54 lines
1.6 KiB
Matlab
54 lines
1.6 KiB
Matlab
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function [c,SqrtVariance,Weights] = mykmeans(x,g,init,cod)
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% Copyright © 2013-2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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[n,m] = size(x) ;
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indold = zeros(1,m) ;
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if cod==0
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d = transpose(sum(bsxfun(@power,bsxfun(@minus,x,mean(x)),2)));
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d = sortrows( [transpose(1:m) d],2) ;
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d = d((1+(0:1:g-1))*m/g,1) ;
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c = x(:,d);
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else
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c = init ;
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end
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for iter=1:300
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dist = zeros(g,m) ;
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for i=1:g
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dist(i,:) = sum(bsxfun(@power,bsxfun(@minus,x,c(:,i)),2));
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end
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[rien,ind] = min(dist) ;
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if isequal(ind,indold)
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break ;
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end
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indold = ind ;
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for i=1:g
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lin = bsxfun(@eq,ind,i.*ones(1,m)) ;
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h = x(:,lin) ;
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c(:,i) = mean(h,2) ;
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end
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end
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SqrtVariance = zeros(n,n,g) ;
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Weights = zeros(1,g) ;
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for i=1:g
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temp = x(:,bsxfun(@eq,ind,i*ones(1,m))) ;
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u = bsxfun(@minus,temp,mean(temp,2)); %temp-mean(temp,1)' ;
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SqrtVariance(:,:,i) = chol( (u*u')/size(temp,2) )' ;
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Weights(i) = size(temp,2)/m ;
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end
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