[Pkg-octave-commit] [octave-mvn] 01/02: Imported Upstream version 1.1.0
Rafael Laboissière
rlaboiss-guest at moszumanska.debian.org
Wed Sep 14 17:26:39 UTC 2016
This is an automated email from the git hooks/post-receive script.
rlaboiss-guest pushed a commit to branch master
in repository octave-mvn.
commit cd735665bf922374f1d9dd2ce9211b6e0d956a99
Author: Rafael Laboissiere <rafael at debian.org>
Date: Sat Aug 20 16:19:25 2016 -0300
Imported Upstream version 1.1.0
---
COPYING | 674 ++++++++++++++++++++++++++++++++++++
DESCRIPTION | 12 +
INDEX | 21 ++
NEWS | 3 +
README.txt | 27 ++
inst/mvn_bregmancentroid_geodesic.m | 55 +++
inst/mvn_bregmancentroid_kl_left.m | 59 ++++
inst/mvn_bregmancentroid_kl_right.m | 47 +++
inst/mvn_bregmancentroid_skl.m | 58 ++++
inst/mvn_div_bc.m | 36 ++
inst/mvn_div_js.m | 55 +++
inst/mvn_div_kl.m | 30 ++
inst/mvn_div_skl.m | 36 ++
inst/mvn_divmat.m | 56 +++
inst/mvn_entropy.m | 26 ++
inst/mvn_fn2class.m | 36 ++
inst/mvn_ismetric.m | 37 ++
inst/mvn_kmeans.m | 144 ++++++++
inst/mvn_knnclass.m | 56 +++
inst/mvn_new.m | 56 +++
inst/mvn_som_skl.m | 156 +++++++++
inst/mvn_test.m | 105 ++++++
inst/mvn_traceprod.m | 25 ++
inst/mvn_version.m | 25 ++
24 files changed, 1835 insertions(+)
diff --git a/COPYING b/COPYING
new file mode 100644
index 0000000..94a9ed0
--- /dev/null
+++ b/COPYING
@@ -0,0 +1,674 @@
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+to choose that version for the Program.
+
+ Later license versions may give you additional or different
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+author or copyright holder as a result of your choosing to follow a
+later version.
+
+ 15. Disclaimer of Warranty.
+
+ THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
+APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
+HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
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+IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF
+ALL NECESSARY SERVICING, REPAIR OR CORRECTION.
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+ 16. Limitation of Liability.
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+ IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
+WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
+THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY
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+USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
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+PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
+EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
+SUCH DAMAGES.
+
+ 17. Interpretation of Sections 15 and 16.
+
+ If the disclaimer of warranty and limitation of liability provided
+above cannot be given local legal effect according to their terms,
+reviewing courts shall apply local law that most closely approximates
+an absolute waiver of all civil liability in connection with the
+Program, unless a warranty or assumption of liability accompanies a
+copy of the Program in return for a fee.
+
+ END OF TERMS AND CONDITIONS
+
+ How to Apply These Terms to Your New Programs
+
+ If you develop a new program, and you want it to be of the greatest
+possible use to the public, the best way to achieve this is to make it
+free software which everyone can redistribute and change under these terms.
+
+ To do so, attach the following notices to the program. It is safest
+to attach them to the start of each source file to most effectively
+state the exclusion of warranty; and each file should have at least
+the "copyright" line and a pointer to where the full notice is found.
+
+ <one line to give the program's name and a brief idea of what it does.>
+ Copyright (C) <year> <name of author>
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+
+ You should have received a copy of the GNU General Public License
+ along with this program. If not, see <http://www.gnu.org/licenses/>.
+
+Also add information on how to contact you by electronic and paper mail.
+
+ If the program does terminal interaction, make it output a short
+notice like this when it starts in an interactive mode:
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+ <program> Copyright (C) <year> <name of author>
+ This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
+ This is free software, and you are welcome to redistribute it
+ under certain conditions; type `show c' for details.
+
+The hypothetical commands `show w' and `show c' should show the appropriate
+parts of the General Public License. Of course, your program's commands
+might be different; for a GUI interface, you would use an "about box".
+
+ You should also get your employer (if you work as a programmer) or school,
+if any, to sign a "copyright disclaimer" for the program, if necessary.
+For more information on this, and how to apply and follow the GNU GPL, see
+<http://www.gnu.org/licenses/>.
+
+ The GNU General Public License does not permit incorporating your program
+into proprietary programs. If your program is a subroutine library, you
+may consider it more useful to permit linking proprietary applications with
+the library. If this is what you want to do, use the GNU Lesser General
+Public License instead of this License. But first, please read
+<http://www.gnu.org/philosophy/why-not-lgpl.html>.
diff --git a/DESCRIPTION b/DESCRIPTION
new file mode 100644
index 0000000..7659bb9
--- /dev/null
+++ b/DESCRIPTION
@@ -0,0 +1,12 @@
+Name: mvn
+Version: 1.1.0
+Date: 2013-12-30
+Author: Dominik Schnitzer
+Maintainer: Nir Krakauer <nkrakauer at ccny.cuny.edu>
+Title: mvn
+Description: Multivariate normal distribution clustering and utility functions.
