ITE / code / shared / embedded / ITL / centcorren.m

% The following function computes the parametric centered correntropy between two vectors X and Y using Gaussian kernel.
% Input:   Both X and Y should be COLUMN vectors of SAME length (nx1).
%				'kSize' is a scalar for the kernel size.
%				'param' is a 2x1 vector containing the parameter coeffues 'a' and 'b' in ORDER.
% Output: 'corren' contains the parametric correntropy coefficient
% Default:  param = [a,b] = [1,0] and kSize = 1.
% Comments: The code uses Incomplete Cholesky Decomposition.
% Author: Sohan Seth (	Date: 11.03.2008

function corren = centcorren(X,Y,kSize,param)

if nargin == 2
	kSize = 1;
	param = [1,0];

if nargin == 3
	param = [1,0];

n = size(X,1);
a = param(1); b = param(2);
twokSizeSquare = 2*kSize^2;

X = a*X+b;

G =  incompleteCholeskyMulti([X;Y],kSize);
OZ = [ones(n,1);zeros(n,1)]/n;
ZO = [zeros(n,1);ones(n,1)]/n;
corren = (1/n)*sum(exp(-(X - Y).^2/twokSizeSquare)) - (ZO'*G)*(G'*OZ);

% ~ Done
Tip: Filter by directory path e.g. /media app.js to search for public/media/app.js.
Tip: Use camelCasing e.g. ProjME to search for
Tip: Filter by extension type e.g. /repo .js to search for all .js files in the /repo directory.
Tip: Separate your search with spaces e.g. /ssh pom.xml to search for src/ssh/pom.xml.
Tip: Use ↑ and ↓ arrow keys to navigate and return to view the file.
Tip: You can also navigate files with Ctrl+j (next) and Ctrl+k (previous) and view the file with Ctrl+o.
Tip: You can also navigate files with Alt+j (next) and Alt+k (previous) and view the file with Alt+o.