./PaxHeaders/nan-3.6.10000644000000000000000000000013014140566461011440 xustar0030 mtime=1635970353.336211232 29 atime=1635970353.35621127 29 ctime=1635970353.35621127 nan-3.6.1/0000755000175000017500000000000014140566461013766 5ustar00schloeglschloegl00000000000000nan-3.6.1/PaxHeaders/NEWS0000644000000000000000000000006114140566210012052 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/NEWS0000644000175000017500000001461014140566210014457 0ustar00schloeglschloegl00000000000000 2021-11-03: Release of NaN-toolbox 3.6.1 * signrank: update computation of p-value according to revised references, and validated against R. * cdfplot: use histo instead of histo_mex 2021-07-26: Release of NaN-toolbox 3.6.0 * corrplot, knnsearch 2021-02-15: Release of NaN-toolbox 3.5.3 * kappa: Youden index (YI), and SSE as return value * roc: add maxYI as output value * naninsttest: check ttest for NaN handling 2020-10-31: Release of NaN-toolbox 3.5.2 * new functions added gini: Gini index lmom: L-moments betapdf, betacdf, betainv: beta distribution functions * bug fixes: bland-altman: fix ylabel fix debian bug #964210: test tries to download data fix #59335: "'load_fisheriris' fails on Windows" fix #59336: "(nan) BIST for `ttest` fails" this failed because betainv(...) is not available the suggestion of add a dependency on statistics package does not work, because of a conflict with statistics (it would not handle NaNs in the indended way). Therefore, functions for beta* distributions are included. 2020-07-12: Release of NaN-toolbox 3.5.0 * ttest: - support output arguments CI and STATS * fishers_exact_test: - use VPA from symbolic pkg if available; - add unit tests; - improve help 2019-11-16: Release of NaN-Tb v3.4.5 - fishers_exact_test: added - bug fixes for: #57263: [octave forge] (nan) fails to build on a system without libblas (Octave built with OpenBLAS) #57232: [octave forge] (nan) Spelling error in message of function str2array #50248: [octave forge] (nan) Spelling error in the help string of the train function #57228 "[octave forge] (nan) fails to build with undefined references in Octave 5 when LDFLAGS is set" - gscatter: fix use of argument "doleg" - address "warning: no return statement in function returning non-void" 2019-10-27: Release of NaN-Tb v3.4.3 - Makefile.* Add missing copyright/licenses - liblinear, libsvm: add license from original author - roc.m: number of data points limited to about 5000 add final data point at (1,1). 2019-09-23: Release of NaN-Tb v3.4 - quadratic classifiers: check for positive-definiteness of covariance matrix and return no classification (encoded as NaN), if not. - mad, meandev: make sure source is ascii/utf-8 compliant 2019-06-08: Release of NaN-Tb v3.3 - detrend: the 2nd output (trend) can be interpolated and should not contain NaNs. - train_sc: some supported classifiers should not be used with the short-cut for two-class problems. - xval: report also results w/o crossvaliation - ecdf: fix ylim in case data contains missing values. 2019-04-15: Release of NaN-Tb v3.2.3 - ROC is included. ROC is derived from the implementation in "biosig for octave and matlab" biosig-code/biosig4matlab/t490_EvaluationCriteria/ https://sourceforge.net/p/biosig/code/ci/master/tree/biosig4matlab/t490_EvaluationCriteria/ - load_cifar100 load_cifar10 load_mnist: loading of various machine-learning databases - kolmogorov_smirnov: Multiple two-sample Kolmogorov-Smirnov test - kstest2: wrapper for kolmogorov_smirnov - requires Octave 3.8 or later - histo2, histo3: bug fix for case when whole column contains NaNs - inst/signrank.m: add Wilcoxon signred rank test Unlike Octave's wilcoxon_test, this works also for sample sizes smaller than N=25 - corrcoef: improve documentation on one- and two- pass algorithm - histogram functions (histo.m) included - upgrade to liblinear 2.2.1 weightening of samples not supported anymore - upgrade to libsvm 3.2.3 weightening of samples not supported anymore - minor changes 2017-08-23: Release of NaN-Tb v3.1.4 - minor fixes: license text, file permissions, remove dependency on -lcholmod 2017-08-14: Release of NaN-Tb v3.1.3 - fix bug #43931: bug in help of corrcoef.m reported by: locker@vp... - fix bug #47673: build failure for ppc64 architecture reported by: Michel Normand - bug #48771 "Link against the shared library libsvm" had been fixed previously in Nov 2017 - tiedrank: increase matlab compatibility by allowing third input argument 2017-01-10: Release of NaN-tb v3.1.2 - fix build when Octave does not support openmp 2017-01-03: Release of NaN-tb v3.1.1 - add Makefile to built release 2016-11-30: Release of NaN-tb v3.1.0 - fix bug 48426: built for Octave 4.2.0 - prepare for using external libsvm and liblinear - fix typos, address compiler warnings and improve docu 2016-08-10: Release of NaN-tb v3.0.3 - tcdf: fix bug #48731 (thanks to Nir Krakauer) - coercoef: add comment on Matlab compatibiliy in help - test_fss, load_fisheriris: fix support on mingw platform (Windows) 2016-07-30: Release of NaN-tb v3.0.2 - Octave/Windows: setenv CC=gcc (fixes bug 47559) - no OpenMP for Octave/Windows and MacOSX 2015-02-26: Release of NaN-tb v3.0.1 - fixes version number two digit version number like 3.0 cannot be used in Octave-forge 2015-09-12: Release of NaN-tb v2.8.3 - ready for gcc/g++ v5 - honor environment variables CC and CXX - fix installer issue on OpenSuse - support debian hardening flags - internal improvents (in type and macro usage) - address a number of compiler warnings - bug fixes 2015-07-06: Release of NaN-tb v2.8.1 - fix nantest to avoid crashing octave 4.0.0 on windows 2015-06-24: Release of NaN-tb v2.8.0 - fix Makefile for Octave4 on windows (fixes #45363 and #44859) - check for sparse input matrices and convert to full when needed 2015-06-01: Release of NaN v.2.7.6 - improve accuracy of normcdf (bug #38170) 2015-04-23: Release of NaN v2.7.5 - fix compiler issue with __isnan - do not display diagnostic messages 2015-04-12 - upgrade to libsvm-3.12 - fix multi-threaded build (make -j) - improve some tests 2015-03-31: Release of NaN 2.7.2 - bug fix in nanstd.m - cross-compiler issues in histo_mex - fix Makefile for use with Matlab - address compatibility issue on debian/jessie - minor issues (some compiler warnings are addressed) 2015-01-24: Release of NaN 2.7.1 - support for MacOSX added (tested on Homebrew Octave) 2015-01-17: Release of NaN 2.7.0 Fix compatibility issues with core functions in Matlab and Octave - zscore: order of input output argument - mahal gives now same result than matlab - sumskipnan allows DIM argument larger than ndims - a few minor issues For changes of previous releases see: http://pub.ist.ac.at/~schloegl/matlab/NaN/CHANGELOG nan-3.6.1/PaxHeaders/Makefile0000644000000000000000000000006114140566210013013 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/Makefile0000644000175000017500000002105514140566210015421 0ustar00schloeglschloegl00000000000000## Copyright 2015-2016 Carnë Draug ## Copyright 2015-2016 Oliver Heimlich ## Copyright 2017 Julien Bect ## Copyright 2017 Olaf Till ## ## Copying and distribution of this file, with or without modification, ## are permitted in any medium without royalty provided the copyright ## notice and this notice are preserved. This file is offered as-is, ## without any warranty. ## Some basic tools (can be overriden using environment variables) SED ?= sed TAR ?= tar GREP ?= grep CUT ?= cut TR ?= tr ## Note the use of ':=' (immediate set) and not just '=' (lazy set). ## http://stackoverflow.com/a/448939/1609556 package := $(shell $(GREP) "^Name: " DESCRIPTION | $(CUT) -f2 -d" " | \ $(TR) '[:upper:]' '[:lower:]') version := $(shell $(GREP) "^Version: " DESCRIPTION | $(CUT) -f2 -d" ") ## These are the paths that will be created for the releases. target_dir := target release_dir := $(target_dir)/$(package)-$(version) release_tarball := $(target_dir)/$(package)-$(version).tar.gz html_dir := $(target_dir)/$(package)-html html_tarball := $(target_dir)/$(package)-html.tar.gz ## Using $(realpath ...) avoids problems with symlinks due to bug ## #50994 in Octaves scripts/pkg/private/install.m. But at least the ## release directory above is needed in the relative form, for 'git ## archive --format=tar --prefix=$(release_dir). real_target_dir := $(realpath .)/$(target_dir) installation_dir := $(real_target_dir)/.installation package_list := $(installation_dir)/.octave_packages install_stamp := $(installation_dir)/.install_stamp ## These can be set by environment variables which allow to easily ## test with different Octave versions. ifndef OCTAVE OCTAVE := octave endif OCTAVE := $(OCTAVE) --no-gui --silent --norc MKOCTFILE ?= mkoctfile ## Command used to set permissions before creating tarballs FIX_PERMISSIONS ?= chmod -R a+rX,u+w,go-w,ug-s ## Detect which VCS is used vcs := $(if $(wildcard .hg),hg,$(if $(wildcard .git),git,unknown)) ifeq ($(vcs),hg) release_dir_dep := .hg/dirstate endif ifeq ($(vcs),git) release_dir_dep := .git/index endif ## .PHONY indicates targets that are not filenames ## (https://www.gnu.org/software/make/manual/html_node/Phony-Targets.html) .PHONY: help ## make will display the command before runnning them. Use @command ## to not display it (makes specially sense for echo). help: @echo "Targets:" @echo " dist - Create $(release_tarball) for release." @echo " html - Create $(html_tarball) for release." @echo " release - Create both of the above and show md5sums." @echo " install - Install the package in $(installation_dir), where it is not visible in a normal Octave session." @echo " check - Execute package tests." @echo " doctest - Test the help texts with the doctest package." @echo " run - Run Octave with the package installed in $(installation_dir) in the path." @echo " clean - Remove everything made with this Makefile." ## ## Recipes for release tarballs (package + html) ## .PHONY: release dist html clean-tarballs clean-unpacked-release ## To make a release, build the distribution and html tarballs. release: dist html md5sum $(release_tarball) $(html_tarball) @echo "Upload @ https://sourceforge.net/p/octave/package-releases/new/" @echo " and note the changeset the release corresponds to" ## dist and html targets are only PHONY/alias targets to the release ## and html tarballs. dist: $(release_tarball) html: $(html_tarball) ## An implicit rule with a recipe to build the tarballs correctly. %.tar.gz: % $(TAR) -c -f - --posix -C "$(target_dir)/" "$(notdir $<)" | gzip -9n > "$@" clean-tarballs: @echo "## Cleaning release tarballs (package + html)..." -$(RM) $(release_tarball) $(html_tarball) @echo ## Create the unpacked package. ## ## Notes: ## * having ".hg/dirstate" (or ".git/index") as a prerequesite means it is ## only rebuilt if we are at a different commit. ## * the variable RM usually defaults to "rm -f" ## * having this recipe separate from the one that makes the tarball ## makes it easy to have packages in alternative formats (such as zip) ## * note that if a commands needs to be run in a specific directory, ## the command to "cd" needs to be on the same line. Each line restores ## the original working directory. $(release_dir): $(release_dir_dep) -$(RM) -r "$@" ifeq (${vcs},hg) hg archive --exclude ".hg*" --type files "$@" endif ifeq (${vcs},git) git archive --format=tar --prefix="$@/" HEAD | $(TAR) -x $(RM) "$@/.gitignore" endif ## Don't fall back to run the supposed necessary contents of ## 'bootstrap' here. Users are better off if they provide ## 'bootstrap'. Administrators, checking build reproducibility, can ## put in the missing 'bootstrap' file if they feel they know its ## necessary contents. ifneq (,$(wildcard src/bootstrap)) cd "$@/src" && ./bootstrap && $(RM) -r "autom4te.cache" endif ## Uncomment this if your src/Makefile.in has these targets for ## pre-building something for the release (e.g. documentation). # cd "$@/src" && ./configure && $(MAKE) prebuild && \ # $(MAKE) distclean && $(RM) Makefile ## ${FIX_PERMISSIONS} "$@" run_in_place = $(OCTAVE) --eval ' pkg ("local_list", "$(package_list)"); ' \ --eval ' pkg ("load", "$(package)"); ' html_options = --eval 'options = get_html_options ("octave-forge");' ## Uncomment this for package documentation. # html_options = --eval 'options = get_html_options ("octave-forge");' \ # --eval 'options.package_doc = "$(package).texi";' $(html_dir): $(install_stamp) $(RM) -r "$@"; $(run_in_place) \ --eval ' pkg load generate_html; ' \ $(html_options) \ --eval ' generate_package_html ("$(package)", "$@", options); '; $(FIX_PERMISSIONS) "$@"; clean-unpacked-release: @echo "## Cleaning unpacked release tarballs (package + html)..." -$(RM) -r $(release_dir) $(html_dir) @echo ## ## Recipes for installing the package. ## .PHONY: install clean-install octave_install_commands = \ ' llist_path = pkg ("local_list"); \ mkdir ("$(installation_dir)"); \ load (llist_path); \ local_packages(cellfun (@ (x) strcmp ("$(package)", x.name), local_packages)) = []; \ save ("$(package_list)", "local_packages"); \ pkg ("local_list", "$(package_list)"); \ pkg ("prefix", "$(installation_dir)", "$(installation_dir)"); \ pkg ("install", "-local", "-verbose", "$(release_tarball)"); ' ## Install unconditionally. Maybe useful for testing installation with ## different versions of Octave. install: $(release_tarball) @echo "Installing package under $(installation_dir) ..." $(OCTAVE) --eval $(octave_install_commands) touch $(install_stamp) ## Install only if installation (under target/...) is not current. $(install_stamp): $(release_tarball) @echo "Installing package under $(installation_dir) ..." $(OCTAVE) --eval $(octave_install_commands) touch $(install_stamp) clean-install: @echo "## Cleaning installation under $(installation_dir) ..." -$(RM) -r $(installation_dir) @echo ## ## Recipes for testing purposes ## .PHONY: run doctest check ## Start an Octave session with the package directories on the path for ## interactice test of development sources. run: $(install_stamp) $(run_in_place) --persist ## Test example blocks in the documentation. Needs doctest package ## https://octave.sourceforge.io/doctest/index.html doctest: $(install_stamp) $(run_in_place) --eval 'pkg load doctest;' \ --eval "targets = '$(shell (ls inst; ls src | $(GREP) .oct) | $(CUT) -f2 -d@ | $(CUT) -f1 -d.)';" \ --eval "targets = strsplit (targets, ' '); doctest (targets);" ## Test package. octave_test_commands = \ ' dirs = {"inst", "src"}; \ dirs(cellfun (@ (x) isempty (a = stat (x)) || ! S_ISDIR (a.mode), dirs)) = []; \ if (isempty (dirs)) error ("no \"inst\" or \"src\" directory"); exit (1); \ else \ dirs = \ cellfun (@ (x) canonicalize_file_name (x), dirs, "UniformOutput", false); \ __run_test_suite__ (dirs, {}); \ endif ' ## the following works, too, but provides no overall summary output as ## __run_test_suite__ does: ## ## else cellfun (@runtests, horzcat (cellfun (@ (dir) ostrsplit (([~, dirs] = system (sprintf ("find %s -type d", dir))), "\n\r", true), dirs, "UniformOutput", false){:})); endif ' check: $(install_stamp) $(run_in_place) --eval $(octave_test_commands) ## ## CLEAN ## .PHONY: clean clean: clean-tarballs clean-unpacked-release clean-install @echo "## Removing target directory (if empty)..." -rmdir $(target_dir) @echo @echo "## Cleaning done" @echo nan-3.6.1/PaxHeaders/DESCRIPTION0000644000000000000000000000006114140566210013061 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/DESCRIPTION0000644000175000017500000000052214140566210015463 0ustar00schloeglschloegl00000000000000Name: NaN Version: 3.6.1 Date: 2021-11-03 Author: Alois Schlögl Maintainer: Alois Schlögl Title: The NaN-toolbox Description: A statistics and machine learning toolbox for data with and w/o missing values Depends: octave (>= 4.4.1) License: GPLv3+ Url: http://pub.ist.ac.at/~schloegl/matlab/NaN Autoload: no nan-3.6.1/PaxHeaders/doc0000644000000000000000000000013014140566461012050 xustar0030 mtime=1635970353.296211155 29 atime=1635970353.35621127 29 ctime=1635970353.35621127 nan-3.6.1/doc/0000755000175000017500000000000014140566461014533 5ustar00schloeglschloegl00000000000000nan-3.6.1/doc/PaxHeaders/README.TXT0000644000000000000000000000006114140566210013456 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/doc/README.TXT0000644000175000017500000002763314140566210016074 0ustar00schloeglschloegl00000000000000NaN-Tb: A statistics toolbox ------------------------------------------------------------ Copyright (C) 2000-2021 Alois Schlögl FEATURES of the NaN-tb: ----------------------- - statistical toolbox - machine learning and classification toolbox - NaN's are treated as missing values - supports weightening of data - usage of multiple CPU cores - supports DIM argument - less round-off errors using extended double - less but more powerful functions (no nan-FUN needed) - supports unbiased estimation - fixes known bugs - compatible with Matlab and Octave - easy to use - The toolbox is tested with Octave 4.4+ and Matlab 7.x Currently are implemented: -------------------------- level 1: basic functions (not derived) SUMSKIPNAN SUM is a built-in function and cannot not be replaced, For this reason, a different name (than SUM) had to be chosen. SUMSKIPNAN is central, it implements skipping NaN's, the DIM-argument and returns the number of valid elements, too. COVM covariance estimation (several modes) Round-off errors avoided by using internally extended accuracy CUMSUMSKIPNAN Cumulative sum, skipping NaN's DECOVM decomposes the extended covarianced matrix into mean and cov XCOVF cross-correlation function FLAG_NANS_OCCURED returns 0 if no NaN's appeared in the input data of the last call to one of the following functions, and 1 otherwise: sumskipnan, covm, center, cor, coefficient of variation, corrcoef, geomean, harmmean, kurtosis, mad, mean, meandev, meansq, moment, nanmean, nanstd, nansum, rms, sem, skewness, statistic, std, var FLAG_IMPLICIT_SKIP_NAN can be used to turn off and on the NaN-skipping behaviour. This can be useful for debugging or for compatibility reasons. FLAG_ACCURACY_LEVEL can be used to increase the accuracy of summations (sumskipnan and covm) at the cost of speed. LOAD_FISHERIRIS loads famous fisher iris data set STR2ARRAY convert string to array - useful to extract numeric data from delimiter files XPTOPEN read and write SAS Transport Format (XPT); reads ARFF and STATA files The following functions are experimental, not all effects of missing values are fully understood. E.g. Missing values can cause aliasing, also effects on bandpass und highpass filters need to be investigated. NANCONV convolution NANCONV2 2-dimensional convolution NANFILTER filter function NANFFT Fourier transform level 2a: derived functions MEAN mean (options: arithmetic, geometric, harmonic) VAR variance STD standard deviation MEDIAN median (currently only for 2-dim matrices) SEM standard error of the mean (does not depend on distribution) TRIMMEAN trimmed mean medAbsDev median absolute deviation MEANSQ mean square RMS root mean square STATISTIC estimates various statistics at once MOMENT moment SKEWNESS skewness KURTOSIS excess * IQR interquartile range MAD mean absolute deviation * RANGE range (max-min) CENTER removes mean ZSCORE normalizes x to zero mean and variance 1 (z = (x-mean)/std) zScoreMedian non-parametric z-score, normalizes is to zero median and 1/(1.483*median absolute deviation) HARMMEAN harmonic mean GEOMEAN geometric mean NANTEST checks whether all functions have been replaced DETREND detrending of data with missing values and non-equidistant sampled data COR correlation matrix COV covariance matrix CORRCOEF correlation coefficient, including rank correlation, significance test and confidence intervals SPEARMAN, RANKCORR spearman's rank correlation coefficient. They might be replaced by CORRCOEF. PARTCORRCOEF partial correlation coefficient RANKS calculates ranks for non-parametric statistics TIEDRANK similar to RANKS, used for compatibility reasons QUANTILE q-th quantile PRCTILE,PERCENTILE p-th percentile TRIMEAN trimean BLAND_ALTMANN Bland-Altmann plot ECDF empirical cumulative distribution function CDFPLOT plot empirical cumulative distribution function GSCATTER scatter plot of grouped data NORMPDF normal probability distribution NORMCDF normal cumulative distribution NORMINV inverse of the normal cumulative distribution TPDF student probability distribution TCDF student cumulative distribution TINV inverse of the student cumulative distribution NANSUM, NANSTD fixes for buggy versions included TTEST paired t-test TTEST2 (unpaired) t-test SIGNRANK Wilcoxon's signed-rank test level 2b: classification, cross-validation TRAIN_SC train classifier TEST_SC test classifier CLASSIFY classify data (no cross validation) XVAL classify data with cross validation KAPPA performance evaluation TRAIN_LDA_SPARSE utility function FSS feature subset selection and feature ranking CAT2BIN converts categorical to binary data SVMTRAIN_MEX libSVM-training algorithm ROW_COL_DELETION heuristic to select rows and columns to remove missing values REFERENCE(S): ---------------------------------- [1] http://www.itl.nist.gov/ [2] http://mathworld.wolfram.com/ What is the difference to previous implementations? =================================================== 1) The default behavior of previous implementations is that NaNs in the input data results in NaNs in the output data. In many applications this behavior is not what you want. In this implementation, NaNs are handled as missing values and are skipped. 2) In previous implementations the workaround was using different functions like NANSUM, NANMEAN etc. In this toolbox, the same routines can be applied to data with and without NaNs. This enables more natural (better read- and understandable) applications. 3) SUMSKIPNAN is central to the other functions. It implements - the DIMENSION-argument, - handles NaNs as missing values or as exception signal (depending on a hidden FLAG), - and returns the number of valid elements (which are not NaNs) in the second output argument. (Note, NANSUM from Matlab does not support the DIM-argument, and NANSUM(NaN) gives NaN instead of 0); 4) [obsolete] 5) The DIMENSION argument is implemented in most routines. These should work in all Matlab and Octave versions. A workaround for a bug in Octave versions <=2.1.35 is implemented. Also several functions from Matlab have no support for the DIM argument (e.g. SKEWNESS, KURTOSIS, VAR) 6) Compatible to previous Octave implementation MEAN implements also the GEOMETRIC and HARMONIC mean. Handling of some special cases has been removed because its not necessary, anymore. MOMENT implements Mode 'ac' (absolute and/or central) moment as implemented in Octave. 7) Performance increase In most numerical applications, NaN's should be simply skipped. Therefore, it is efficient to skip NaN's in the default case. In case an explicit check for NaN's is necessary, implicit exception handling could be avoided. Eventually the overall performance could increase. 8) More readable code An explicit check for NaN's display the importance of this special case. Therefore, the application program might be more readable. 9) ZSCORE, MAD, HARMMEAN and GEOMEAN DIM-argument and skipping of NaN's implemented. None of these features is implemented in the Matlab versions. 10a) NANMEAN, NANVAR, NANMEDIAN These are not necessary anymore. They are implemented in SUMSKIPNAN, MEAN, VAR, STD and MEDIAN, respectively. 10b) NANSUM, NANSTD These functions are obsolete, too. However, previous implementations do not always provide the expected result. Therefore, a correct version is included for backward compatibility. 11) GPL license Permits to implement useful modifications. 12) NORMPDF, NORMCDF, NORMINV In the Matlab statistics toolbox V 3.0, NORMPDF, NORMCDF and NORMINV gave incorrect results for SIGMA=0; A similar problem was observed in Octave with NORMAL_INV, NORMAL_PDF, and NORMALCDF. The problem is fixed with this version. Furthermore, the check of the input arguments is implemented simpler and easier in this versions. 