+Categories: Statistics
+Depends: octave (>= 3.6.0)
+Autoload: no
+License: GPLv3+
+Url: http://octave.sf.net
diff --git a/INDEX b/INDEX
new file mode 100644
index 0000000..fb0e384
--- /dev/null
+++ b/INDEX
@@ -0,0 +1,21 @@
+analysis >> Data analysis
+Multivariate normal distribution functions
+ mvn_bregmancentroid_geodesic
+ mvn_bregmancentroid_kl_left
+ mvn_bregmancentroid_kl_right
+ mvn_bregmancentroid_skl
+ mvn_div_bc
+ mvn_div_js
+ mvn_div_kl
+ mvn_div_skl
+ mvn_divmat
+ mvn_entropy
+ mvn_fn2class
+ mvn_ismetric
+ mvn_kmeans
+ mvn_knnclass
+ mvn_new
+ mvn_som_skl
+ mvn_test
+ mvn_traceprod
+ mvn_version
diff --git a/NEWS b/NEWS
new file mode 100644
index 0000000..1a0ab2a
--- /dev/null
+++ b/NEWS
@@ -0,0 +1,3 @@
+Summary of important user-visible changes for mvn 1.1.0:
+-------------------------------------------------------------------
+Changed documentation and internal try/catch syntax from version 1.0 (available at http://ofai.at/~dominik.schnitzer/mvn/ ) for Octave compatibility
diff --git a/README.txt b/README.txt
new file mode 100644
index 0000000..494b01a
--- /dev/null
+++ b/README.txt
@@ -0,0 +1,27 @@
+This is the Multivariate Normals (MVN) toolbox for Octave/Matlab.
+http://www.ofai.at/~dominik.schnitzer/mvn
+---
+
+
+The MVN toolbox provides functions to handle multivariate Gaussians in Matlab.
+
+It implements divergences for similarity computation:
+ - The Kullback-Leibler divergence
+ - The symmetrized Kullback-Leibler divergence
+ - A Jensen-Shannon approximation
+ - The Bhattacharyya coefficient
+ - and othe functions to work with these divergences.
+
+We also include a k-means clustering method for the multivariate Gaussians
+and a method to compute native Self-Organizing maps for multivatiate Gaussians
+and their divergences.
+
+The author uses the toolbox for Music Similarity estimation and experiments
+(as the features there are multivariate Gaussians), but its methods are of
+course not limited to that topic.
+
+
+
+
+August, 31th 2011
+Dominik Schnitzer <dominik.schnitzer at ofai.at>
diff --git a/inst/mvn_bregmancentroid_geodesic.m b/inst/mvn_bregmancentroid_geodesic.m
new file mode 100644
index 0000000..7d1a40a
--- /dev/null
+++ b/inst/mvn_bregmancentroid_geodesic.m
@@ -0,0 +1,55 @@
+function [c] = mvn_bregmancentroid_geodesic(d, c1, c2)
+%MVN_BREGMANCENTROID_GEODESIC Computes an arbitrary weighted KL centroid on the geodesic linking between two sided centroids c1 and c2.
+%
+% [c] = MVN_BREGMANCENTROID_GEODESIC(d, m1, m2) computes the KL centroid
+% for the given sided centroids m1 and m2 weighting m1 with d and m2
+% with (1-d).
+%
+% See: On the centroids of symmetrized bregman divergences, Nielsen, F.
+% and Nock, R., 2007.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ c.m = d*c1.m + (1-d)*c2.m;
+ c.cov = d*(c1.cov + c1.m*c1.m') + ...
+ (1-d)*(c2.cov + c2.m*c2.m') - ...
+ c.m*c.m';
+
+
+ c_chol = chol(c.cov);
+ c.logdet = 2*sum(log(diag(c_chol)));
+ c_ui = c_chol\eye(length(c.m));
+ c.icov = c_ui*c_ui';
+
+% Original version
+%
+% % compute gradient (gradF)
+% c1GF.m = c1.m;
+% c1GF.cov = -(c1.cov + c1.m*c1.m');
+% c2GF.m = c2.m;
+% c2GF.cov = -(c2.cov + c2.m*c2.m');
+%
+% % geodesic walk
+% gcGF.m = d*c1GF.m + (1-d)*c2GF.m;
+% gcGF.cov = d*c1GF.cov + (1-d)*c2GF.cov;
+%
+% % compute inverse gradient (gradF^-1)
+% c.m = gcGF.m;
+% c.cov = -(gcGF.cov + gcGF.m*gcGF.m');
+
+end
diff --git a/inst/mvn_bregmancentroid_kl_left.m b/inst/mvn_bregmancentroid_kl_left.m
new file mode 100644
index 0000000..8b1971e
--- /dev/null
+++ b/inst/mvn_bregmancentroid_kl_left.m
@@ -0,0 +1,59 @@
+function [c] = mvn_bregmancentroid_kl_left(models)
+%MVN_BREGMANCENTROID_KL_LEFT Compute the left sided Kullback-Leibler (KL) centroid given mvn models. (GRADIENT SPACE CENTER OF MASS)
+%
+% [c] = MVN_BREGMANCENTROID_KL_LEFT(models) computes the left sided KL
+% centroid for the given multivariate normals.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ c.m = 0 .* models(1).m;
+
+ % new means
+ len = length(models);
+ for i=1:len
+ c.m = c.m + 1/len .* models(i).m;
+ end
+
+ % new covariance
+
+% % original:
+% c.cov = c.m*c.m';
+% for i=1:len
+% c.cov = c.cov + 1/len .* (models(i).cov +...
