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41 results

mykmeans.m

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  • Forked from Dynare / dynare
    Source project has a limited visibility.
    mykmeans.m 1.51 KiB
    function [c,SqrtVariance,Weights] = mykmeans(x,g,init,cod) 
    
    % Copyright (C) 2013 Dynare Team
    %
    % This file is part of Dynare.
    %
    % Dynare 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.
    %
    % Dynare 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 Dynare.  If not, see <http://www.gnu.org/licenses/>.
    
    [n,m] = size(x) ;
    indold = zeros(1,m) ;
    if cod==0
      d = transpose(sum(bsxfun(@power,bsxfun(@minus,x,mean(x)),2)));
      d = sortrows( [transpose(1:m) d],2) ;
      d = d((1+(0:1:g-1))*m/g,1) ;
      c = x(:,d);
    else
      c = init ;
    end 
    for iter=1:300 
      dist = zeros(g,m) ;
      for i=1:g
        dist(i,:) = sum(bsxfun(@power,bsxfun(@minus,x,c(:,i)),2));
      end
      [rien,ind] = min(dist) ;
      if isequal(ind,indold) 
        break ;
      end
      indold = ind ;
      for i=1:g 
        lin = bsxfun(@eq,ind,i.*ones(1,m)) ;
        h = x(:,lin) ;
        c(:,i) = mean(h,2) ;
      end
    end
    SqrtVariance = zeros(n,n,g) ; 
    Weights = zeros(1,g) ; 
    for i=1:g
      temp = x(:,bsxfun(@eq,ind,i*ones(1,m))) ;
      u = bsxfun(@minus,temp,mean(temp,2)); %temp-mean(temp,1)' ;
      SqrtVariance(:,:,i) = chol( (u*u')/size(temp,2) )' ;
      Weights(i) = size(temp,2)/m ;
    end