bayesian information criterion

Question

Hjh 2012-3-18

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/32626-bayesian-information-criterion

Hi guys, I am trying to figure out how to combine the input and output data into the ARX model and then apply it into the BIC (Bayesian Information Criterion) formula. Below is the code that I am currently working on:

for i=1:30; %%Set Model Order
    data=iddata(output,input,1);
    model = arx(data,[8 9 i]);
    yp = predict(model,data);
    ye = regress(data,yp{1,1}(1:4018,1));
    M(i) = var(yp);
    BIC(i)=(N+i*(log(N)-1))/(N-i)*log(M(i));
  end

But it does not work. It keep on giving me an error something like below:

"The syntax "Data{...}" is not supported. Use the "getexp" command to
extract individual experiments from an IDDATA object."

I did not understand what does that mean. Can someone explain it to me and where do I do wrong on my piece of code?

Thanks in advance.

Jah.

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Hjh 2012-3-20

I already run this code with my data. But there is still an error. Do you know where my mistakes is?

Oleg Komarov 2012-3-20

Yes YOU did, but what about us? Do you think we can imagine your data? Sometimes it is possible, but in this case I think it would help if you gave us some sample data.

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