+% models(i).m*models(i).m' - models(i).m*c.m' -...
+% c.m*models(i).m');
+
+ c.cov = -1 .* c.m*c.m';
+ for i=1:len
+ c.cov = c.cov + 1/len.*(models(i).cov + models(i).m*models(i).m');
+ end
+
+ % compute inverse covariance
+
+ % speedup for
+ %
+ % c.logdet = log(det(c.cov));
+ % c.icov = inv(c.cov);
+ %
+ % using Cholesky:
+
+ c_chol = chol(c.cov);
+ c.logdet = 2*sum(log(diag(c_chol)));
+ c_ui = c_chol\eye(length(c.m));
+ c.icov = c_ui*c_ui';
+end
diff --git a/inst/mvn_bregmancentroid_kl_right.m b/inst/mvn_bregmancentroid_kl_right.m
new file mode 100644
index 0000000..bfcc345
--- /dev/null
+++ b/inst/mvn_bregmancentroid_kl_right.m
@@ -0,0 +1,47 @@
+function [c] = mvn_bregmancentroid_kl_right(models)
+%MVN_BREGMANCENTROID_RIGHT Compute the right centroid given mvn models ("center of mass").
+%
+% [c] = MVN_BREGMANCENTROID_RIGHT(models) computes the right sided
+% centroid for the given multivariate normals.
+
+% (c) 2010, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ % compute the new mean in the natural parameter space
+ len = length(models);
+ c.m = 0 .* models(1).m;
+ for i=1:len
+ c.m = c.m + 1/len * (models(i).icov * models(i).m);
+ end
+
+ % compute the covariance in the natural parameter space
+ c.cov = [];
+ c.logdet = NaN;
+ c.icov = 0 .* models(1).cov;
+
+ for i=1:len
+ c.icov = c.icov + 1/len * models(i).icov;
+ end
+
+ % recover the the parameters of the multivariate gaussian distribution
+ % from the natual parameters
+ c.cov = inv(c.icov);
+ c.m = c.cov * c.m;
+
+ c_chol = chol(c.cov);
+ c.logdet = 2*sum(log(diag(c_chol)));
+end
diff --git a/inst/mvn_bregmancentroid_skl.m b/inst/mvn_bregmancentroid_skl.m
new file mode 100644
index 0000000..57e31d9
--- /dev/null
+++ b/inst/mvn_bregmancentroid_skl.m
@@ -0,0 +1,58 @@
+function [c] = mvn_bregmancentroid_skl(models, approx, lc, rc)
+%MVN_BREGMANCENTROID_SKL Compute the symmetric Kullback-Leibler (KL) centroid given mvn models.
+%
+% [c] = MVN_BREGMANCENTROID_SKL(models) computes the SKL centroid
+% for the given multivariate normals.
+%
+% [c] = MVN_BREGMANCENTROID_SKL(models, 1) computes the SKL centroid
+% mid-point approximation for the given multivariate normals.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ c = [];
+
+ if (nargin < 3)
+ if (length(models) < 1)
+ return;
+ end
+
+ lc = mvn_bregmancentroid_kl_left(models);
+ rc = mvn_bregmancentroid_kl_right(models);
+ end
+
+ % compute the mid-point approximation if requested.
+ if ((nargin > 1) && (approx == 1))
+ c = mvn_bregmancentroid_geodesic(0.5, lc, rc);
+ return;
+ end
+
+ d = 0;
+ d1 = 1;
+
+ while ((d1 - d) > 0.00001)
+ d2 = 0.5 * (d + d1);
+ c = mvn_bregmancentroid_geodesic(d2, lc, rc);
+
+ bisector = mvn_div_kl(c, lc) - mvn_div_kl(rc, c);
+ if (bisector < 0)
+ d1 = d2;
+ else
+ d = d2;
+ end
+ end
+end
diff --git a/inst/mvn_div_bc.m b/inst/mvn_div_bc.m
new file mode 100644
index 0000000..80f2114
--- /dev/null
+++ b/inst/mvn_div_bc.m
@@ -0,0 +1,36 @@
+function d = mvn_div_bc(m1, m2)
+%MVN_DIV_BC Compute the Bhattacharyya coefficient between two
+% multivariate normals.
+%
+% [d] = MVN_DIV_BC(m1, m2) computes the BC between two
+% multivariate normals. d is never negative.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ mdiff = m1.m - m2.m;
+ covsum = 0.5*(m1.cov + m2.cov);
+
+% % Original
+% d = 1/8 * ((mdiff' * inv(covsum)) * mdiff) +...
+% 1/2*log(det(covsum)) - 1/4*m1.logdet - 1/4*m2.logdet;
+
+ d = 1/8 * ((mdiff' / covsum) * mdiff) +...
