1. Zoltán Szabó
  2. ITE


ITE / code / H_I_D / base_estimators / IGV_estimation.m

function [I] = IGV_estimation(Y,ds,co)
%Estimates the generalized variance (I). 
%   Y: Y(:,t) is the t^th sample.
%  ds: subspace dimensions. 
%  co: initialized mutual information estimator object.
%   Zoltan Szabo and Andras Lorincz. Real and Complex Independent Subspace Analysis by Generalized Variance. ICA Research Network International Workshop (ICARN), pages 85-88, 2006.
%Copyright (C) 2012 Zoltan Szabo ("http://nipg.inf.elte.hu/szzoli", "szzoli (at) cs (dot) elte (dot) hu")
%This file is part of the ITE (Information Theoretical Estimators) Matlab/Octave 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/>.


if one_dimensional_problem(ds) && length(ds)==2
        fs = IGV_dependency_functions;
        num_of_functions = length(fs);
        num_of_samples = size(Y,2);
        I = 0;
    %query for the current working environment:
        environment_Matlab = working_environment_Matlab;
    %I computation:
        for k = 1 : num_of_functions %pick the k^th function (fs{k})
            fY = feval(fs{k},Y).';
            if strcmp(co.dependency,'cov')
                c = (fY(:,1)-mean(fY(:,1))).' * (fY(:,2)-mean(fY(:,2))) / (num_of_samples-1);
                I = I + c.^2; %cov instead of corr
            else %corr/cor
                if environment_Matlab%Matlab
                    I = I + (corr(fY(:,1),fY(:,2))).^2; %corr instead of cov        
                    I = I + (cor(fY(:,1),fY(:,2))).^2; %cor (and not 'corr') instead of cov        
    error('There must be 2 pieces of one-dimensional subspaces (coordinates) for this estimator.');