13) TPDF, TCDF, TINV In the Matlab statistics toolbox V3.0(12.1) and V4.0(13), TCDF and TINV do not handle NaNs correctly. TINV returns 0 instead of NaN, TCDF stops with an error message. In Stats-tb V2.2(R11) TINV has also the same problem. For these reasons, the NaN-tb is a bug fix. Furthermore, the check of the input arguments is implemented simpler. Overall, the code becomes cleaner and leaner. 14) NANCONV, NANCONV2, NANFFT, NANFILTER, NANFILTER1UC are signal processing functions for graceful handling of data with missing values. These functions are very experimental, because the behavior in case of data with missing values is not fully investigated. E.g. missing values can cause aliasing, and also the behavior of bandpass and highpass filters is not sufficiently investigated. Therefore, these functions should be used with care. Q: WHY SKIPPING NaN's?: ------------------------ A: Usually, NaN means that the value is not available. This meaning is most common, even many different reasons might cause NaN's. In statistics, NaN's represent missing values, in biosignal processing such missing values might have been caused by some recording error. Other reasons for NaN's are, undetermined expressions like e.g. 0/0, inf-inf, data not available, unknown value, not a numeric value, etc. If NaN has the meaning of a missing value, it is only consequent to say, the sum of NaN's should be zero. Similar arguments hold for the other functions. The mean of X is undefined if and only if X contains no numbers. The implementation sum(X)/sum(~isnan(X)) gives 0/0=NaN, which is the desired result. The variance of X is undefined if and only if X contains less than 2 numbers. In most numerical applications, NaN's should be simply skipped. Therefore, it is efficient to skip NaN's in the default case. In the other cases, the NaN's can still be checked explicitly. This could eventually result in a more readable code and in improved performance, too. Q: What if I need to check for NaN's: ------------------------------------- A: You can always check whether there were some skipped NaN's in your data with the command FLAG_NANS_OCCURED(). m = mean(x); if flag_nans_occured() % do your error handling, e.g. error('there were NaN's in x, ignore m'); end; Its also easy to control the granularity of the checks flag_nans_occured(); % reset flag % do any statistical analysis you want if flag_nans_occured() % check, whether some NaN's occured. end; Installing the NaN-tb for Octave and Matlab: -------------------------------------------- a) Extract files and save them in /your/directory/structure/to/NaN/ b) Include the path with one of the following commands: addpath('/your/directory/structure/to/NaN/') path('/your/directory/structure/to/NaN/',path) Make sure the functions in the NaN-toolbox are found before the default functions. c) run NANINSTTEST This checks whether the installation was successful. d) Compile mex files: This is useful to improve speed, and is required if you used weighted samples. Check if precompiled binaries are provided. If your platform is not supported, compile the C-Mex-functions using "make". Run NANINSTTEST again to check the stability of the compiled SUMSKIPNAN. Copyright (C) 2000-2021 by Alois Schlögl http://pub.ist.ac.at/~schloegl/matlab/NaN/ LICENSE: This program 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 program 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 this program; if not, see . nan-3.6.1/doc/PaxHeaders/INSTALL0000644000000000000000000000006114140566210013151 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/doc/INSTALL0000644000175000017500000000463314140566210015562 0ustar00schloeglschloegl00000000000000 Installing the NaN-tb for Octave and Matlab: -------------------------------------------- a) Extract files and save them in /your/directory/structure/to/NaN/ b) Include the path with one of the following commands: HOME = getenv('HOME'); % if needed, change path to /your/directory/structure/to/ addpath([HOME,'/NaN/') addpath([HOME,'/NaN/inst') addpath([HOME,'/NaN/src') Make sure the functions in the NaN-toolbox are found before the default functions. The NaN-toolbox contains some functions like mean, var, std, cor, cov, and corrcoef which work equivalently than the orginal function - the only exception is that missing values (NaN) are skipped. [You can turn off that behavior by settting flag_implicit_skip_nan(0) ]. Alternatively, You can avoid this by including the directories at the end of the path addpath([HOME,'/NaN/','-end') addpath([HOME,'/NaN/inst','-end') addpath([HOME,'/NaN/src','-end') c) The use of mex-files is recommended for using the full capabilities of the NaN-toolbox. Without the mex-files, SVN- and Liblinear classifiers are not available, and in some cases slower m-functions are used. Setup your mex compiler using GCC, the GNU Compiler Collection (or some derivative like MinGW) >> mex -setup Run MAKE from the directory .../NaN/src/ Compiling the mex-files is well tested on Linux, but might not work completely on other platforms. Specifically, on Windows you need to setup gnumex and gcc (typically mingw or cygwin). (covm_mex and sumskipnan_mex are strongly recommended for performance reasons, train.mex and svmtrain_mex are needed when using support vector machines) Precompiled binaries are provided for 32bit Windows with Matlab 7.x (tested with 7.1 and 7.6). Please note, for Matlab 7.2 or earlier, the pre-compiled mex-files need to be renamed to *.dll; Maybe a *.lnk file with the extension *.dll will also do. d) run "naninsttest" from the Octave/Matlab command line prompt >> naninsttest In case of success, You should see the following message: >> naninsttest NANINSTTEST successful - your NaN-tools are correctly installed This checks whether the installation was successful. ----------------------- $Id$ Copyright (c) 2000-2003,2005,2006,2009,2010,2011,2014 by Alois Schloegl This is part of the NaN-toolbox http://pub.ist.ac.at/~schloegl/matlab/NaN/ nan-3.6.1/PaxHeaders/INDEX0000644000000000000000000000006114140566210012145 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/INDEX0000644000175000017500000000152514140566210014553 0ustar00schloeglschloegl00000000000000nan >> A statistics and machine learning toolbox A statistics and machine learning toolbox for data with and w/o missing values coefficient_of_variation geomean meansq skewness covm cor cov corrcoef harmmean median statistic detrend kurtosis moment std mad naninsttest nantest nansum nanstd nanconv nanfft nanfilter nanfilter1uc normpdf normcdf norminv meandev percentile quantile rankcorr ranks rms sumskipnan var mean sem spearman trimean tpdf tcdf tinv zscore flag_implicit_significance xcovf train_sc test_sc xval classify train_lda_sparse decovm gscatter mahal cdfplot hist2res fss cat2bin ttest ttest2 xptopen bland_altman cumsumskipnan range signrank histo histo2 histo3 histo4 kolmogorov_smirnov kstest2 roc kappa load_cifar100 load_cifar10 load_mnist fishers_exact_test betapdf betacdf betainv gini lmom corrplot knnsearch nan-3.6.1/PaxHeaders/test0000644000000000000000000000012714140566461012270 xustar0029 mtime=1635970353.34021124 29 atime=1635970353.35621127 29 ctime=1635970353.35621127 nan-3.6.1/test/0000755000175000017500000000000014140566461014745 5ustar00schloeglschloegl00000000000000nan-3.6.1/test/PaxHeaders/test_xval.m0000644000000000000000000000006114140566210014521 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_xval.m0000644000175000017500000000422414140566210017126 0ustar00schloeglschloegl00000000000000% test_classifier; % $Id$ % Copyright (C) 2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if 1, clear N=100; % number of samples M=10; % number of features classifier = {'SVM:LIB', 'REG', 'MDA', 'MD2', 'QDA', 'QDA2', 'LD2', 'LD3', 'LD4','LD5', 'LD6', 'NBC', 'aNBC', 'WienerHopf', 'LDA/GSVD', 'MDA/GSVD', 'LDA/sparse', 'MDA/sparse', 'PLA', 'LMS', 'LDA/DELETION', 'MDA/DELETION', 'NBC/DELETION', 'RDA/DELETION', 'REG/DELETION', 'RDA', 'GDBC', 'SVM', 'RBF', 'PSVM', 'SVM11', 'SVM:LIN4', 'SVM:LIN0', 'SVM:LIN1', 'SVM:LIN2', 'SVM:LIN3', 'SVM:LIN5', 'SVM:LIN6', 'SVM:LIN7', 'SVM:LIN11', 'SVM:LIN12', 'SVM:LIN13', 'WINNOW' }; x = randn(N,M); % data c = ([1:N]'>(N/2))+1; % classlabel %w = [ones(1,N/2)/5,ones(1,N/10),zeros(1,4*N/10)]; w = []; % no weightening x = randn(N,M); x = x+c*ones(1,M); if 1, %x(2:2:N/2,2) = NaN; x(2:2:N,2) = NaN; x(3,2:2:end) = NaN; end; end; for k = 1:length(classifier); try, [R{k},CC{k}] = xval(x, {c,w}, classifier{k}); fprintf(1,'%8s\t%i\t%5.2f\t%5.2f+-%5.2f\n',classifier{k},sum(R{k}.data(:)),R{k}.ACC*100,R{k}.kappa,R{k}.kappa_se); save -v6 debug.mat catch, R{k} = []; end; end; for k = 1:length(R) if isempty(R{k}) fprintf(1,'%8s \t failed\n',classifier{k}); else fprintf(1,'%8s\t%i\t%5.2f\t%5.2f+-%5.2f\n',classifier{k},sum(R{k}.data(:)),R{k}.ACC*100,R{k}.kappa,R{k}.kappa_se); end; end nan-3.6.1/test/PaxHeaders/test_perf_skipnan.m0000644000000000000000000000006114140566210016226 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_perf_skipnan.m0000644000175000017500000000342014140566210020630 0ustar00schloeglschloegl00000000000000 %% TEST_PERF_NANTB % Copyright (C) 2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 % USA %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Performance %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % SUMSKIPNAN_MEX with and w/o OpenMP %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% Generate Test data y = randn(4e5,32); flag=0; N = 10; % repeat the tests 10 times t1=repmat(N,2); t2=repmat(N,2); for k=1:N; tic;t=cputime(); [s,n]=sumskipnan_mex(y,1); t1(k,1)=cputime()-t; t1(k,2)=toc; tic;t=cputime(); [c,n]=covm_mex(y,[],flag); t2(k,1)=cputime()-t; t2(k,2)=toc; end; [[t1,t2];mean([t1,t2]);std([t1,t2])] exp(-diff(log([mean(t1)',mean(t2)']))) nan-3.6.1/test/PaxHeaders/test_str2array.csv0000644000000000000000000000006114140566210016037 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_str2array.csv0000644000175000017500000000041214140566210020437 0ustar00schloeglschloegl00000000000000"remarks";"id";"type";"first";"last";"excluding";"list";"timestamp" ;"JK130515a";1;8;9;;"[8:9]"; ;"JK130612b";1;3;4;;"[3:4]"; ;"JK130925b";1;3;4;;"[3:4]"; ;"JK131004b";1;3;4;;"[3:4]"; ;"JK131010a";1;9;10;;"[9:10]"; ;;;;;;; ;;;;;;; "cell type: 1=CA1";;;;;;; nan-3.6.1/test/PaxHeaders/test_xptopen.m0000644000000000000000000000006114140566210015244 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_xptopen.m0000644000175000017500000000403514140566210017651 0ustar00schloeglschloegl00000000000000% TEST_XPTOPEN tests XPTOPEN % $Id$ % Copyright (C) 2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://biosig-consulting.com/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. %x.c = [-1000,-2,-1,0,1,2,NaN,10,100,1000,10000,1e6,1e7,1e8]'; %y.Y = [1,2,NaN,1]'+10; if 1, X.a = [-2,-0,NaN,10,444,-pi]';%,100,1000,10000,1e6,1e7,1e8]'; X.d = [1,2,NaN,1,Inf,-Inf]'+10; X.b = {'a','B',' ','*','Z','zzz'}'; fn = 'test.xpt'; Y = xptopen(fn,'w',X) Z = xptopen(fn,'r') end; fn = {'buy','humid','prdsale'}; for k1 = 1:length(fn); X = xptopen(fn{k1},'r'); xptopen([fn{k1},'.xpt'],'w',X); f = fieldnames(X); fid = fopen([fn{k1},'.csv'],'w'); for k1=1:length(f) if k1>1, fprintf(fid,';'); end; fprintf(fid,'%s',f{k1}); end; fprintf(fid,'\n'); for k2=1:length(X.(f{1})); for k1=1:length(f) if k1>1, fprintf(fid,';'); end; v = X.