+ 1/2*log(det(covsum)) - 1/4*m1.logdet - 1/4*m2.logdet;
+ d = max(d, 0);
+
+end
diff --git a/inst/mvn_div_js.m b/inst/mvn_div_js.m
new file mode 100644
index 0000000..b5d4774
--- /dev/null
+++ b/inst/mvn_div_js.m
@@ -0,0 +1,55 @@
+function d = mvn_div_js(m1, m2, use_kl)
+%MVN_DIV_JS Compute the Jensen-Shannon (JS) divergence between two multivariate normals.
+%
+% [d] = MVN_DIV_JS(m1, m2) computes the JS divergence between two
+% multivariate normals. d is never negative.
+%
+% The JS divergence is defined as:
+% d = 0.5*KL(m1, m1+m2) + 0.5*KL(m2, m1+m2)
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ % Speedup:
+ %
+ % m12 = mvn_bregmancentroid_kl_left([m1 m2]);
+ %
+ % using Cholesky & more Optimization
+
+ m12.m = 0.5*m1.m + 0.5*m2.m;
+ m12.cov = 0.5*(m1.cov + m1.m*m1.m') + 0.5*(m2.cov + m2.m*m2.m') ...
+ - m12.m*m12.m';
+ m12_chol = chol(m12.cov);
+ m12.logdet = 2*sum(log(diag(m12_chol)));
+
+ if ((nargin > 2) && (use_kl == 1))
+ m12_ui = m12_chol\eye(length(m12.m));
+ m12.icov = m12_ui*m12_ui';
+
+ d = 0.5*mvn_div_kl(m1, m12) + 0.5*mvn_div_kl(m2, m12);
+ else
+ % Speedup original (entropy):
+ %
+ % d = mvn_entropy(m12) - 0.5*mvn_entropy(m1) - 0.5*mvn_entropy(m2);
+ %
+ % faster:
+
+ d = 0.5*m12.logdet - 0.25*m1.logdet - 0.25*m2.logdet;
+ end
+
+ d = max(d, 0);
+end
diff --git a/inst/mvn_div_kl.m b/inst/mvn_div_kl.m
new file mode 100644
index 0000000..ddc8326
--- /dev/null
+++ b/inst/mvn_div_kl.m
@@ -0,0 +1,30 @@
+function [d] = mvn_div_kl(p, q)
+%MVN_DIV_KL Compute the Kullback-Leibler (KL) divergence.
+%
+% [d] = MVN_DIV_KL(m1, m2) computes the KL divergence between two
+% multivariate normals. d is never negative.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ n = length(p.m);
+ m = q.m - p.m;
+
+ d = 0.5 * ((q.logdet - p.logdet) + mvn_traceprod(q.icov, p.cov) + ...
+ m' * q.icov * m - n);
+ d = max(d, 0);
+end
diff --git a/inst/mvn_div_skl.m b/inst/mvn_div_skl.m
new file mode 100644
index 0000000..41f8bbd
--- /dev/null
+++ b/inst/mvn_div_skl.m
@@ -0,0 +1,36 @@
+function d = mvn_div_skl(m1, m2)
+%MVN_DIV_SKL Compute the symmetric Kullback-Leibler (KL) divergence.
+%
+% [d] = MVN_DIV_SKL(m1, m2) computes the SKL divergence between two
+% multivariate normals. d is never negative.
+%
+% The SKL divergence is defined as:
+% d = 0.5*KL(m1, m2) + 0.5*KL(m2, m1)
+%
+% Note: This function computes a faster version.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ n = length(m1.m);
+ m = m1.m - m2.m;
+
+ d = (mvn_traceprod(m1.cov, m2.icov) + mvn_traceprod(m2.cov, m1.icov) + ...
+ mvn_traceprod(m1.icov+m2.icov, m*m') - 2*n) / 4;
+
+ d = max(d, 0);
+end
diff --git a/inst/mvn_divmat.m b/inst/mvn_divmat.m
new file mode 100644
index 0000000..fa8f966
--- /dev/null
+++ b/inst/mvn_divmat.m
@@ -0,0 +1,56 @@
+function [d] = mvn_divmat(models, t)
+%MVN_DIVMAT Compute a distance/divergence matrix using the specified MODELS and the given divergence T.
+%
+% [d] = MVN_DIVMAT(models, t) Computes a divergence matrix using the given
+% mvn MODELS models and divergence T. T can be 'kl_left', 'kl_right',
+% 'skl', 'js', 'js_kl'. It defaults to the 'skl'.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ if (nargin < 2)
+ t = 'skl';
+ end
+
+ if (strcmp(t, 'kl_left') == 1)
+ mvn_div = @(x, c) mvn_div_kl(x, c);
+ elseif (strcmp(t, 'kl_right') == 1)
+ mvn_div = @(x, c) mvn_div_kl(c, x);
+ elseif (strcmp(t, 'skl') == 1)
+ mvn_div = @(x, c) mvn_div_skl(x, c);
+ elseif (strcmp(t, 'js') == 1)
+ mvn_div = @(x, c) mvn_div_js(x, c);
+ elseif (strcmp(t, 'js_kl') == 1)
+ mvn_div = @(x, c) mvn_div_js(x, c, 1);
+ end
+
+ d = zeros(length(models), length(models), 'single');
+
+ for i=1:length(models)
+ if (isempty(models(i).m))
+ continue;
+ end
+ for j=i+1:length(models)
+ if (isempty(models(j).m))
+ continue;
+ end
+ d(i, j) = mvn_div(models(i), models(j));
+ d(j, i) = d(i, j);
+ end
+ end
+
+end
diff --git a/inst/mvn_entropy.m b/inst/mvn_entropy.m
new file mode 100644
index 0000000..db13a87
--- /dev/null
+++ b/inst/mvn_entropy.m
@@ -0,0 +1,26 @@
+function [h] = mvn_entropy(m)
+%MVN_ENTROPY Compute the Entropy of the given multivariate normal.
