code/estimators/utilities/expF_F.m
-function [F] = expF_F(distr,np)
-%function [F] = expF_F(distr,np)
-%Computes the log-normalizer (F) at a given natural parameter value (np) for the input exponential family. See also 'expF_MLE.m'.
-% np : natural parameters.
-% distr = 'normal': np.t1 = C^{-1}*m, np.t2 = 1/2*C^{-1}, where m is the mean, C is the covariance matrix.
-%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
-%This file is part of the ITE (Information Theoretical Estimators) toolbox.
-%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
- case 'normal' %Ref: Frank Nielsen, Vincent Garcia. Statistical exponential families: A digest with flash cards. "http://arxiv.org/abs/0911.4863"
- F = trace(inv(np.t2) * np.t1 * np.t1.') /4 - log(det(np.t2)) / 2 + d * log(pi) / 2;
- error('Distribution=?');
code/estimators/utilities/expF_MLE.m
-function [np] = expF_MLE(Y,distr)
-%function [np] = expF_MLE(Y,distr)
-%Maximum likelihood estimation with the given exponential family on data Y. See also 'expF_F.m'.
-% Y : data, Y(:,t) is the t^{th} sample.
-% np: estimated natural parameters.
-% distr = 'normal': np.t1 = C^{-1}*m, np.t2 = 1/2*C^{-1}, where m is the mean, C is the covariance matrix.
-%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
-%This file is part of the ITE (Information Theoretical Estimators) toolbox.
-%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
- error('Distribution=?');
code/estimators/utilities/expF_np1_np2_add.m
-function [np] = expF_np1_np2_add(np1,np2)
-%function [np] = expF_np1_np2_add(np1,np2)
-%Sum (np) of natural parameter np1 and np2. (np1, np2: structures with the same fields; example: np1.t1, np1.t2, np2.t1, np2.t2).
-%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
-%This file is part of the ITE (Information Theoretical Estimators) toolbox.
-%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
- aF = F1{n}; %field-name of F1 = field-name of F2 ('=' <== assumption)
- np.(aF) = np.(aF) + np2.(aF);
code/estimators/utilities/expF_np_mult.m
-function [np] = expF_np_mult(np,a)
-%function [np] = expF_np_mult(np,a)
-%Multiplies each natural parameter in structure 'np' by the scalar 'a'.
-%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
-%This file is part of the ITE (Information Theoretical Estimators) toolbox.
-%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
code/estimators/utilities/exp_family/expF_F.m
+function [F] = expF_F(distr,np)
+%function [F] = expF_F(distr,np)
+%Computes the log-normalizer (F) at a given natural parameter value (np) for the input exponential family. See also 'expF_MLE.m'.
+% np : natural parameters.
+% distr = 'normal': np.t1 = C^{-1}*m, np.t2 = 1/2*C^{-1}, where m is the mean, C is the covariance matrix.
+%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
+%This file is part of the ITE (Information Theoretical Estimators) toolbox.
+%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
+ case 'normal' %Ref: Frank Nielsen, Vincent Garcia. Statistical exponential families: A digest with flash cards. "http://arxiv.org/abs/0911.4863"
+ F = trace(inv(np.t2) * np.t1 * np.t1.') /4 - log(det(np.t2)) / 2 + d * log(pi) / 2;
+ error('Distribution=?');
code/estimators/utilities/exp_family/expF_MLE.m
+function [np] = expF_MLE(Y,distr)
+%function [np] = expF_MLE(Y,distr)
+%Maximum likelihood estimation with the given exponential family on data Y. See also 'expF_F.m'.
+% Y : data, Y(:,t) is the t^{th} sample.
+% np: estimated natural parameters.
+% distr = 'normal': np.t1 = C^{-1}*m, np.t2 = 1/2*C^{-1}, where m is the mean, C is the covariance matrix.
+%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
+%This file is part of the ITE (Information Theoretical Estimators) toolbox.
+%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
+ error('Distribution=?');
code/estimators/utilities/exp_family/expF_np1_np2_add.m
+function [np] = expF_np1_np2_add(np1,np2)
+%function [np] = expF_np1_np2_add(np1,np2)
+%Sum (np) of natural parameter np1 and np2. (np1, np2: structures with the same fields; example: np1.t1, np1.t2, np2.t1, np2.t2).
+%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
+%This file is part of the ITE (Information Theoretical Estimators) toolbox.
+%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.
+ aF = F1{n}; %field-name of F1 = field-name of F2 ('=' <== assumption)
+ np.(aF) = np.(aF) + np2.(aF);
code/estimators/utilities/exp_family/expF_np_mult.m
+function [np] = expF_np_mult(np,a)
+%function [np] = expF_np_mult(np,a)
+%Multiplies each natural parameter in structure 'np' by the scalar 'a'.
+%Copyright (C) 2012-2014 Zoltan Szabo ("http://www.gatsby.ucl.ac.uk/~szabo/", "zoltan (dot) szabo (at) gatsby (dot) ucl (dot) ac (dot) uk")
+%This file is part of the ITE (Information Theoretical Estimators) toolbox.
+%ITE 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 software 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 ITE. If not, see <http://www.gnu.org/licenses/>.