(f{k1})(k2); if isnumeric(v) if strcmp(f{k1},'DATE'), fprintf(fid,'%s',datestr(v + datenum([1960,1,1]),1)); elseif strcmp(f{k1},'MONTH'), fprintf(fid,'%s',datestr(v + datenum([1960,1,1]),3)); elseif v==ceil(v), fprintf(fid,'%i',v); else fprintf(fid,'%f',v); end elseif iscell(v) && ischar(v{1}) fprintf(fid,'%s',v{1}); else fprintf(fid,'--'); end; end; fprintf(fid,'\n'); end; fclose(fid); end; nan-3.6.1/test/PaxHeaders/test_train_sc.m0000644000000000000000000000006114140566210015351 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_train_sc.m0000644000175000017500000000451514140566210017761 0ustar00schloeglschloegl00000000000000% Test train_sc and test_sc, weighted samples % $Id$ % Copyright (C) 2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. clear classifier= {'REG','REG2','MDA','MD2','QDA','QDA2','LD2','LD3','LD4','LD5','LD6','NBC','aNBC','WienerHopf','PLA', 'LMS','LDA/DELETION','MDA/DELETION','NBC/DELETION','RDA/DELETION','RDA','GDBC','SVM','RBF'};% 'LDA/GSVD','MDA/GSVD', 'LDA/GSVD','MDA/GSVD', 'LDA/sparse','MDA/sparse', N=1e2; c=[1:N]'*2>N; W3 = [ones(1,N/2)/5,ones(1,N/10)]; for l=1:length(classifier), fprintf(1,'%s\n',classifier{l}); for k=1:10, x=randn(N,2); x=x+[c,c]; ix = 1:0.6*N; try, CC = train_sc(x(ix,:),c(ix)+1,classifier{l}); R1 = test_sc(CC,x,[],c+1); CC = train_sc(x,c+1,classifier{l}); R2 = test_sc(CC,x,[],c+1); CC = train_sc(x(ix,:),c(ix)+1,classifier{l},W3); R3 = test_sc(CC,x,[],c+1); acc1(k,l)=[R1.ACC]; kap1(k,l)=[R1.kappa]; acc2(k,l)=[R2.ACC]; kap2(k,l)=[R2.kappa]; acc3(k,l)=[R3.ACC]; kap3(k,l)=[R3.kappa]; end; end; end; [se,m]=sem(acc1);m [se,m]=sem(acc2);m [se,m]=sem(acc3);m %[diff(m),diff(m)/sqrt(sum(se.^2))] %[se,m]=sem(kap);[diff(m),diff(m)/sqrt(sum(se.^2))] %These are tests to compare varios classiers return N=1e2; c=[1:N]'*2>N; for k=1:1000,k x=randn(N,2); x=x+[c,c]; ix = 1:0.6*N; [R1,CC]=xval(x(ix,:),c(ix)+1,'REG'); [R2,CC]=xval(x,c+1,'REG'); [R3,CC]=xval(x(ix,:),c(ix)+1,'LDA'); [R4,CC]=xval(x,c+1,'LDA'); acc(k,1:4)=[R1.ACC,R2.ACC,R3.ACC,R4.ACC]; kap(k,1:4)=[R1.kappa,R2.kappa,R3.kappa,R4.kappa]; end; [se,m]=sem(acc),%[diff(m),diff(m)/sqrt(sum(se.^2))] %[se,m]=sem(kap);[diff(m),diff(m)/sqrt(sum(se.^2))] nan-3.6.1/test/PaxHeaders/test_classify.m0000644000000000000000000000006114140566210015364 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_classify.m0000644000175000017500000000320014140566210017762 0ustar00schloeglschloegl00000000000000% TEST_CLASSIFY tests and compares NaN/CLASSIFY.M with the matlab version of CLASSIFY % Copyright (C) 2009,2010,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. clear load_fisheriris SL = meas(51:end,1); SW = meas(51:end,2); group = species(51:end); h1 = gscatter(SL,SW,group,'rb','v^',[],'off'); set(h1,'LineWidth',2) legend('Fisher versicolor','Fisher virginica','Location','northwest') [X,Y] = meshgrid(linspace(4.5,8),linspace(2,4)); X = X(:); Y = Y(:); classifiers={'linear','quadratic','diagLinear','diagQuadratic','mahalanobis'}; p = which('train_sc.m'); p = fileparts(p); rmpath(p); for k=1:length(classifiers) [C1,err(1,k),P1,logp1,coeff1] = classify([X Y],[SL SW],group,classifiers{k}); end; addpath(p); for k=1:length(classifiers) [C2,err(2,k),P2,logp2,coeff2] = classify([X Y],[SL SW],group,classifiers{k}); end; nan-3.6.1/test/PaxHeaders/test_str2array.m0000644000000000000000000000006114140566210015500 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_str2array.m0000644000175000017500000000031514140566210020102 0ustar00schloeglschloegl00000000000000fid = fopen('test_str2array.csv','r'); %% corrected directory if fid<0, return; end; s = fread(fid,[1,inf],'uint8=>char'); fclose(fid); s(s==10)=[]; [n,v,c]=str2array(s,[';',char(9)],char([10,13])) nan-3.6.1/test/PaxHeaders/test_fss.m0000644000000000000000000000006114140566210014342 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_fss.m0000644000175000017500000000515514140566210016753 0ustar00schloeglschloegl00000000000000% TEST_FSS test of fss.m % Copyright (C) 2009,2010,2016 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if 1, clear if ~exist('ue6.mat','file') if strncmp(computer,'PCWIN',5) fprintf(1,'Download http://pub.ist.ac.at/~schloegl/LV/SMBS/UE6/ue6.mat and save in local directory %s\nPress any key to continue ...\n',pwd); pause; else system('wget http://pub.ist.ac.at/~schloegl/LV/SMBS/UE6/ue6.mat'); end; end load ue6; N = 10; % select N highest ranked features [ix,score] = fss(data, C, N); end; classifier= {'REG','MDA','MD2','QDA','QDA2','LD2','LD3','LD4','LD5','LD6','NBC','aNBC','WienerHopf','LDA/GSVD','MDA/GSVD', 'LDA/sparse','MDA/sparse', 'PLA', 'LMS','LDA/DELETION','MDA/DELETION','NBC/DELETION','RDA/DELETION','REG/DELETION','RDA','GDBC','SVM','PSVM','SVM11','SVM:LIN4','SVM:LIN0','SVM:LIN1','SVM:LIN2','SVM:LIN3'};%,'RBF' %% compute cross-validated result; for k=1:N [R1{k},CC1{k}]=xval(data(:,ix(1:k)),C); end; for k=1:length(classifier), fprintf(1,'%i:\t%s\n',k,classifier{k}); [R2{k},CC2{k}]=xval(data(:,ix(1:5)),C,classifier{k}); end; fprintf(1,'#\tFeature\tN\tACC [%%]\tKappa+-se\t I [bit]\n'); R=R1; for k=1:length(R); n(k)=sum(R{k}.data(:)); ACC(k)=R{k}.ACC; KAP(k)=R{k}.kappa; KAP_Se(k)=R{k}.kappa_se; MI(k)=R{k}.MI; fprintf(1,'%3i:\t%4i\t%i\t%5.2f\t%5.2f+-%5.2f\t%4.2f\n',k,ix(k),n(k),ACC(k),KAP(k),KAP_Se(k),MI(k)); end R=R2; for k=1:length(R); n(k)=sum(R{k}.data(:)); ACC(k)=R{k}.ACC; KAP(k)=R{k}.kappa; KAP_Se(k)=R{k}.kappa_se; MI(k)=R{k}.MI; fprintf(1,'%3i:\t%8s\t%i\t%5.2f\t%5.2f+-%5.2f\t%4.2f\n',k,classifier{k},n(k),ACC(k),KAP(k),KAP_Se(k),MI(k)); end %% display plot(ACC*100,'x'); set(gca,'YLim',[0,100]) ylabel('Accuracy [%]') title('selection of N out of 2540 features') nan-3.6.1/test/PaxHeaders/test_mex_accuracy.m0000644000000000000000000000006114140566210016212 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/test/test_mex_accuracy.m0000644000175000017500000000630114140566210020615 0ustar00schloeglschloegl00000000000000% TEST_MEX_ACCURACY evaluates the accuracy and speed of % different accuracy levels in SUMSKIPNAN_MEX and COVM_MEX % % see also: FLAG_ACCURACY_LEVEL, SUMSKIPNAN_MEX, COVM_MEX % % Reference: % [1] David Goldberg, % What Every Computer Scientist Should Know About Floating-Point Arithmetic % ACM Computing Surveys, Vol 23, No 1, March 1991. % Copyright (C) 2009,2010,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA clear flag=0; N = 1e7; x=randn(N,10)+1e6; level = flag_accuracy_level; %% backup original level flag_accuracy_level(0); tic,t=cputime();[cc0,nn0]=covm_mex(x,[],flag);t0=[cputime-t,toc]; flag_accuracy_level(1); tic,t=cputime();[cc1,nn1]=covm_mex(x,[],flag);t1=[cputime-t,toc]; flag_accuracy_level(2); tic,t=cputime();[cc2,nn2]=covm_mex(x,[],flag);t2=[cputime-t,toc]; flag_accuracy_level(3); tic,t=cputime();[cc3,nn3]=covm_mex(x,[],flag);t3=[cputime-t,toc]; tic,t=cputime();cc4=x'*x;nn4=size(x,1);t4=[cputime-t,toc]; flag_accuracy_level(0); tic,t=cputime();[c0,n0]=sumskipnan_mex(x,1,flag);t0s=[cputime-t,toc]; flag_accuracy_level(1); tic,t=cputime();[c1,n1]=sumskipnan_mex(x,1,flag);t1s=[cputime-t,toc]; flag_accuracy_level(2); tic,t=cputime();[c2,n2]=sumskipnan_mex(x,1,flag);t2s=[cputime-t,toc]; flag_accuracy_level(3); tic,t=cputime();[c3,n3]=sumskipnan_mex(x,1,flag);t3s=[cputime-t,toc]; tic,t=cputime();c4=sum(x,1);n4=size(x,1);t4s=[cputime-t,toc]; flag_accuracy_level(level); %% restore original level cc = {cc0,cc1,cc2,cc3}; c = {c0,c1,c2,c3}; tt = [t0;t1;t2;t3;t4]; t = [t0s;t1s;t2s;t3s;t4s]; [status, host] = system ('hostname'); fprintf('hostname: %s\n',host); fprintf('Sum squared differences between accuracy levels:\n'); fprintf('Level:\t|(0) naive-dou\t|(1) naive-ext\t|(2) kahan-dou \t| (3) kahan-ext\n') fprintf('error:\t|N*2^-52\t|N*2^-64\t| 2^-52 \t| 2^-64\n') fprintf('COVM_MEX:\ntime:\t|%f\t|%f\t| %f \t| %f \t| %f',tt(:,2)) fprintf('\nntime:\t|%f\t|%f\t| %f \t| %f ',tt(1:4,2)./tt(5,2)) for K1=1:4, fprintf('\n(%i)\t',K1-1); for K2=1:4, EE(K1,K2)=sum(sum((cc{K1}-cc{K2}).^2)); E(K1,K2) =sum(sum((c{K1}-c{K2}).^2)); fprintf('|%8g\t',EE(K1,K2)/nn1(1)); end; end; fprintf('\nSUMSKIPNAN_MEX:\n') fprintf('time:\t|%f\t|%f\t| %f \t| %f \t| %f',t(:,2)) fprintf('\nntime:\t|%f\t|%f\t| %f \t| %f ',t(1:4,2)./t(5,2)) for K1=1:4, fprintf('\n(%i)\t',K1-1); for K2=1:4, fprintf('|%8g\t',E(K1,K2)/n1(1)); end; end; fprintf('\n'); nan-3.6.1/PaxHeaders/inst0000644000000000000000000000013014140566461012260 xustar0030 mtime=1635970353.324211209 29 atime=1635970353.35621127 29 ctime=1635970353.35621127 nan-3.6.1/inst/0000755000175000017500000000000014140566461014743 5ustar00schloeglschloegl00000000000000nan-3.6.1/inst/PaxHeaders/signrank.m0000644000000000000000000000006114140566210014322 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/signrank.m0000644000175000017500000001737014140566210016735 0ustar00schloeglschloegl00000000000000function [pval, h, stats] = signrank (x, m, alpha, tail, DIM) % SIGNRANK - Wilcoxon signed-rank test % The Wilcoxon signed-rank test is a non-parametric statistical hypothesis % test used to compare two related samples whether their population median % ranks differ [1-4]. SIGNRANK treads NaNs as "Missing values" and ignores these. % The current implementation has been validated against wilcox.test of R (v4.0.4). % % pval = signrank(X,m [, ...]) % tests Null-hypothesis that median of x is m. % size(m,DIM) must be one, all other dimensions must match those of X % pval = signrank(x,y [, ...]) % size of x and size of y must match, it is tested whether the % difference x-y is significantly different to m=0; % pval = signrank(x,y,alpha) % pval = signrank(x,y,alpha,tail) % pval = signrank(x,y,alpha,tail,DIM) % [pval,H,stats] = signrank(...) % % H=1 indicates a rejection of the Null-hypothesis at a significance % level of alpha (default alpha = 0.05). % % With the optional argument string TAIL, the alternative of interest % can be selected. If TAIL is '!=' or '<>' or 'both', the null is tested % against the two-sided Alternative `mean (X) ~= mean (Y)'. If TAIL % is '>' or 'right', the one-sided Alternative `mean (X) > mean (Y)' is used. % Similarly for '<' or 'left', the one-sided Alternative `mean (X) < mean % (Y)' is used. The default is the two-sided case. % % H returns whether the Null-Hypotheses must be rejected. % The p-value of the test is returned in PVAL. % % signrank works on the first non-singleton dimension of X and Y, or on DIM. % % If no output argument is given, the p-value of the test is % displayed. % % Reference(s): % [1] Glenn A Walker, (2002) % Common Statistical Methods for Clinical Research (with SAS examples), 2nd edition % Chapter 12 The Wilcoxon Signed-Rank Test. % [2] https://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test % [3] https://math.stackexchange.com/questions/1414794/wilcoxon-signed-rank-test % [4] https://de.wikipedia.org/wiki/Wilcoxon-Vorzeichen-Rang-Test % Copyright (C) 2010,2019,2021 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . if ((nargin < 2) || (nargin > 5) || nargout > 4) print_usage ; end if (nargin == 2) alt = '~='; end if (nargin < 3) || isempty(alpha) alpha = .05; end if (nargin < 4) || isempty(tail) tail = '~='; end if (~isnumeric(alpha)) error ('signrank: alpha must be numeric'); end if (~ischar(tail)) error ('signrank: tail must be a string'); end if nargin<5, DIM = find(size(x)>1,1); end; if isempty(DIM), DIM=1; end; szx = size(x); szm = size(m); szx(DIM) = 1; szm(DIM) = 1; if size(m,DIM)==1 x = x-repmat(m,size(x)./szx); elseif size(x,DIM) == size(m,DIM) x = x-m; m = zeros(szm); else error ('signrank: dimension of X and Y do not fit'); end % Algorithm using "signed rank procedure" [2] x(x==0)=NaN; Nr=sum(~isnan(x) & (x~=0), DIM); % Order and Rank the data using "modified ranks" [2] Rix = tiedrank(abs(x), DIM); % Glenn A Walker [3,4]: compute correction for ties; sz = size(x); P = [DIM,1:DIM-1,DIM+1:length(sz)]; HIS = histo2(reshape(permute(Rix,P),sz(DIM),prod(sz([1:DIM-1,DIM+1:end])))); m = HIS.H; m(HIS.H<=1) = NaN; C = ipermute(reshape(sumskipnan(m.*(m-1).*(m+1),1),[1,sz([1:DIM-1,DIM+1:end])]),P); W = sumskipnan(sign(x).*Rix,DIM); z = W./sqrt(Nr.*(Nr+1).*(2*Nr+1)/6 - C/12); p2 = 2*abs(W)./(Nr.*Nr); % https://math.stackexchange.com/questions/1414794/wilcoxon-signed-rank-test Tplus = sumskipnan((x>0) .* Rix, DIM); Tminus = sumskipnan((x<0) .* Rix, DIM); stats.signedrank = min(Tplus, Tminus); # # simple formula is: # z = (Tplus - Nr.*(Nr+1)/4)./sqrt(Nr.*(Nr+1).*(2*Nr+1)/24); # but for approximation for N<60, and ties (see [4]) # z = (abs(Tplus - Nr.*(Nr+1)/4)-0.5)./sqrt(Nr.*(Nr+1).*(2*Nr+1)/24 - C/48); V = sqrt(Nr.*(Nr+1).*(2*Nr+1)./24 - C/48); stats.z = z; % effective size [2] stats.r = 2*(Tplus-Tminus)./(Nr.*(Nr+1)); % see also NaN/ttest if (strcmp (tail, '~=') || strcmp (tail, '!=') || strcmp (tail, '<>')) || strcmp(tail,'both'), z = -(abs(Tplus - Nr.*(Nr+1)/4) - .5) ./ V; cdf = normcdf(z); pval = 2 * min (cdf, 1 - cdf); elseif strcmp (tail, '>') || strcmp(tail,'right'), z = -(Tplus - Nr.