+%
+% [h] = MVN_ENTROPY(m) computes the entropy of mvn model M.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ n = length(m.m);
+
+ h = (n + n*log(2*pi))/2 + m.logdet/2;
+end
diff --git a/inst/mvn_fn2class.m b/inst/mvn_fn2class.m
new file mode 100644
index 0000000..fa9baff
--- /dev/null
+++ b/inst/mvn_fn2class.m
@@ -0,0 +1,36 @@
+function [cl_names, cl_assig] = mvn_fn2class(filenames, cl_pos, delim)
+%MVN_FN2CLASS
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ cl_names_all = cell(length(filenames), 1);
+
+ for i = 1:length(filenames)
+ fn = filenames{i};
+ sp = strfind(fn, delim);
+ cl_names_all{i} = fn(sp(cl_pos)+1:sp(cl_pos+1)-1);
+ end
+
+ cl_names = unique(cl_names_all);
+
+ cl_assig = zeros(length(filenames), 1);
+ for i = 1:length(filenames)
+ cl_assig(i) = find(strcmp(cl_names, cl_names_all{i}) == 1);
+ end
+
+end
diff --git a/inst/mvn_ismetric.m b/inst/mvn_ismetric.m
new file mode 100644
index 0000000..ec5982e
--- /dev/null
+++ b/inst/mvn_ismetric.m
@@ -0,0 +1,37 @@
+function [ ismetric ] = mvn_ismetric(d)
+%MVN_ISMETRIC Analyzes the distance matrix D and returns the percentage of triples fulfilling the triangle inequality.
+%
+% ATTENTION: Symmetry and Identity is presumed.
+%
+% ismetric = MVN_ISMETRIC(d) Analyzes the given distance matrix and returns
+% the percentage of all possible triples fulfilling the triangle inequality.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ ismetric = 0;
+ for x = 1:length(d)
+ ismetric = ismetric + sum((d(x,x) <= d(x,:) + d(x,:)));
+ for y = (x+1):length(d)
+ ismetric = ismetric + 2*sum( d(x, y) <= (d(x, :) + d(y, :)) );
+ end
+ end
+
+ ismetric = ismetric / (length(d)^3);
+
+end
+
diff --git a/inst/mvn_kmeans.m b/inst/mvn_kmeans.m
new file mode 100644
index 0000000..c86d74a
--- /dev/null
+++ b/inst/mvn_kmeans.m
@@ -0,0 +1,144 @@
+function [centers, assig, qe] = mvn_kmeans(models, k, t)
+%MVN_KMEANS Compute K-Means clustering on the given mvn models in respect to the given divergence. Standard is the symmetric Kullback-Leibler divergence between the models.
+%
+% [centers, assig] = MVN_KMEANS_SKL(models, k, type) computes a k-means
+% clustering using the given the SKL divergence. We return k mvn
+% centers and the assignment of the models to their centers.
+%
+% See: Clustering with Bregman divergences, A. Banerjee et al., The
+% Journal of Machine Learning Research 2005, Volume 6.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ items = length(models);
+ assig = zeros(items, 1);
+
+ ri = randi(items, k, 1);
+ centers = models(ri);
+
+ if ((nargin < 2) || (nargin > 3))
+ error('Wrong number of input arguments');
+ end
+
+ if (nargin < 3)
+ t = 'skl';
+ end
+
+ if (strcmp(t, 'kl_left') == 1)
+ mvn_div = @(x, c) mvn_div_kl(x, c);
+ mvn_bregmancentroid = @(x) mvn_bregmancentroid_kl_left(x);
+
+ elseif (strcmp(t, 'kl_right') == 1)
+ mvn_div = @(x, c) mvn_div_kl(c, x);
+ mvn_bregmancentroid = @(x) mvn_bregmancentroid_kl_right(x);
+
+ elseif (strcmp(t, 'skl') == 1)
+ mvn_div = @(x, c) mvn_div_skl(x, c);
+ mvn_bregmancentroid = @(x) mvn_bregmancentroid_skl(x);
+
+ elseif (strcmp(t, 'skl_mid') == 1)
+ mvn_div = @(x, c) mvn_div_skl(x, c);
+ mvn_bregmancentroid = @(x) mvn_bregmancentroid_skl(x, 1);
+
+% elseif (strcmp(t, 'js') == 1)
+% mvn_div = @(x, c) mvn_div_js(x, c, 0);
+% mvn_bregmancentroid = @(x) mvn_bregmancentroid_js(x, 1);
+%
+% elseif (strcmp(t, 'js_mid') == 1)
+% mvn_div = @(x, c) mvn_div_js(x, c);
+% mvn_bregmancentroid = @(x) mvn_bregmancentroid_js(x, 1);
+%
+% elseif (strcmp(t, 'burbearao') == 1)
+% mvn_div = @(x, c) mvn_div_js(x, c);
+% mvn_bregmancentroid = @(x) mvn_bregmancentroid_burbearao(x);
+
+ else
+ error('Unknown divergence given.');
+ end
+
+ iter = 0;
+ oldqe = 1;
+ qe = 0;
+
+ reiterate = 3;
+ while (reiterate > 0)
+
+ % assign the models to their closest centroid
+ oldqe = qe;
+ qe = 0;
+ for i = 1:items
+ c = intmax();
+ cidx = k+1;
+ for j = 1:k
+ dist = mvn_div(models(i), centers(j));
+ if (dist < c)
+ c = dist;
+ cidx = j;
+ end
+ end
+ qe = qe + c;
+ assig(i) = cidx;
+ end
+ qe = qe/items;
+ fprintf('#%d, average bregman quantization error = %f\n', iter, qe);
+
+ % check for failing clentroids
+ reiterate = max(reiterate - 1, 0);
+ i = 1;
+ while (i <= k)
+ sel = find(assig == i);
+ if (length(sel) < 1)
+ fprintf('%d, reinitializing centroid #%d (%d)\n', ...
