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committed 98e0522

Handling of identically constant random variables in distance correlation computation: included; see 'IdCor_estimation.m'.

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• Parent commits 28c447c

File CHANGELOG.txt

`+-Handling of identically constant random variables in distance correlation computation: included; see 'IdCor_estimation.m'.`
`+`
` v0.26 (Dec 22, 2012):`
` -Distance covariance estimation via HSIC: added; see IdCov_IHSIC_initialization.m', 'IdCov_IHSIC_estimation.m'.`
` -Energy distance estimation via MMD: added; see 'DEnergyDist_DMMD_initialization.m', 'DEnergyDist_DMMD_estimation'.`

File code/H_I_D_A_C/base_estimators/IdCor_estimation.m

` A = compute_dCov_dCor_statistics(Y(1:ds(1),:),co.alpha);`
` B = compute_dCov_dCor_statistics(Y(ds(1)+1:ds(1)+ds(2),:),co.alpha);`
` `
`-I = sum(sum(A.*B)) / sqrt(sum(sum(A.^2)) * sum(sum(B.^2))); %<A,B> / sqrt(<A,A><B,B>)`
`-I = sqrt(I);`
`+n = sum(sum(A.*B)); %numerator`
`+d1 = sum(sum(A.^2));%denumerator-1 (without sqrt)`
`+d2 = sum(sum(B.^2));%denumerator-2 (without sqrt)`
` `
`+if (d1*d2)==0 %(at least) one of the random variables is constant`
`+    I = 0;`
`+else`
`+    I = n/sqrt(d1*d2); %<A,B> / sqrt(<A,A><B,B>)`
`+    I = sqrt(I);`
`+end`
` `
` `
`+`