*(Nr+1)/4 - .5) ./ V; pval = normcdf(z); elseif strcmp (tail, '<') || strcmp(tail,'left'), z = -(Tminus - Nr.*(Nr+1)/4 - .5) ./ V; pval = normcdf(z); else error ('signrank: option %s not recognized', tail); end h = pval < alpha; if (nargout == 0) fprintf(1,' pval: %g\n', pval); end %!test %! x = [15,8;10,3;6,7;5,13;10,2;15,12;7,14;5,8;8,13;12,3;4,9;13,3;8,10;10,2;11,4;13,7;6,1;6,11;,9,3; 5,5;10,2;9,8;11,5;8,8]; %! [p,h,stats] = signrank( x(:,1), x(:,2) ); %! assert ( abs(p - 0.045350) < 1e-6) %! %!test %! [p,h,stats]=signrank([1:15]',8); %! assert ( h==0 ) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]',25); %! assert ( abs(p - 0.005793) < 1e-5) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]',25,[],'<'); %! assert ( abs(p - 2.8965e-03) < 1e-6) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]', 25, [], '>'); %! assert ( abs(p - 0.9979) < 1e-5) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]', 19); %! assert ( abs(p - 0.838) < 1e-4) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]', 19, [], '<'); %! assert ( abs(p - 0.6204) < 1e-4) %! %!test %! [p,h,stats]=signrank([17.6, 20.6, 22.2, 15.3, 20.9, 21.0, 18.9, 18.9, 18.9, 18.2]', 19, [], '>'); %! assert ( abs(p - 0.419) < 1e-4) %! %!test %! [p,h,stats]=signrank([0, 2, 3, 4, 6, 7, 8, 9, 11, 14, 15, 17, -18]+1,1); %! assert ( abs(p - 0.037633) < 1e-6) %! %!test %! [p,h,stats]=signrank([0, 2, 3, 4, 6, 7, 8, 9, 11, 14, 15, 17, -18],0); %! assert ( abs(p - 0.037633) < 1e-6) %! %!test %! [p,h,stats]=signrank([ 2, 3, 4, 6, 7, 8, 9, 11, 14, 15, 17, -18],0); %! assert ( abs(p - 0.037633) < 1e-6) %! %!test %! [p,h,stats]=signrank([-1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12,-13],0); %! assert ( abs(p - 0.030276) < 1e-6) %! %!test %! [p,h,stats]=signrank([1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, -12],0); %! assert ( abs(p - 0.037633) < 1e-6) %! %!test %! x = [125 110;115 122;130 125;140 120;140 140;115 124;140 123;125 137;140 135;135 145]; %! [p,h,stats] = signrank( x(:,1), x(:,2) ); %%! assert ( abs(p - 0.6113) < 1e-4) % this does not match [2] %! assert ( abs(p - 0.6353) < 1e-4) % matches the result in R %! %!test %! x = [4 1;3 2; 2 3; 5 0; 5 0; 3 2]; %! [p,h,stats] = signrank( x(:,1), x(:,2) ); %! %!test %! SZ = [100,5,3]; X=round(rand(SZ)*10); Y=round(rand(SZ)*10); %! p1 = signrank(X,Y,1,[],1); %! assert(size(p1,2)==SZ(2) && size(p1,3)==SZ(3)) %! p2 = signrank(X,Y,1,[],2); %! assert(size(p2,1)==SZ(1) && size(p2,3)==SZ(3)) %! p3 = signrank(X,Y,1,[],3); %! assert(size(p3,2)==SZ(2) && size(p3,1)==SZ(1)) nan-3.6.1/inst/PaxHeaders/coefficient_of_variation.m0000644000000000000000000000006114140566210017524 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/coefficient_of_variation.m0000644000175000017500000000260014140566210022125 0ustar00schloeglschloegl00000000000000function cv=coefficient_of_variation(i,DIM) % COEFFICIENT_OF_VARIATION returns STD(X)/MEAN(X) % % cv=coefficient_of_variation(x [,DIM]) % cv=std(x)/mean(x) % % see also: SUMSKIPNAN, MEAN, STD % % REFERENCE(S): % http://mathworld.wolfram.com/VariationCoefficient.html % $Id$ % Copyright (C) 1997-2003 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin<2, DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; [S,N,SSQ] = sumskipnan(i,DIM); % sqrt((SSQ-S.*S./N)./max(N-1,0))/(S./N); % = std(i)/mean(i) cv = sqrt(SSQ.*N./(S.*S)-1); %if flag_implicit_unbiased_estim, cv = cv.*sqrt(N./max(N-1,0)); %end; nan-3.6.1/inst/PaxHeaders/spearman.m0000644000000000000000000000006114140566210014314 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/spearman.m0000644000175000017500000000332414140566210016721 0ustar00schloeglschloegl00000000000000function r = spearman(x,y) % SPEARMAN Spearman's rank correlation coefficient. % This function is replaced by CORRCOEF. % Significance test and confidence intervals can be obtained from CORRCOEF. % % [R,p,ci1,ci2] = CORRCOEF(x, [y, ] 'Rank'); % % For some (unknown) reason, in previous versions Spearman's rank correlation % r = corrcoef(ranks(x)). % But according to [1], Spearman's correlation is defined as % r = 1-6*sum((ranks(x)-ranks(y)).^2)/(N*(N*N-1)) % The results are different. Here, the later version is implemented. % % see also: CORRCOEF, RANKCORR % % REFERENCES: % [1] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html % [2] http://mathworld.wolfram.com/CorrelationCoefficient.html % $Id$ % Copyright (C) 2000-2002 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . % warning('SPEARMAN might become obsolete; use CORRCOEF(...,''Spearman'') instead'); if nargin < 2 r = corrcoef(x,'Spearman'); else r = corrcoef(x,y,'Spearman'); end nan-3.6.1/inst/PaxHeaders/train_lda_sparse.m0000644000000000000000000000006114140566210016020 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/train_lda_sparse.m0000644000175000017500000001145714140566210020433 0ustar00schloeglschloegl00000000000000function [CC] = train_lda_sparse(X,G,par,tol) % Linear Discriminant Analysis for the Small Sample Size Problem as described in % Algorithm 1 of J. Duintjer Tebbens, P. Schlesinger: 'Improving % Implementation of Linear Discriminant Analysis for the High Dimension/Small Sample Size % Problem', Computational Statistics and Data Analysis, vol. 52, no. 1, pp. 423-437, 2007. % Input: % X ...... (sparse) training data matrix % G ...... group coding matrix of the training data % test ...... (sparse) test data matrix % Gtest ...... group coding matrix of the test data % par ...... if par = 0 then classification exploits sparsity too % tol ...... tolerance to distinguish zero eigenvalues % Output: % err ...... Wrong classification rate (in %) % trafo ...... LDA transformation vectors % % Reference(s): % J. Duintjer Tebbens, P. Schlesinger: 'Improving % Implementation of Linear Discriminant Analysis for the High Dimension/Small Sample Size % Problem', Computational Statistics and Data Analysis, vol. 52, no. 1, % pp. 423-437, 2007. % % Copyright (C) by J. Duintjer Tebbens, Institute of Computer Science of the Academy of Sciences of the Czech Republic, % Pod Vodarenskou vezi 2, 182 07 Praha 8 Liben, 18.July.2006. % This work was supported by the Program Information Society under project % 1ET400300415. % % % Modified for the use with Matlab6.5 by A. Schloegl, 22.Aug.2006 % % $Id$ % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Step (1) %p = length(X(1,:));n = length(X(:,1));g = length(G(1,:)); G = sparse(G); [n,p]=size(X); g = size(G,2); for j=1:g nj(j) = norm(G(:,j))^2; end Dtild = spdiags(nj'.^(-1),0,g,g); Xtild = X*X'; Xtild1 = Xtild*ones(n,1); help = ones(n,1)*Xtild1'/n - (ones(1,n)*Xtild'*ones(n,1))/(n^2); matrix = Xtild - Xtild1*ones(1,n)/n - help; % eliminate non-symmetry of matrix due to rounding error: matrix = (matrix+matrix')/2; [V0,S] = eig(matrix); % [s,I] = sort(diag(S),'descend'); [s,I] = sort(-diag(S)); s = -s; cc = sum(s 0 [Q,R] = qr(V2,0); matrix = B1*Dhalf*Q; [V0,S] = eig(matrix'*matrix); %[s,I] = sort(diag(S),'descend'); [s,I] = sort(-diag(S)); s = -s; for j=1:cc C(:,j) = Q*V0(:,I(j)); end end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Step (5) C1 = help2*Dhalf*C; trafo(:,1:g-1) = X'*C1 - (X'*ones(n,1))*(ones(1,n)*C1/n); for j=1:g-1 trafo(:,j) = trafo(:,j)/norm(trafo(:,j)); end CC.trafo = trafo; if par == 0 % X2 = full(test*X'); % [pred] = classifs(C1,M1,X2); CC.C1 = C1; CC.M1 = M1; CC.X = X; else % M = Dtild*G'*X; % [pred] = classifs(trafo,M,test); CC.C1 = trafo; CC.M1 = Dtild*G'*X; end nan-3.6.1/inst/PaxHeaders/tinv.m0000644000000000000000000000006114140566210013466 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/tinv.m0000644000175000017500000000341614140566210016075 0ustar00schloeglschloegl00000000000000function y = tinv(x,n) % TINV returns inverse cumulative function of the student distribution % % x = tinv(p,v); % % Computes the quantile (inverse of the CDF) of a the student % cumulative distribution with mean m and standard deviation s % p,v must be matrices of same size, or any one can be a scalar. % % see also: TPDF, TCDF, NORMPDF, NORMCDF, NORMINV % Reference(s): % $Id$ % Copyright (C) 2000-2003,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % allocate output memory and check size of arguments if all(size(x)==1) x = repmat(x,size(n)); elseif all(size(n)==1) n = repmat(n,size(x)); elseif all(size(x)==size(n)) ; %% OK, do nothing else error('size of input arguments must be equal or scalar') end; y = norminv(x); % do special cases, like x<=0, x>=1, isnan(x), n > 10000; y(~(n>0)) = NaN; ix = find(~isnan(x) & (n>0) & (n<10000)); if ~isempty(ix) y(ix) = (sign(x(ix) - 1/2).*sqrt(n(ix)./betainv(2*min(x(ix), 1-x(ix)), n(ix)/2, 1/2) - n(ix))); end; y = reshape(y,size(x)); %!assert(tinv(NaN,4),NaN) nan-3.6.1/inst/PaxHeaders/ranks.m0000644000000000000000000000006114140566210013624 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/ranks.m0000644000175000017500000001527714140566210016243 0ustar00schloeglschloegl00000000000000function r = ranks(X,DIM,Mode) % RANKS gives the rank of each element in a vector. % This program uses an advanced algorithm with averge effort O(m.n.log(n)) % NaN in the input yields NaN in the output. % % r = ranks(X[,DIM]) % if X is a vector, return the vector of ranks of X adjusted for ties. % if X is matrix, the rank is calculated along dimension DIM. % if DIM is zero or empty, the lowest dimension with more then 1 element is used. % r = ranks(X,DIM,'traditional') % implements the traditional algorithm with O(n^2) computational % and O(n^2) memory effort % r = ranks(X,DIM,'mtraditional') % implements the traditional algorithm with O(n^2) computational % and O(n) memory effort % r = ranks(X,DIM,'advanced ') % implements an advanced algorithm with O(n*log(n)) computational % and O(n.log(n)) memory effort % r = ranks(X,DIM,'advanced-ties') % implements an advanced algorithm with O(n*log(n)) computational % and O(n.log(n)) memory effort % but without correction for ties % This is the fastest algorithm % % see also: CORRCOEF, SPEARMAN, RANKCORR % % REFERENCES: % -- % $Id$ % Copyright (C) 2000-2002,2005,2010,2013 by Alois Schloegl % This script is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . % Features: % + is fast, uses an efficient algorithm for the rank correlation % + computational effort is O(n.log(n)) instead of O(n^2) % + memory effort is O(n.log(n)), instead of O(n^2). % Now, the ranks of 8000 elements can be easily calculated % + NaNs in the input yield NaN in the output % + compatible with Octave and Matlab % + traditional method is also implemented for comparison. if nargin<2, DIM = 0; end; if ischar(DIM), Mode= DIM; DIM = 0; elseif (nargin<3), Mode = ''; end; if isempty(Mode), Mode='advanced '; end; sz_orig = size (X); X = squeeze (X); %remove singleton dimensions for convenience nd = ndims (X); if (~DIM) DIM = 1; end if DIM > 1 %shift the array so that the dimension to sort over is first perm = [DIM 1:(DIM-1) (DIM+1):nd]; X = permute (X, perm); end if nd > 2 %convert X to 2-D if it has >2 dimensions sz = size(X); N = sz(1); M = prod(sz(2:end)); X = reshape(X, N, M); else [N,M] = size(X); end if strcmp(Mode(1:min(11,length(Mode))),'traditional'), % traditional, needs O(m.n^2) % this method was originally implemented by: KH % Comment of KH: This code is rather ugly, but is there an easy way to get the ranks adjusted for ties from sort? r = zeros(size(X)); for i = 1:M; p = X(:, i(ones(1,N))); r(:,i) = (sum (p < p') + (sum (p == p') + 1) / 2)'; end; % r(r<1)=NaN; elseif strcmp(Mode(1:min(12,length(Mode))),'mtraditional'), % + memory effort is lower r = zeros(size(X)); for k = 1:N; for i = 1:M; r(k,i) = (sum (X(:,i) < X(k,i)) + (sum (X(:,i) == X(k,i)) + 1) / 2); end; end; % r(r<1)=NaN; elseif strcmp(Mode(1:min(13,length(Mode))),'advanced-ties'), % advanced % + uses sorting, hence needs only O(m.n.log(n)) computations % - does not fix ties r = zeros(size(X)); [sX, ix] = sort(X,1); for k=1:M, [tmp,r(:,k)] = sort(ix(:,k),1); % r yields the rank of each element end; r(isnan(X)) = nan; elseif strcmp(Mode(1:min(8,length(Mode))),'advanced'), % advanced % + uses sorting, hence needs only O(m.n.log(n)) computations % [tmp,ix] = sort([X,Y]); % [tmp,r] = sort(ix); % r yields rank. % but because sort does not work accordingly for cell arrays, % and DIM argument not supported by Octave % and DIM argument does not work for cell-arrays in Matlab % we sort each column separately: r = zeros(size(X)); n = N; for k = 1:M, [sX,ix] = sort(X(:,k)); [tmp,r(:,k)] = sort(ix); % r yields the rank of each element % identify multiple occurences (not sure if this important, but implemented to be compatible with traditional version) if isnumeric(X) n=sum(~isnan(X(:,k))); end; x = [0;find(sX~=[sX(2:N);n])]; % for this reason, cells are not implemented yet. d = find(diff(x)>1); % correct rank of multiple occurring elements for l = 1:length(d), t = (x(d(l))+1:x(d(l)+1))'; r(ix(t),k) = mean(t); end; end; r(isnan(X)) = nan; elseif strcmp(Mode,'=='), % the results of both algorithms are compared for testing. % % if the Mode-argument is omitted, both methods are applied and % the results are compared. Once the advanced algorithm is confirmed, % it will become the default Mode. r = ranks(X,'advanced '); r(isnan(r)) = 1/2; if N>100, r1 = ranks(X,'mtraditional'); % Memory effort is lower else r1 = ranks(X,'traditional'); end; if ~all(all(r==r1)), fprintf(2,'WARNING RANKS: advanced algorithm does not agree with traditional one\n Please report to \n'); r = r1; end; r(isnan(X)) = nan; end; %reshape r to match the input X if nd > 2 r = reshape (r, sz); end if (DIM > 1) r = ipermute (r, perm); end r = reshape (r, sz_orig); %restore any singleton dimensions %!shared z, r1, r2 %! z = magic (4); %! r1 = [4 1 1 4; 2 3 3 2; 3 2 2 3; 1 4 4 1]; %! r2 = [4 1 2 3; 1 4 3 2; 3 2 1 4; 2 3 4 1]; %!assert (ranks(z), r1); %!assert (ranks(z, 2), r2); %! z = nan(2, 2, 2); %! z(:, :, 1) = [1 2; 3 4]; %! z(:, :, 2) = [4 3; 2 1]; %! r1 = cat(3, [1 1; 2 2], [2 2; 1 1]); %! r2 = cat(3, [1 2; 1 2], [2 1; 2 1]); %!assert (ranks(z), r1); %!assert (ranks(z, 2), r2); %!assert (ranks(z, 3), r1); nan-3.6.1/inst/PaxHeaders/nanstd.m0000644000000000000000000000006114140566210013775 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nanstd.m0000644000175000017500000000375614140566210016413 0ustar00schloeglschloegl00000000000000function [y] = nanstd(x,FLAG,DIM) % NANSTD same as STD but ignores NaN's. % NANSTD is OBSOLETE; use NaN/STD instead. NANSTD is included % to fix a bug in alternative implementations and to % provide some compatibility. % % Y = nanstd(x, FLAG, [,DIM]) % % x data % FLAG 0: [default] normalizes with (N-1), N = sample size % FLAG 1: normalizes with N, N = sample size % DIM dimension % 1 sum of columns % 2 sum of rows % default or []: first DIMENSION with more than 1 element % Y resulting standard deviation % % see also: SUM, SUMSKIPNAN, NANSUM, STD % $Id$ % Copyright (C) 2000-2003,2006,2008,2009,2010 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<2, FLAG = 0; end; if nargin<3, DIM = []; end; if isempty(FLAG), FLAG = 0; end; if isempty(DIM), DIM = find(size(x)>1,1); if isempty(DIM), DIM=1; end; end; [y,n,ssq] = sumskipnan(x,DIM); if all(ssq(:).*n(:) > 2*(y(:).^2)), %% rounding error is neglectable y = ssq - y.*y./n; else %% rounding error is not neglectable [y,n] = sumskipnan(center(x,DIM).^2,DIM); end; if (FLAG==1) y = sqrt(y./n); % normalize with N else % default method y = sqrt(y./max(n-1,0)); % normalize with N-1 end; %!assert(nanstd(0),NaN) nan-3.6.1/inst/PaxHeaders/sumsq.m0000644000000000000000000000006114140566210013656 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/sumsq.m0000644000175000017500000000263414140566210016266 0ustar00schloeglschloegl00000000000000function [o]=sumsq(x,DIM) % SUMSQ calculates the sum of squares. % % [y] = sumsq(x [, DIM]) % % DIM dimension % N STD of N-th dimension % default or []: first DIMENSION, with more than 1 element % % y estimated standard deviation % % features: % - can deal with NaN's (missing values) % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: RMS, SUMSKIPNAN, MEAN, VAR, MEANSQ, % % % References(s): % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % $Id$ % Copyright (C) 2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<2, DIM = []; end; if isempty(DIM), DIM = find(size(x)>1,1); if isempty(DIM), DIM=1; end; end; [s,n,o] = sumskipnan(x,DIM); nan-3.6.1/inst/PaxHeaders/nanfilter.m0000644000000000000000000000006114140566210014470 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nanfilter.m0000644000175000017500000000413214140566210017073 0ustar00schloeglschloegl00000000000000function [Y,Z] = nanfilter(B,A,X,z); % NANFILTER is able to filter data with missing values encoded as NaN. % % [Y,Z] = nanfilter(B,A,X [, Z]); % % If X contains no missing data, NANFILTER should behave like FILTER. % NaN-values are handled gracefully. % % WARNING: missing values can introduce aliasing - causing unintended results. % Moreover, the behavior of bandpass and highpass filters in case of missing values % is not fully understood, and might contain some pitfalls. % % see also: FILTER, SUMSKIPNAN, NANFFT, NANCONV, NANFILTER1UC % $Id$ % Copyright (C) 2005,2011 by Alois Schloegl % This function is part of the NaN-toolbox available at % http://pub.ist.ac.at/~schloegl/matlab/NaN/ and % http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA warning('NANFILTER is experimental. For more details see HELP NANFILTER'); na = length(A); nb = length(B); if any(size(X)==1) nc = 1; else nc = size(X,2); end; if nargin<4, [t,Z.S] = filter(B,A,zeros(na+nb,nc)); [t,Z.N] = filter(B,A,zeros(na+nb,nc)); elseif isnumeric(z), Z.S = z; [t, Z.N] = filter(B, A, zeros(na+nb,nc)); elseif isstruct(z), Z = z; end; NX = isnan(X); X(NX) = 0; [Y , Z.S] = filter(B, A, X, Z.S); [NY, Z.N] = filter(B, A, ~NX, Z.N); Y = (sum(B)/sum(A)) * Y./NY; nan-3.6.1/inst/PaxHeaders/zScoreMedian.m0000644000000000000000000000006114140566210015071 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/zScoreMedian.m0000644000175000017500000000324114140566210017474 0ustar00schloeglschloegl00000000000000function Z = zScoreMedian(X, DIM) % zScoreMedian removes the median and standardizes by the 1.483*median absolute deviation % % Usage: Z = zScoreMedian(X, DIM) % Input: X : data % DIM: dimension along which z-score should be calculated (1=columns, 2=rows) % (optional, default=first dimension with more than 1 element % Output: Z : z-scores % Copyright (C) 2003 Patrick Houweling % Copyright (C) 2009 Alois Schloegl % $Id$ % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . % input checks if any(size(X)==0), return; end; % robust moment estimators: % - mean: median % - standard deviation: 1.483 * median absolute deviation (medAbsDev); % the factor 1.483 is the ratio of the standard deviation of a normal random variable to its MAD. if nargin<2, [D, M] = medAbsDev(X); else [D, M] = medAbsDev(X, DIM); end; % z-score: subtract M and divide by 1.483*D Z = (X - repmat(M, size(X)./size(M))) ./ repmat(1.483*D, size(X)./size(D)); nan-3.6.1/inst/PaxHeaders/xval.m0000644000000000000000000000006114140566210013460 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/xval.m0000644000175000017500000001510014140566210016060 0ustar00schloeglschloegl00000000000000function [R,CC]=xval(D,classlabel,MODE,arg4) % XVAL is used for crossvalidation % % [R,CC] = xval(D,classlabel) % .. = xval(D,classlabel,CLASSIFIER) % .. = xval(D,classlabel,CLASSIFIER,type) % .. = xval(D,{classlabel,W},CLASSIFIER) % .. = xval(D,{classlabel,W,NG},CLASSIFIER) % % example: % load_fisheriris; %builtin iris dataset % C = species; % K = 5; NG = [1:length(C)]'*K/length(C); % [R,CC] = xval(meas,{C,[],NG},'NBC'); % % Input: % D: data features (one feature per column, one sample per row) % classlabel labels of each sample, must have the same number of rows as D. % Two different encodings are supported: % {-1,1}-encoding (multiple classes with separate columns for each class) or % 1..M encoding. % So [1;2;3;1;4] is equivalent to % [+1,-1,-1,-1; % [-1,+1,-1,-1; % [-1,-1,+1,-1; % [+1,-1,-1,-1] % [-1,-1,-1,+1] % Note, samples with classlabel=0 are ignored. % % CLASSIFIER can be any classifier supported by train_sc (default='LDA') % {'REG','MDA','MD2','QDA','QDA2','LD2','LD3','LD4','LD5','LD6','NBC','aNBC','WienerHopf', 'RDA','GDBC', % 'SVM','RBF','PSVM','SVM11','SVM:LIN4','SVM:LIN0','SVM:LIN1','SVM:LIN2','SVM:LIN3','WINNOW'} % these can be modified by ###/GSVD, ###/sparse and ###/DELETION. % /DELETION removes in case of NaN's either the rows or the columns (which removes less data values) with any NaN % /sparse and /GSVD preprocess the data an reduce it to some lower-dimensional space. % Hyperparameters (like alpha for PLA, gamma/lambda for RDA, c_value for SVM, etc) can be defined as % CLASSIFIER.hyperparameter.alpha, etc. and % CLASSIFIER.TYPE = 'PLA' (as listed above). % See train_sc for details. % W: weights for each sample (row) in D. % default: [] (i.e. all weights are 1) % number of elements in W must match the number of rows of D % NG: used to define the type of cross-valdiation % Leave-One-Out-Method (LOOM): NG = [1:length(classlabel)]' (default) % Leave-K-Out-Method: NG = ceil([1:length(classlabel)]'/K) % K-fold XV: NG = ceil([1:length(classlabel)]'*K/length(classlabel)) % group-wise XV (if samples are not indepentent) can be also defined here % samples from the same group (dependent samples) get the same identifier % samples from different groups get different classifiers % TYPE: defines the type of cross-validation procedure if NG is not specified % 'LOOM' leave-one-out-method % k k-fold crossvalidation % % OUTPUT: % R contains the resulting performance metric % R.OUTPUT classifier output % R.CL class labels % R.H confusion matrix % R.kappa Cohen's kappa coefficient % R.ACC accuracy % R.ERR error rate % ... and a number of addition parameters obtained from the confusionm matrix [2] % R.noXV.{...} contains the result w/o crossvalidation % CC contains the classifier % % plota(R) shows the confusion matrix of the results % % see also: TRAIN_SC, TEST_SC, CLASSIFY, PLOTA % % References: % [1] R. Duda, P. Hart, and D. Stork, Pattern Classification, second ed. % John Wiley & Sons, 2001. % [2] A. Schlögl, J. Kronegg, J.E. Huggins, S. G. Mason; % Evaluation criteria in BCI research. % (Eds.) G. Dornhege, J.R. Millan, T. Hinterberger, D.J. McFarland, K.-R.Müller; % Towards Brain-Computer Interfacing, MIT Press, 2007, p.327-342 % Copyright (C) 2008,2009,2010,2016 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if (nargin<3) || isempty(MODE), MODE = 'LDA'; end; if ischar(MODE) tmp = MODE; clear MODE; MODE.TYPE = tmp; elseif ~isfield(MODE,'TYPE') MODE.TYPE=''; end; sz = size(D); NG = []; W = []; if iscell(classlabel) % hack to handle NaN's in unique(...) c = classlabel{:,1}; ix = find(~isnan(c)); C = c; [b,i,C(ix)] = unique(c(ix)); if size(classlabel,2)>1, W = [classlabel{:,2}]; end; if size(classlabel,2)>2, [Label,tmp1,NG] = unique(classlabel{:,3}); end; elseif size(classlabel,2)>1, %% group-wise classvalidation C = classlabel(:,1); W = classlabel(:,2); if size(classlabel,2)==2, warning('This option defines W and NG in an ambigous way - use instead xval(D,{C,[],NG},...) or xval(D,{C,W},...)'); else [Label,tmp1,NG] = unique(classlabel(:,3)); end; else C = classlabel; end; if all(W==1), W = []; end; if sz(1)~=size(C,1), error('length of data and classlabel does not fit'); end; if isempty(NG) if (nargin<4) || strcmpi(arg4,'LOOM') %% LOOM NG = (1:sz(1))'; elseif isnumeric(arg4) if isscalar(arg4) % K-fold XV NG = ceil((1:length(C))'*arg4/length(C)); elseif length(arg4)==2, NG = ceil((1:length(C))'*arg4(1)/length(C)); end; end; end; sz = size(D); if sz(1)~=length(C), error('length of data and classlabel does not fit'); end; if ~isfield(MODE,'hyperparameter') MODE.hyperparameter = []; end cl = repmat(NaN,size(classlabel,1),1); output = repmat(NaN,size(classlabel,1),max(C)); for k = 1:max(NG), ix = find(~any(isnan(C),2) & (NG~=k)); if isempty(W), CC = train_sc(D(ix,:), C(ix), MODE); else CC = train_sc(D(ix,:), C(ix), MODE, W(ix)); end; ix = find(NG==k); r = test_sc(CC, D(ix,:)); cl(ix,1) = r.classlabel; output(ix,:) = r.output; end; %R = kappa(C,cl,'notIgnoreNAN',W); R = kappa(C,cl,[],W); %R2 = kappa(R.H); R.OUTPUT=output; R.CL=cl; R.ERR = 1-R.ACC; if isnumeric(R.Label) R.Label = cellstr(int2str(R.Label)); end; if nargout>1, % final classifier ix = find(~any(isnan(C),2)); if isempty(W), CC = train_sc(D(ix,:), C(ix), MODE); else CC = train_sc(D(ix,:), C(ix), MODE,W); end; CC.Labels = 1:max(C); %CC.Labels = unique(C); % test w/o cross-validation r = test_sc(CC, D(ix,:)); R.noXV = kappa(C(ix), r.classlabel,[],W); R.noXV.OUTPUT = r.output; R.noXV.CL = r.classlabel; R.noXV.CC = CC; end; nan-3.6.1/inst/PaxHeaders/betapdf.m0000644000000000000000000000006114140566210014113 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/betapdf.m0000644000175000017500000001026114140566210016516 0ustar00schloeglschloegl00000000000000%% Copyright (C) 2012 Rik Wehbring %% Copyright (C) 1995-2016 Kurt Hornik %% Copyright (C) 2010 Christos Dimitrakakis %% Copyright (C) 2020 Alois Schlögl %% %% This program 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 program 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 this program; see the file COPYING. If not, see %% . %% pdf = betapdf (x, a, b) %% For each element of x, compute the probability density function (PDF) %% at x of the Beta distribution with parameters a and b. %% Author: KH , CD %% Description: PDF of the Beta distribution %% Adapted for the use with Matlab and the NaN-toolbox. function pdf = betapdf (x, a, b) if (nargin ~= 3) print_usage (); end if (~ isscalar (a) || ~ isscalar (b)) % [retval, x, a, b] = common_size (x, a, b); retval = ~isscalar(a) && any(size(x)~=size(a)); retval = retval || (~isscalar(b) && any(size(x)~=size(b))); if (retval > 0) error ('betapdf: X, A, and B must be of common size or scalars'); end end if isscalar(a) a = repmat(a,size(x)); end if isscalar(b) b = repmat(b,size(x)); end if (~isreal (x) || ~isreal (a) || ~isreal (b)) error ('betapdf: X, A, and B must not be complex'); end if (isa (x, 'single') || isa (a, 'single') || isa (b, 'single')); pdf = zeros (size (x), 'single'); else pdf = zeros (size (x)); end k = ~(a > 0) | ~(b > 0) | isnan (x); pdf(k) = NaN; k = (x > 0) & (x < 1) & (a > 0) & (b > 0) & ((a ~= 1) | (b ~= 1)); if (isscalar (a) && isscalar (b)), pdf(k) = exp ((a - 1) * log (x(k)) + (b - 1) * log (1 - x(k)) + gammaln (a + b) - gammaln (a) - gammaln (b)); else pdf(k) = exp ((a(k) - 1) .* log (x(k)) + (b(k) - 1) .* log (1 - x(k)) + gammaln (a(k) + b(k)) - gammaln (a(k)) - gammaln (b(k))); end %% Most important special cases when the density is finite. k = (x == 0) & (a == 1) & (b > 0) & (b ~= 1); if (isscalar (a) && isscalar (b)) pdf(k) = exp (gammaln (a + b) - gammaln (a) - gammaln (b)); else pdf(k) = exp (gammaln (a(k) + b(k)) - gammaln (a(k)) - gammaln (b(k))); end k = (x == 1) & (b == 1) & (a > 0) & (a ~= 1); if (isscalar (a) && isscalar (b)) pdf(k) = exp (gammaln (a + b) - gammaln (a) - gammaln (b)); else pdf(k) = exp (gammaln (a(k) + b(k)) - gammaln (a(k)) - gammaln (b(k))); end k = (x >= 0) & (x <= 1) & (a == 1) & (b == 1); pdf(k) = 1; %% Other special case when the density at the boundary is infinite. k = (x == 0) & (a < 1); pdf(k) = Inf; k = (x == 1) & (b < 1); pdf(k) = Inf; end %!shared x,y %! x = [-1 0 0.5 1 2]; %! y = [0 2 1 0 0]; %!assert (betapdf (x, ones (1,5), 2*ones (1,5)), y) %!assert (betapdf (x, 1, 2*ones (1,5)), y) %!assert (betapdf (x, ones (1,5), 2), y) %!assert (betapdf (x, [0 NaN 1 1 1], 2), [NaN NaN y(3:5)]) %!assert (betapdf (x, 1, 2*[0 NaN 1 1 1]), [NaN NaN y(3:5)]) %!assert (betapdf ([x, NaN], 1, 2), [y, NaN]) %% Test class of input preserved %!assert (betapdf (single ([x, NaN]), 1, 2), single ([y, NaN])) %!assert (betapdf ([x, NaN], single (1), 2), single ([y, NaN])) %!assert (betapdf ([x, NaN], 1, single (2)), single ([y, NaN])) %% Beta (1/2,1/2) == arcsine distribution %!test %! x = rand (10,1); %! y = 1./(pi * sqrt (x.*(1-x))); %! assert (betapdf (x, 1/2, 1/2), y, 50*eps); %% Test large input values to betapdf %!assert (betapdf (0.5, 1000, 1000), 35.678, 1e-3) %% Test input validation %!error betapdf () %!error betapdf (1) %!error betapdf (1,2) %!error betapdf (1,2,3,4) %!error betapdf (ones (3), ones (2), ones (2)) %!error betapdf (ones (2), ones (3), ones (2)) %!error betapdf (ones (2), ones (2), ones (3)) %!error betapdf (i, 2, 2) %!error betapdf (2, i, 2) %!error betapdf (2, 2, i) nan-3.6.1/inst/PaxHeaders/nantest.m0000644000000000000000000000006114140566210014162 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nantest.m0000644000175000017500000002241414140566210016570 0ustar00schloeglschloegl00000000000000% NANTEST checks several mathematical operations and a few % statistical functions for their correctness related to NaN's. % e.g. it checks norminv, normcdf, normpdf, sort, matrix division and multiplication. % % % see also: NANINSTTEST % % REFERENCE(S): % [1] W. Kahan (1996) Lecture notes on the Status of "IEEE Standard 754 for % Binary Floating-point Arithmetic. % % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2004,2009 by Alois Schloegl % This script is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ %FLAG_WARNING = warning; %warning('off'); try x = randn([3,4,5]); x(~isnan(x)) = 0; catch fprintf(1,'WARNING: NANTEST fails for 3-DIM matrices. \n'); end; try [s,n] = sumskipnan([nan,1,4,5]); catch fprintf(1,'WARNING: SUMSKIPNAN is not avaible. \n'); end; % check NORMPDF, NORMCDF, NORMINV x = [-inf,-2,-1,-.5,0,.5,1,2,3,inf,nan]'; if exist('normpdf','file')==2, q(1) = sum(isnan(normpdf(x,2,0)))>sum(isnan(x)); if q(1), fprintf(1,'NORMPDF cannot handle v=0.\n'); fprintf(1,'-> NORMPDF should be replaced\n'); end; end; if exist('normcdf','file')==2, q(2) = sum(isnan(normcdf(x,2,0)))>sum(isnan(x)); if q(2), fprintf(1,'NORMCDF cannot handle v=0.\n'); fprintf(1,'-> NORMCDF should be replaced\n'); end; end; if ~(any(exist('erfinv') == [2,5])) fprintf(1,'ERFINV is not available\n'); elseif exist('norminv','file')==2, p = [-inf,-.2,0,.2,.5,1,2,inf,nan]; q(3) = sum(~isnan(norminv(p,2,0)))<4; if q(3), fprintf(1,'NORMINV cannot handle correctly v=0.\n'); fprintf(1,'-> NORMINV should be replaced\n'); end; q(4) = ~isnan(norminv(0,NaN,0)); q(5) = any(norminv(0.5,[1 2 3],0)~=(1:3)); end; if exist('tpdf','file')==2, q(6) = ~isnan(tpdf(nan,4)); if q(6), fprintf(1,'TPDF(NaN,4) does not return NaN\n'); fprintf(1,'-> TPDF should be replaced\n'); end; end; if exist('tcdf','file')==2, try q(7) = ~isnan(tcdf(nan,4)); catch q(7) = 1; end; if q(7), fprintf(1,'TCDF(NaN,4) does not return NaN\n'); fprintf(1,'-> TCDF should be replaced\n'); end; end; if exist('tinv','file')==2, try q(8) = ~isnan(tinv(nan,4)); catch q(8) = 1; end; if q(8), fprintf(1,'TINV(NaN,4) does not return NaN\n'); fprintf(1,'-> TINV should be replaced\n'); end; end; q(9) = isreal(double(2+3i)); if q(9) printf('DOUBLE rejects imaginary part\n-> this can affect SUMSKIPNAN\n'); end; try x = reshape(1:6,3,2); [cc,nn] = covm(x+i*x,'e'); q(10) = 0; catch q(10) = 1; end; if 0, %%%%% MOD if exist('mod')>1, if (mod(5,0))~=0, fprintf(1,'WARNING: MOD(x,0) does not return 0.\n'); end; if isnan(mod(5,0)), fprintf(1,'WARNING: MOD(x,0) returns NaN.\n'); end; if isnan(mod(5,inf)), fprintf(1,'WARNING: MOD(x,INF) returns NaN.\n'); end; end; %%%%% REM if exist('rem')>1, if (rem(5,0))~=0, fprintf(1,'WARNING: REM(x,0) does not return 0.\n'); end; if isnan(rem(5,0)), fprintf(1,'WARNING: REM(x,0) returns NaN.\n'); end; if isnan(mod(5,inf)), fprintf(1,'WARNING: REM(x,INF) returns NaN.\n'); end; end; end; %%%%% NANSUM(NAN) - this test addresses a problem in Matlab 5.3, 6.1 & 6.5 if exist('nansum','file'), if isnan(nansum(nan)), fprintf(1,'Warning: NANSUM(NaN) returns NaN instead of 0\n'); fprintf(1,'-> NANSUM should be replaced\n'); end; end; %%%%% NANSUM(NAN) - this test addresses a problem in Matlab 5.3, 6.1 & 6.5 if exist('nanstd','file'), if ~isnan(nanstd(0)), fprintf(1,'Warning: NANSTD(x) with isscalar(x) returns 0 instead of NaN\n'); fprintf(1,'-> NANSTD should be replaced\n'); end; end; %%%%% GEOMEAN - this test addresses a problem in Octave if exist('geomean','file'), if isnan(geomean((0:3)')), fprintf(1,'Warning: GEOMEAN([0,1,2,3]) NaN instead of 0\n'); fprintf(1,'-> GEOMEAN should be replaced\n'); end; end; %%%%% HARMMEAN - this test addresses a problem in Octave if exist('harmmean','file'), if isnan(harmmean(0:3)), fprintf(1,'Warning: HARMMEAN([0,1,2,3]) NaN instead of 0\n'); fprintf(1,'-> HARMMEAN should be replaced\n'); end; end; %%%%% BITAND - this test addresses a problem in Octave if exist('bitand')>1, if isnan(bitand(2^33-1,13)), fprintf(1,'BITAND can return NaN. \n'); end; end; %%%%% BITSHIFT - this test addresses a problem in Octave if exist('bitshift','file'), if isnan(bitshift(5,30,32)), fprintf(1,'BITSHIFT can return NaN.\n'); end; end; %%%%% ALL - this test addresses a problem in some old Octave and FreeMat v3.5 if any(NaN)==1, fprintf(1,'WARNING: ANY(NaN) returns 1 instead of 0\n'); end; if any([])==1, fprintf(1,'WARNING: ANY([]) returns 1 instead of 0\n'); end; %%%%% ALL - this test addresses a problem in some old Octave and FreeMat v3.5 if all(NaN)==0, fprintf(1,'WARNING: ALL(NaN) returns 0 instead of 1\n'); end; if all([])==0, fprintf(1,'WARNING: ALL([]) returns 0 instead of 1\n'); end; %%%%% SORT - this was once a problem in Octave Version < 2.1.36, and still is in FreeMat 4.0 %%%% if ~all(isnan(sort([3,4,NaN,3,4,NaN]))==[0,0,0,0,1,1]), warning('Warning: SORT does not properly handle NaN.'); end; %%%%% commutativity of 0*NaN %%% This test adresses a problem in Octave x=[-2:2;4:8]'; y=x;y(2,1)=nan;y(4,2)=nan; B=[1,0,2;0,3,1]; if ~all(all(isnan(y*B)==isnan(B'*y')')), fprintf(2,'WARNING: 0*NaN within matrix multiplication is not commutative\n'); end; % from Kahan (1996) tmp = (0-3*i)/inf; if isnan(tmp) fprintf(2,'WARNING: (0-3*i)/inf results in NaN instead of 0.\n'); end; %(roots([5,0,0])-[0;0]) %(roots([2,-10,12])-[3;2]) %(roots([2e-37,-2,2])-[1e37;1]) %%%%% check nan/nan %% this test addresses a problem in Matlab 5.3, 6.1 & 6.5 p = 4; tmp1 = repmat(nan, 4); tmp2 = repmat(nan, 4); if ispc % Octave 4.0.0 on Windows crashes, therefore the test is disabled warning('mrdivide (repmat(nan,4), repmat(nan,4)) and mldivide (repmat(nan,4), repmat(nan,4)) not tested because it might crash Octave on Windows.\n'); else try tmp1 = repmat(nan,p) / repmat(nan,p); catch % exception error in Octave 3.8.2 and later of debian wheezy fprintf(2,'mrdivide (repmat(nan,4), repmat(nan,4)) fails with an exception\n'); end; try tmp2 = repmat(nan,p) \ repmat(nan,p); catch % exception error in Octave 3.8.2 and later of debian wheezy fprintf(2,'mldivide (repmat(nan,4), repmat(nan,4)) fails with an exception\n'); end end; tmp3 = repmat(0,p)/repmat(0,p); tmp4 = repmat(0,p)\repmat(0,p); tmp5 = repmat(0,p)*repmat(inf,p); tmp6 = repmat(inf,p)*repmat(0,p); x = randn(100,1)*ones(1,p); y=x'*x; tmp7 = y/y; tmp8 = y\y; if ~all(isnan(tmp1(:))), fprintf(1,'WARNING: matrix division NaN/NaN does not result in NaN\n'); end; if ~all(isnan(tmp2(:))), fprintf(1,'WARNING: matrix division NaN\\NaN does not result in NaN\n'); end; if ~all(isnan(tmp3(:))), fprintf(2,'WARNING: matrix division 0/0 does not result in NaN\n'); end; if ~all(isnan(tmp4(:))), fprintf(2,'WARNING: matrix division 0\\0 does not result in NaN\n'); end; if ~all(isnan(tmp5(:))), fprintf(2,'WARNING: matrix multiplication 0*inf does not result in NaN\n'); end; if ~all(isnan(tmp6(:))), fprintf(2,'WARNING: matrix multiplication inf*0 does not result in NaN\n'); end; if any(any(tmp7==inf)); fprintf(2,'WARNING: right division of two singulare matrices return INF\n'); end; if any(any(tmp8==inf)); fprintf(2,'WARNING: left division of two singulare matrices return INF\n'); end; tmp = [tmp1;tmp2;tmp3;tmp4;tmp5;tmp6;tmp7;tmp8]; %warning(FLAG_WARNING); %%%%% QUANTILE TEST d = [1 1 2 2 4 4 10 700]'; q = [-1,0,.05,.1,.25,.49,.5,.51,.75,.8, .999999,1,2]; r = [ NaN, 1, 1, 1, 1.5, 2, 3, 4, 7, 10, 700, 700, NaN]; if any( quantile(d, q)' - r>0) fprintf(1,'Quantile(1): failed\n'); else fprintf(1,'Quantile(1): OK\n'); end; if exist('histo3','file') H = histo3(d); else H.X = [1;2;4;10;700]; H.H = [2;2;2;1;1]; H.datatype = 'HISTOGRAM'; end; if