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README.md

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MHRD code: './TF_analysis/MultiCurveExt.m'

  • There are two functions in it, CurveMultiExt_init_3curves and CurveMultiExt_init_2curves.
  • They are written in C, and need to be compiled using mex to generate .mexw64 files beforehand.

Numerical simulation code

  • SingleCurveExttest.m, FullyAdaptiveRD_Marcelo.m, RRP_RDtest.m and MultiCurveExttest.m: Generate extracted curves and rmse of Single-RD, FM-RD, RRP-RD and MHRD
  • compare.m: load the generated rmse and show the statistical result