theta); 0021 mu = p(1).value; 0022 A = p(2).value; 0023 lambda_0 = p(3).value; 0024 kappa = p(4).value; 0025 theta_param = p(5).value; 0026 sigma = p(6).value; 0027 rho = p(7).value; 0028 end