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sigCov variations #17

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@jsnelgro
  • 1/10
Pearson correlation between best Bayes-NN Distance and Wishartiness: 0.86406
Spearman correlation between best Bayes-NN Distance and Wishartiness: 0.69048
Kendall correlation between best Bayes-NN Distance and Wishartiness: 0.57143
  • 1/100
Pearson correlation between best Bayes-NN Distance and Wishartiness: 0.69962
Spearman correlation between best Bayes-NN Distance and Wishartiness: 0.59524
Kendall correlation between best Bayes-NN Distance and Wishartiness: 0.28571
  • 1/175 (errored)
cur t:1     out of    100
Error using eig
Input to EIG must not contain NaN or Inf.

Error in covMatDist (line 6)
d = eig(A,B);

Error in bestNNVars (line 12)
    curErr = covMatDist(curSig,bayesSig);

Error in runBNNComps (line 50)
              [bestInd bestBDist bestSig] = nnCompFun(Ys,Zs,sigSig, reshape(bayesSigs{i,j}(:,:,t),[N N]));

Error in runFullSims (line 166)
[bestBDists nnBestBSigs bestTDists nnBestTSigs bestInds] = runBNNComps(dirName,T,bayesSigs,trueSigs, ...
  • 1/300
Pearson correlation between best Bayes-NN Distance and Wishartiness: 0.54615
Spearman correlation between best Bayes-NN Distance and Wishartiness: 0.80952
Kendall correlation between best Bayes-NN Distance and Wishartiness: 0.64286

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