>> test_int_margin_test
16-Jan-2012 15:31:32

TEST_INT_MARGIN_TEST
  MATLAB version
  Test the TEST_INT_MARGIN library.

TEST_INT_MARGIN_TEST01:
  Plot the functions.
  MARGIN value = 1.000000

  Created plotfile "p01_plot.png".
  Created plotfile "p02_plot.png".
  Created plotfile "p03_plot.png".
  Created plotfile "p04_plot.png".
  Created plotfile "p05_plot.png".

TEST_INT_MARGIN_TEST02:
  Use simple sampling to estimate the integral of f(x)
  over the region where margin <= f(x).

  (Input quantity SAMPLE_NUM not supplied, using default.)

  (Input quantity MARGIN not supplied, using default.)

  Number of sample points = 1000
  MARGIN value = 1.000000

  Problem           Q   Q(MARGIN)  Prob(MARGIN)

        1         1.1         1.1           1
        2      0.6605       0.214       0.107
        3    0.183861    0.143596       0.086
        4    0.603513    0.599932       0.415
        5     1.18745    0.921682       0.632

TEST_INT_MARGIN_TEST03:
  F represents a function F(X),
  W represents a weight whose integral over [A,B] should be 1.
  M represents the characteristic function for (X | MARGIN <= F(X)).

  Consider the following four weight functions:
  W0(x) = 1;
  W1(x) = gaussian ( mean = 1/6, sigma = 0.20
  W2(x) = gaussian ( mean = 3/6, sigma = 0.20
  W3(x) = gaussian ( mean = 5/6, sigma = 0.20

  Use sampling to estimate the following integrals:
  Q(W), Q(F), Q(WM), Q(FWM).

  (Input quantity SAMPLE_NUM not supplied, using default.)

  (Input quantity MARGIN not supplied, using default.)

  SAMPLE_NUM = 1000
  MARGIN = 1.000000

  P# W#          Q(W)         Q(WF)         Q(WM)        Q(WFM)

  P1
     W0             1           1.1             1           1.1
     W1      0.990059       1.08907      0.990059       1.08907
     W2      0.992417       1.09166      0.992417       1.09166
     W3        1.0343       1.13773        1.0343       1.13773

  P2
     W0             1         0.653         0.102         0.204
     W1       1.02893      0.516149    0.00112432    0.00224863
     W2      0.948243       0.71614      0.161345      0.322691
     W3       1.00787      0.723329      0.146261      0.292523

  P3
     W0             1      0.175689         0.086      0.136428
     W1      0.965607      0.468532      0.230023      0.365208
     W2        1.0293       0.10714     0.0519958     0.0822604
     W3       1.00229   0.000170207    6.8735e-05   0.000106032

  P4
     W0             1      0.623737         0.428      0.610715
     W1      0.929034      0.650244      0.442731          0.54
     W2      0.989277     -0.111902      0.138756      0.201305
     W3       1.07101       1.34267      0.754905       1.18612

  P5
     W0             1       1.19124         0.636       0.93033
     W1       1.04146       0.86283       0.29575       0.34475
     W2      0.977396       1.17442      0.679121      0.917215
     W3      0.994656       1.55963       0.96615       1.53435

TEST_INT_MARGIN_TEST
  Normal end of execution.

16-Jan-2012 15:31:33
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