54 lines
1.6 KiB
Matlab
54 lines
1.6 KiB
Matlab
function [c,SqrtVariance,Weights] = mykmeans(x,g,init,cod)
|
|
|
|
% Copyright © 2013-2017 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare 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.
|
|
%
|
|
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
[n,m] = size(x) ;
|
|
indold = zeros(1,m) ;
|
|
if cod==0
|
|
d = transpose(sum(bsxfun(@power,bsxfun(@minus,x,mean(x)),2)));
|
|
d = sortrows( [transpose(1:m) d],2) ;
|
|
d = d((1+(0:1:g-1))*m/g,1) ;
|
|
c = x(:,d);
|
|
else
|
|
c = init ;
|
|
end
|
|
for iter=1:300
|
|
dist = zeros(g,m) ;
|
|
for i=1:g
|
|
dist(i,:) = sum(bsxfun(@power,bsxfun(@minus,x,c(:,i)),2));
|
|
end
|
|
[rien,ind] = min(dist) ;
|
|
if isequal(ind,indold)
|
|
break ;
|
|
end
|
|
indold = ind ;
|
|
for i=1:g
|
|
lin = bsxfun(@eq,ind,i.*ones(1,m)) ;
|
|
h = x(:,lin) ;
|
|
c(:,i) = mean(h,2) ;
|
|
end
|
|
end
|
|
SqrtVariance = zeros(n,n,g) ;
|
|
Weights = zeros(1,g) ;
|
|
for i=1:g
|
|
temp = x(:,bsxfun(@eq,ind,i*ones(1,m))) ;
|
|
u = bsxfun(@minus,temp,mean(temp,2)); %temp-mean(temp,1)' ;
|
|
SqrtVariance(:,:,i) = chol( (u*u')/size(temp,2) )' ;
|
|
Weights(i) = size(temp,2)/m ;
|
|
end
|