1. Zoltán Szabó
  2. ITE


ITE / code / H_I_D / base_estimators / HRenyi_GSF_estimation.m

function [H] = HRenyi_GSF_estimation(Y,co)
%Estimates the Renyi entropy (H) of Y (Y(:,t) is the t^th sample)
%using the GSF method. Cost parameters are provided in the cost object co.
%We make use of the naming convention 'H<name>_estimation', to ease embedding new entropy estimation methods.
%     Jose A. Costa, Alfred O. Hero. Geodesic entropic graphs for dimension and entropy estimation in manifold learning. IEEE Transactions on Signal Processing 52(8):2210-2221, 2004.
%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/>.


[d,num_of_samples] = size(Y);%dimension, number of samples

%length (L):
    L = compute_length_HRenyi_GSF(Y,co);

    if co.additive_constant_is_relevant %the additive constant is relevant in the Renyi entropy estimation
        FN = filename_of_HRenyi_constant(d,co);
        if exist(FN)
            H = log( L / (constant*num_of_samples^co.alpha) ) / (1-co.alpha);
            error('The file containing the additive constant does not exist. You can precompute the additive constant via estimate_HRenyi_constant.m.');
    else %estimation up to an additive constant
        H = log( L / num_of_samples^co.alpha ) / (1-co.alpha);