+ iter, i, length(sel));
+ r = randi(items, 1, 1);
+ centers(i) = models(r);
+ assig(r) = i;
+ reiterate = reiterate + 3;
+ i=0;
+ end
+ i = i+1;
+ end
+
+ % compute the new centroids
+ for i = 1:k
+ aaa = mvn_bregmancentroid(models(assig == i));
+% fprintf('centroids = %d = %d, %d\n', i , length(aaa), length(models(assig == i)));
+ centers(i) = aaa;
+ end
+
+ iter = iter + 1;
+
+ if (((oldqe - qe) >= 0.0001) && (reiterate == 0))
+ reiterate = 1;
+ end
+ end
+
+ % assign the models to their closest centroid
+ for i = 1:items
+ c = intmax();
+ cidx = k+1;
+ for j = 1:k
+ dist = mvn_div(models(i), centers(j));
+ if (dist < c)
+ c = dist;
+ cidx = j;
+ end
+ end
+ assig(i) = cidx;
+ end
+end
diff --git a/inst/mvn_knnclass.m b/inst/mvn_knnclass.m
new file mode 100644
index 0000000..ba4636b
--- /dev/null
+++ b/inst/mvn_knnclass.m
@@ -0,0 +1,56 @@
+function accuracy = mvn_knnclass(D, cl_assig, k, cl_filter)
+%MVN_KNNCLASS
+
+% (c) 2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+accuracy = 0;
+
+if (nargin < 4)
+ cl_filter = [];
+end
+
+for i = 1:length(cl_assig)
+
+ D(i, i) = +Inf;
+ [~, nn_idx] = sort(D(i, :));
+
+ if (~isempty(cl_filter))
+ kk = 0;
+ for j = 1:length(cl_assig)
+ if (cl_filter(nn_idx(j)) ~= cl_filter(i))
+ kk = kk + 1;
+ if (cl_assig(nn_idx(j)) == cl_assig(i))
+ accuracy = accuracy + 1/k;
+ end
+
+ if (kk == k)
+ break;
+ end
+ end
+ end
+ else
+ for kk = 1:k
+ if (cl_assig(nn_idx(k)) == cl_assig(i))
+ accuracy = accuracy + 1/k;
+ end
+ end
+ end
+
+end
+
+accuracy = accuracy / length(cl_assig);
diff --git a/inst/mvn_new.m b/inst/mvn_new.m
new file mode 100644
index 0000000..325f0f4
--- /dev/null
+++ b/inst/mvn_new.m
@@ -0,0 +1,56 @@
+%MVN_NEW Initialize a mvn struct
+%
+% [d] = MVN_NEW(cov, m) initializes a MVN struct using the given covariance
+% matrix COV and mean vector M.
+%
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+% Revised for Octave compatibility 2013, Nir Krakauer <nkrakauer at ccny.cuny.edu>
+
+function [g] = mvn_new(cov, m)
+
+ g.m = m(:);
+ g.cov = cov;
+
+ if (rcond(cov) < 1e-15)
+ error("Covariance is badly scaled!");
+ end
+
+ % speedup for
+ %
+ % g.logdet = log(det(g.cov));
+ % g.icov = inv(g.cov);
+ %
+ % using Cholesky:
+
+ g_chol = chol(cov);
+ g.logdet = 2*sum(log(diag(g_chol)));
+ g_ui = g_chol\eye(length(g.m));
+ g.icov = g_ui*g_ui';
+
+endfunction
+
+%!test
+%! n = 3; m = ones(n, 1); C = [1 0 0.2; 0 1 0; 0.2 0 1];
+%! [g] = mvn_new(C, m);
+%! assert (g.m, m);
+%! assert (g.cov, C);
+%! assert (g.icov, inv(C));
+%! assert (g.logdet, log(det(C)), eps);
diff --git a/inst/mvn_som_skl.m b/inst/mvn_som_skl.m
new file mode 100644
index 0000000..77f71e7
--- /dev/null
+++ b/inst/mvn_som_skl.m
@@ -0,0 +1,156 @@
+function [grid D] = mvn_som_skl(cm, n, global_training, local_training)
+%MVN_SOM_SKL Computes a NxN SOM using the MVN models and the
+% Symmetric Kullback-Leibler divergence.
