Changeset 809

Timestamp:

02/21/10 20:58:32 (14 years ago)

Author:

smidl

Message:

Bhattacharyya pro Ivana

Files:

• applications/bdmtoolbox/mex/CMakeLists.txt (modified) (1 diff)
• applications/bdmtoolbox/mex/enorm_bhattacharyya.cpp (added)
• applications/bdmtoolbox/mex/epdf_2dplot.m (modified) (1 diff)
• library/bdm/stat/exp_family.h (modified) (1 diff)

applications/bdmtoolbox/mex/CMakeLists.txt

@@ -28 +28 @@
 MEX(epdf_sample_mat)
 MEX(epdf_evallog_mat)
+
+MEX(enorm_bhattacharyya)
+
 MEX(lqg_redesign)
 MEX(mixef_init)

applications/bdmtoolbox/mex/epdf_2dplot.m

@@ -31 +31 @@
 Z = reshape(exp(v), points(1), points(2));
 
-if 1
+if 0
     vol = prod(steps./(points-1));
     nc = sum(sum(Z))*vol

library/bdm/stat/exp_family.h

@@ -199 +199 @@
         void dupdate ( mat &v, double nu = 1.0 );
 
+        //! evaluate bhattacharya distance
+        double bhattacharyya(const enorm<sq_T> &e2){
+                bdm_assert(dim == e2.dimension(), "enorms of differnt dimensions");
+                sq_T P=R;
+                P.add(e2._R());
+                
+                double tmp = 0.125*P.invqform(mu - e2._mu()) + 0.5*(P.logdet() - 0.5*(R.logdet() + e2._R().logdet()));
+                return tmp;
+        }
+        
         vec sample() const;