dynare/matlab/particle/mykmeans.m

35 lines
859 B
Matlab

function [c,SqrtVariance,Weights] = mykmeans(x,g,init,cod)
[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