+%
+%The algorithm was published in 2010:
+% ``Islands of Gaussians: The Self Organizing Map and Gaussian Music Similarity Features'', D. Schnitzer, A. Flexer, G. Widmer and M. Gasser, Proceedings of the 11th International Society for Music Information Retrieval Conference, 2010.
+%
+% [grid D] = MVN_SOM_SKL(models, n) Select the models to compute
+% the NxN SOM.
+%
+% [grid D] = MVN_SOM_SKL(models, n, global_training, local_training)
+% Select the models to compute the NxN SOM; global/local_training sets the global/local training iterations of the SOM
+
+% MVN is (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% <http://www.ofai.at/~dominik.schnitzer/mvn>
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+%
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ cmsel = 1:length(cm);
+
+ % initialization
+ grid = [];
+ for i = 0:n-1
+ for j = 0:n-1
+ grid(i*n + (j+1)).x = i;
+ grid(i*n + (j+1)).y = j;
+ grid(i*n + (j+1)).n = [];
+ end
+ end
+
+ cmlen = length(cmsel);
+
+ mlen = n*n;
+
+ % RANDOM INIT
+ mperm = randperm(cmlen);
+ m = cm(mperm(1:mlen));
+
+ if (nargin <= 2)
+ global_training = 100;
+ local_training = 200;
+ end
+
+ for learniter = 1:global_training+local_training
+
+ if (learniter < global_training)
+
+ % select appropriate alpha
+ alpha = 0.9 * (1 - learniter/global_training);
+
+ % relatively large radius, decay to 1 during global learning
+ sigma = 1 + 2/3*n*(1 - learniter/global_training);
+ fprintf(1, 'global training; som iteration=%d, alpha=%f, sigma=%f\n', learniter,...
+ alpha, sigma);
+ else
+ local_learniter = learniter - global_training;
+
+ % attain alpha values in the range of 0.06 - 0.01
+ alpha = 0.01 + 0.05*(1 - local_learniter/local_training);
+
+ % only modify neighbours
+ sigma = 1.5;
+ fprintf(1, 'local training; som iteration=%d, alpha=%f, sigma=%f\n',...
+ local_learniter, alpha, sigma);
+ end
+
+ % select a random input
+ cm_now = randi(cmlen);
+
+ % compute the winner unit (c)
+ dc = realmax();
+ c = 0;
+ for i = 1:mlen
+ d = mvn_div_skl(cm(cmsel(cm_now)), m(i));
+ if (d < dc)
+ c = i;
+ dc = d;
+ end
+ end
+
+ for i = 1:mlen
+
+ e2dist = (grid(i).x - grid(c).x)^2 + (grid(i).y - grid(c).y)^2;
+ nkernel = alpha * exp(-e2dist/(2*sigma*sigma));
+
+
+ try
+ r = bregman_combine_r(m(i), cm(cmsel(cm_now)), nkernel);
+ l = bregman_combine_l(m(i), cm(cmsel(cm_now)), nkernel);
+
+ lrm = [mvn_new(l.cov, l.m), mvn_new(r.cov, r.m)];
+ sym = mvn_bregmancentroid_skl(lrm);
+ m(i).cov = sym.cov;
+ m(i).icov = sym.icov;
+ m(i).m = sym.m;
+
+ catch ex
+ fprintf(1, 'Skip this, this is dangerous (mainloop, i=%d)\n', i);
+ fprintf(1, 'Exception: %s\n', ex.message);
+ break;
+ end
+ end
+
+ end
+
+ % build the final grid
+ D = zeros(cmlen, mlen);
+ for i = 1:cmlen
+ fprintf(1, 'assignment iteration = %d\n', i);
+
+ dnn = realmax();
+ nn = 0;
+ for j = 1:mlen
+ D(i, j) = mvn_div_skl(cm(cmsel(i)), m(j));
+ if (D(i, j) < dnn)
+ dnn = D(i, j);
+ nn = j;
+ end
+ end
+ grid(nn).n = [grid(nn).n cmsel(i)];
+ end
+end
+
+
+function r = bregman_combine_r(x, y, ytheta)
+% compute right centroid mixture
+
+ r.m = (1-ytheta) * (x.icov * x.m) + (ytheta)*(y.icov * y.m);
+ r.cov = (1-ytheta) * (0.5 * x.icov) + (ytheta)*(0.5 * y.icov);
+ r.icov = 2 * r.cov;
+ r.cov = inv(r.icov);
+ r.m = r.cov * r.m;
+end
+
+function l = bregman_combine_l(x, y, ytheta)
+% compute left centroid mixture
+
+ l.m = (1-ytheta)*(x.m) + (ytheta)*(y.m);
+ l.cov = (1-ytheta)* (-(x.cov + x.m*x.m')) +...
