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Matlab/Octave scripts for generating coherence and avoiding sure loss constraints for lower previsions and for calculating downward corrections of incoherent lower previsions

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mcohconstraints

Matlab/Octave functions for generating coherence and avoiding sure loss constraints for lower previsions and for calculating downward corrections of incoherent lower previsions

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Usage The functions are documented in the m-files, and this documentation can be accessed from the Matlab/Octave console with help <function_name>.

They have been tested with Octave 3.4.3 and a little bit with Matlab R2012a (i.e., 7.14.0.739) on 64bit Linux.

Licensing CC BY-SA 3.0, see https://creativecommons.org/licenses/by-sa/3.0/

External code

Some functions call some non-standard supporting functions, i.e., you need cddmex and/or bensolve:

Also, some functions use Octave's GLPK interface for linear programming. These are not compatible with Matlab, but should be easy to convert to linprog if needed. Another option would be to use glpkmex (http://glpkmex.sourceforge.net/).

Notes about cddmex and bensolve:

  • cddmex comes with precompiled mexfiles linked to cddlib; when using it on a recent linux distribution, my advice is to install cddlib using your package manager and then compile the included c-file into a mexfile yourself. For me, it sufficed to type the following on the Matlab/Octave command prompt: mex -v cddmex.c -lcdd

  • bensolve's code contains Matlabisms that Octave chokes on; to get it running in Octave sufficiently for mcohconstraints, just replace all occurences of display( by disp( in bensolve.m.

References & citing

This code has been used for my research. This research has been presented at a conference:

Quaeghebeur, Erik. 2010. “Characterizing coherence, correcting incoherence” Accepted for ISIPTA '13.

Please cite this paper if you use any material in this repository.

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Matlab/Octave scripts for generating coherence and avoiding sure loss constraints for lower previsions and for calculating downward corrections of incoherent lower previsions

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