Revision 1054, 1.0 kB
(checked in by smidl, 14 years ago)
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[1054] | 1 | %> @file mexLaplace.m |
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| 2 | %> @brief Matrlab implemnetation of Laplace density |
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| 3 | % ====================================================================== |
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| 4 | %> @brief Unconditional Laplace density |
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| 5 | % |
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| 6 | %> \f[ f(x|\mu,b) \propto \exp(-|x-\mu|/b)\f] |
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| 7 | % ====================================================================== |
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[937] | 8 | classdef mexLaplace < mexEpdf |
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| 9 | properties |
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| 10 | % from wikipedia |
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| 11 | mu |
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| 12 | b |
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| 13 | end |
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| 14 | methods |
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[944] | 15 | function m=mean(obj) |
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| 16 | m = obj.mu; |
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[937] | 17 | end |
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[944] | 18 | function obj=validate(obj) |
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| 19 | if length(obj.mu)~=length(obj.b) |
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[937] | 20 | error('incompatible mu and b'); |
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| 21 | end |
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| 22 | end |
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[944] | 23 | function dim=dimension(obj) |
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| 24 | dim = size(obj.mu,1); |
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[937] | 25 | end |
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[944] | 26 | function v=variance(obj) |
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| 27 | v=2*obj.b^2; |
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[937] | 28 | end |
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[944] | 29 | function l=evallog(obj,x) |
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| 30 | l=-log(2*obj.b)-abs(x-obj.mu)/obj.b; |
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[937] | 31 | end |
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[944] | 32 | function s=sample(obj) |
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[937] | 33 | v=-log(rand);%sample_exponential(0,1); |
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| 34 | z = randn; |
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[944] | 35 | s = obj.mu+obj.b*sqrt(2*v)*z; |
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[937] | 36 | end |
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| 37 | end |
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| 38 | end |
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