KoopmanESN/TrajTrans/DataGen/DataGenLib/HyperParamSearch.m

clear all
close all
clc
%%
alpha = ;
tf = 5000;
F = @(theta) gamcdf(tf, alpha, sqrt(theta)) - 0.997;
Options_fsolve  = optimset('TolX',1e-12','TolFun',1e-12,'MaxIter',1000,...
    'MaxFunEvals',10000,'FunValCheck ','on' ,'LargeScale','off',...
    'Algorithm','trust-region-dogleg','Display','iter',...
    'PrecondBandWidth',1,'UseParallel',true);
theta = fsolve(F, tf/(6*alpha), Options_fsolve);

%%
Sigma2 = alpha * theta;

Sigma2/tf