+ (ytheta)*(-(y.cov + y.m*y.m'));
+ l.cov = -(l.cov + l.m*l.m');
+ l.icov = inv(l.cov);
+end
diff --git a/inst/mvn_test.m b/inst/mvn_test.m
new file mode 100644
index 0000000..36d22dc
--- /dev/null
+++ b/inst/mvn_test.m
@@ -0,0 +1,105 @@
+function [filenames, models_tc, models_oc] = mvn_test(testfile, t, tc_dim, oc_dim)
+%MVN_TEST Load a testcollection and prepare for using with the mvn functions.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ data = load(testfile, 'data');
+ if (strcmp(t, 'me') == 1)
+ models_tc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ models_oc = [];
+ type = 1;
+ elseif (strcmp(t, 'ep') == 1)
+ models_tc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ models_oc = struct('fp', [], 'fpg', [], 'fpb', []);
+ type = 2;
+ elseif (strcmp(t, 'mots4') == 1)
+ models_tc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ models_oc = struct('fp', [], 'fpg', [], 'fpb', []);
+ type = 3;
+ elseif (strcmp(t, 'andre') == 1)
+ models_tc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ models_oc = struct('op', []);
+ type = 4;
+ else
+ models_tc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ models_oc = struct('m', [], 'cov', [], 'logdet', [], 'icov', []);
+ type = 0;
+ end
+ filenames = [];
+
+ c = 1;
+ ocd = 1:oc_dim;
+ tcd = 1:tc_dim;
+
+ for i = 1:length(data.data.cm)
+ try
+
+ if (type == 1)
+ mtc = mvn_new(data.data.cm{i}.cov, data.data.cm{i}.mu);
+ models_tc(c) = mtc;
+ elseif (type == 2)
+ mtc = mvn_new(data.data.cm{i}.cov, ...
+ data.data.cm{i}.m);
+ mop.fp = data.data.cm{i}.fp;
+ mop.fpg = data.data.cm{i}.fpg;
+ mop.fpb = data.data.cm{i}.fp_bass;
+
+ models_oc(c) = mop;
+ models_tc(c) = mtc;
+ elseif (type == 3)
+ mtc = mvn_new(data.data.cm{i}.co, ...
+ data.data.cm{i}.m);
+ mop.fp = data.data.cm{i}.fp;
+ mop.fpg = data.data.cm{i}.fpg;
+ mop.fpb = data.data.cm{i}.fpb;
+
+ models_oc(c) = mop;
+ models_tc(c) = mtc;
+
+ elseif (type == 4)
+ mtc = mvn_new(data.data.cm{i}.tc.cov(tcd, tcd), ...
+ data.data.cm{i}.tc.mu(tcd));
+ models_oc(c).op = data.data.cm{i}.op;
+ models_tc(c) = mtc;
+ else
+ mtc = mvn_new(data.data.cm{i}.tc.cov(tcd, tcd), ...
+ data.data.cm{i}.tc.mu(tcd));
+ moc = mvn_new(data.data.cm{i}.oc.cov(ocd, ocd), ...
+ data.data.cm{i}.oc.mu(ocd));
+ models_oc(c) = moc;
+ models_tc(c) = mtc;
+ end
+
+ filenames{c} = data.data.filenames{i};
+
+ c = c + 1;
+ catch eobj
+ %NYK, 2013: replaced the following block for Octave compatibility
+ %if (strcmp(eobj.identifier, 'mvn:cov'))
+ % fprintf(2, 'Skipping model with invalid covariance: %d\n', i);
+ %elseif (strcmp(eobj.identifier, 'MATLAB:posdef'))
+ % fprintf(2, ['Skipping model with non-positive definite ' ...
+ % 'covariance: %d\n'], i);
+ %else
+ % rethrow(eobj);
+ %end
+ fprintf(2, 'Skipping model with invalid covariance: %d\n', i);
+ end
+ end
+
+end
diff --git a/inst/mvn_traceprod.m b/inst/mvn_traceprod.m
new file mode 100644
index 0000000..ae74e3c
--- /dev/null
+++ b/inst/mvn_traceprod.m
@@ -0,0 +1,25 @@
+function [c] = mvn_traceprod(A, B)
+%MVN_TRACEPROD Compute Matrix trace of the matrix product of two symmetric matrices a and b.
+%
+% [c] = MVN_TRACEPROD(A, B) computes the trace of the symmetric matices
+% c = trace(A*B) in an efficient way.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ c = A(:).'*B(:);
+end
diff --git a/inst/mvn_version.m b/inst/mvn_version.m
new file mode 100644
index 0000000..0cae4f9
--- /dev/null
+++ b/inst/mvn_version.m
@@ -0,0 +1,25 @@
+function [v] = mvn_version()
+%MVN_VERSION
+%
+% [v] = MVN_VERSION() Returns the version of MVN.
+
+% (c) 2010-2011, Dominik Schnitzer, <dominik.schnitzer at ofai.at>
+% http://www.ofai.at/~dominik.schnitzer/mvn
+%
+% This file is part of the MVN Octave/Matlab Toolbox
+% MVN is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% MVN is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with MVN. If not, see <http://www.gnu.org/licenses/>.
+
+ v = 1;
+
+end
--
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