any( quantile(H, q)' - r>0) fprintf(1,'Quantile(2): failed\n'); else fprintf(1,'Quantile(2): OK\n'); end; nan-3.6.1/inst/PaxHeaders/load_cifar100.m0000644000000000000000000000006114140566210015012 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/load_cifar100.m0000644000175000017500000000400514140566210017414 0ustar00schloeglschloegl00000000000000function [traindata,testdata,metadata]=load_cifar100() % LOAD_CIFAR100 loads cifar100 data [1,2]. % the data files will be downloaded and uncompressed into % directory $HOME/.cache/ % % Usage: % [traindata, testdata, meta]=load_cifar100(); % % References: % [1] Alex Krizhevsky, CIFAR-100 dataset % https://www.cs.toronto.edu/~kriz/cifar.html % [2] https://www.cs.toronto.edu/~kriz/cifar-100-matlab.tar.gz % Copyright (C) 2019 Alois Schlögl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . URL="https://www.cs.toronto.edu/~kriz/cifar-100-matlab.tar.gz"; DOWNLOAD_DIRECTORY = fullfile(getenv('HOME'),'.cache'); if ~exist(DOWNLOAD_DIRECTORY,'dir'), mkdir(DOWNLOAD_DIRECTORY); end; DOWNLOAD = fullfile(DOWNLOAD_DIRECTORY,'cifar-100-matlab.tar.gz'); DATAFILE = fullfile(DOWNLOAD_DIRECTORY,'cifar-100-matlab','train.mat'); if ~exist(sprintf(DATAFILE,1)) if ~exist(DOWNLOAD,'file') fprintf(1,'Downloading cifar-100 database (~170 MB) to %s/\n', DOWNLOAD_DIRECTORY); system(sprintf('wget %s -O %s',URL, DOWNLOAD)); end untar(DOWNLOAD, DOWNLOAD_DIRECTORY) end; traindata = load(fullfile(fileparts(DATAFILE),'train.mat')); testdata = load(fullfile(fileparts(DATAFILE),'test.mat')); metadata = load(fullfile(fileparts(DATAFILE),'meta.mat')); nan-3.6.1/inst/PaxHeaders/gscatter.m0000644000000000000000000000006114140566210014322 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/gscatter.m0000644000175000017500000000436714140566210016737 0ustar00schloeglschloegl00000000000000function [h] = gscatter(x,y,group,clr,sym,siz,doleg,xname,yname) % GSCATTER scatter plot of groups % % gscatter(x,y,group) % gscatter(x,y,group,clr,sym,siz) % gscatter(x,y,group,clr,sym,siz,doleg) % gscatter(x,y,group,clr,sym,siz,doleg,xname,yname) % h = gscatter(...) % % x,y, group: vectors with equal length % clf: color vector, default 'bgrcmyk' % sym: symbol, default '.' % siz: size of Marker % doleg: 'on' (default) shows legend, 'off' turns of legend % xname, yname: name of axis % % % see also: ecdf, cdfplot % % References: % Copyright (C) 2009,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. [b,i,j] = unique(group); if nargin<3 help gscatter; error('invalid number of arguments;') end; if nargin<4 clr = []; end if nargin<5 sym = []; end if nargin<6 siz = []; end if nargin<7 doleg = []; end if nargin<8 xname = []; end if nargin<9 yname = []; end; if isempty(clr), clr='bgrcmyk'; end; if isempty(sym), sym='.'; end; if isempty(doleg), doleg='on'; end; for k=1:length(b); %ix = find(k==j); c = clr(mod(k-1,length(clr))+1); s = sym(mod(k-1,length(sym))+1); hh(k) = plot(x(k==j),y(k==j),[c,s]); if ~isempty(siz) z = siz(mod(k-1,length(siz))+1); set(hh(k),'MarkerSize',z); end hold on; end; hold off; if strcmpi(doleg,'off') if isnumeric(b) b={num2str(b(:))}; end; legend(b,'box','off'); end; if ~isempty(xname) xlabel(xname); end; if ~isempty(yname) ylabel(yname); end; if nargout>0, h = hh; end; nan-3.6.1/inst/PaxHeaders/kurtosis.m0000644000000000000000000000006114140566210014371 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/kurtosis.m0000644000175000017500000000415514140566210017001 0ustar00schloeglschloegl00000000000000function R=kurtosis(i,DIM) % KURTOSIS estimates the kurtosis % % y = kurtosis(x,DIM) % calculates kurtosis of x in dimension DIM % % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, VAR, STD, VAR, SKEWNESS, MOMENT, STATISTIC, % IMPLICIT_SKIP_NAN % % REFERENCE(S): % http://mathworld.wolfram.com/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2003 by Alois Schloegl % This function is part of the NaN-toolbox for Octave and Matlab % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin==1, DIM=min(find(size(i)>1)); if isempty(DIM), DIM=1; end; end; [R.SUM,R.N,R.SSQ] = sumskipnan(i,DIM); % sum R.MEAN = R.SUM./R.N; % mean R.SSQ0 = R.SSQ - real(R.SUM).*real(R.MEAN) - imag(R.SUM).*imag(R.MEAN); % sum square with mean removed %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and SEM are INF %else % n1 = R.N; %end; R.VAR = R.SSQ0./n1; % variance (unbiased) %R.STD = sqrt(R.VAR); % standard deviation i = i - repmat(R.MEAN,size(i)./size(R.MEAN)); %R.CM3 = sumskipnan(i.^3,DIM)./n1; R.CM4 = sumskipnan(i.^4,DIM)./n1; %R.SKEWNESS = R.CM3./(R.STD.^3); R = R.CM4./(R.VAR.^2)-3; nan-3.6.1/inst/PaxHeaders/classify.m0000644000000000000000000000006114140566210014323 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/classify.m0000644000175000017500000000462214140566210016732 0ustar00schloeglschloegl00000000000000function [CLASS,ERR,POSTERIOR,LOGP,COEF]=classify(sample,training,classlabel,TYPE) % CLASSIFY classifies sample data into categories % defined by the training data and its group information % % CLASS = classify(sample, training, group) % CLASS = classify(sample, training, group, TYPE) % [CLASS,ERR,POSTERIOR,LOGP,COEF] = CLASSIFY(...) % % CLASS contains the assigned group. % ERR is the classification error on the training set weighted by the % prior propability of each group. % % The same classifier as in TRAIN_SC are supported. % % ATTENTION: no cross-validation is applied, therefore the % classification error is too optimistic (overfitting). % Use XVAL instead to obtain cross-validated performance. % % see also: TRAIN_SC, TEST_SC, XVAL % % References: % [1] R. Duda, P. Hart, and D. Stork, Pattern Classification, second ed. % John Wiley & Sons, 2001. % $Id$ % Copyright (C) 2008,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin<4 TYPE = 'linear'; end; if strcmp(TYPE,'linear') TYPE = 'LDA'; elseif strcmp(TYPE,'quadratic') TYPE = 'QDA2'; % result is closer to Matlab elseif strcmp(TYPE,'diagLinear') TYPE = 'NBC'; elseif strcmp(TYPE,'diagQuadratic') TYPE = 'NBC'; elseif strcmp(TYPE,'mahalanobis') TYPE = 'MDA'; end; [group,I,classlabel] = unique(classlabel); CC = train_sc(training,classlabel,TYPE); R = test_sc(CC,sample); CLASS = group(R.classlabel); if nargout>1, R = test_sc(CC,training,[],classlabel); ERR = 1-R.ACC; end; if nargout>2, warning('output arguments POSTERIOR,LOGP and COEF not supported') POSTERIOR = []; LOGP = []; COEF = []; end; nan-3.6.1/inst/PaxHeaders/harmmean.m0000644000000000000000000000006114140566210014276 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/harmmean.m0000644000175000017500000000347214140566210016707 0ustar00schloeglschloegl00000000000000function [y] = harmmean(x,DIM,W) % HARMMEAN calculates the harmonic mean of data elements. % The harmonic mean is the inverse of the mean of the inverse elements. % % y = harmmean(x [,DIM [,W]]) is the same as % y = mean(x,'H' [,DIM [,W]]) % % DIM dimension % 1 STD of columns % 2 STD of rows % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted mean (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN, GEOMEAN % % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 2000-2019 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<2 DIM=min(find(size(x)>1)); if isempty(DIM), DIM=1; end; end; if nargin<3 W = []; end; [y, n] = sumskipnan(1./x,DIM,W); y = n./y; %!assert(harmmean([1,1/4,1,NaN]) == 0.5) %!assert(harmmean([1,2,0,NaN]) == 0) %!assert(harmmean([1,2,Inf,NaN]) == 2) %!assert(harmmean([1,2,-Inf,NaN]) == 2) nan-3.6.1/inst/PaxHeaders/histo2.m0000644000000000000000000000006114140566210013716 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/histo2.m0000644000175000017500000000576614140566210016337 0ustar00schloeglschloegl00000000000000function R = histo2(Y, W) % HISTO2 calculates histogram for multiple columns with separate bin values % for each data column. % % R = HISTO2(Y) % R = HISTO2(Y, W) % Y data % W weight vector containing weights of each sample, % number of rows of Y and W must match. % default W=[] indicates that each sample is weighted with 1. % % R = HISTO(...) % R is a struct with th fields % R.X the bin-values, bin-values are computed separately for each % data column, thus R.X is a matrix, each column contains the % the bin values of for each data column, unused elements are indicated with NaN. % In order to have common bin values, use HISTO3. % R.H is the frequency of occurence of value X % R.N are the number of valid (not NaN) samples (i.e. sum of weights) % % more histogram-based results can be obtained by HIST2RES % % see also: HISTO, HISTO2, HISTO3, HISTO4 % % Copyright (C) 1996-2019 by Alois Schloegl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . %%%%% check input arguments %%%%% [yr,yc] = size(Y); if nargin < 2, W = []; end; if ~isempty(W) && (yr ~= numel(W)), error('number of rows of Y does not match number of elements in W'); end; %%%%% identify all possible X's and generate overall Histogram %%%%% N = sum(~isnan(Y), 1); if all(N==0) H=[]; X=[]; end; NN = N; if isempty(W) sY = sort(Y,1); else [sY, idx] = sort(Y,1); W = cumsum(W(idx)); %% W becomes cumulative sum end; [ix,iy] = find( diff(sY, [], 1) > 0); nn0 = 0; for k = 1:yc, tmp = [ix(iy==k); N(k)]; nn1 = sum(tmp>0); if isempty(W) H(1:nn1,k) = [tmp(1); diff(tmp)]; else %%% Note that W is the cumulative sum H(1:nn1,k) = [W(tmp(1),k); diff(W(tmp,k))]; NN(k) = W(N(k), k); end; X(1:nn1, k) = sY(tmp(tmp>0), k); if k==1; nn0 = nn1; elseif nn1 < nn0, H (1+nn1:nn0, k) = NaN; X (1+nn1:nn0, k) = NaN; elseif nn1 > nn0, H (1+nn0:nn1, 1:k-1) = NaN; X (1+nn0:nn1, 1:k-1) = NaN; nn0 = nn1; end; end; R.datatype = 'HISTOGRAM'; R.H = H; R.X = X; R.N = NN; %!assert(getfield(histo2([]),'N'), 0) %!assert(getfield(histo2(1),'N'), 1) %!assert(getfield(histo2([1;1]),'H'), 2) %!assert(getfield(histo2([1;1]),'H'), 2) %!assert(getfield(histo2([repmat(NaN,4,2),[1;1;1;3]]),'N')==[0,0,4]) nan-3.6.1/inst/PaxHeaders/flag_nans_occured.m0000644000000000000000000000006114140566210016142 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/flag_nans_occured.m0000644000175000017500000000304614140566210020550 0ustar00schloeglschloegl00000000000000function [flag]=flag_nans_occured() % FLAG_NANS_OCCURED checks whether the last call(s) to sumskipnan or covm % contained any not-a-numbers in the input argument. Because many other % functions like mean, std, etc. are also using sumskipnan, % also these functions can be checked for NaN's in the input data. % % A call to FLAG_NANS_OCCURED() resets also the flag whether NaN's occured. % Only sumskipnan or covm can set the flag again. % % see also: SUMSKIPNAN, COVM % $Id$ % Copyright (C) 2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . global FLAG_NANS_OCCURED; %%% check whether FLAG was already defined if isempty(FLAG_NANS_OCCURED), FLAG_NANS_OCCURED = logical(0); % default value end; flag = FLAG_NANS_OCCURED; % return value FLAG_NANS_OCCURED = logical(0); % reset flag return; nan-3.6.1/inst/PaxHeaders/cumsumskipnan.m0000644000000000000000000000006114140566210015403 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/cumsumskipnan.m0000644000175000017500000000246514140566210020015 0ustar00schloeglschloegl00000000000000function [x] = cumsumskipnan(x, DIM) % CUMSUMSKIPNAN Cumulative sum while skiping NaN's. % If DIM is omitted, it defaults to the first non-singleton dimension. % % Y = cumsumskipnan(x [,DIM]) % % x input data % DIM dimension (default: []) % y resulting sum % % see also: CUMSUM, SUMSKIPNAN % This program 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 program 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 this program; If not, see . % $Id$ % Copyright (C) 2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ %%% TODO: implement as mex-function i = isnan(x); x(i) = 0; if nargin==2, x = cumsum(x,DIM); x(i) = NaN; elseif nargin==1, x = cumsum(x); x(i) = NaN; else help cumsumskipnan end; nan-3.6.1/inst/PaxHeaders/range.m0000644000000000000000000000006114140566210013602 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/range.m0000644000175000017500000000355714140566210016217 0ustar00schloeglschloegl00000000000000function Q=range(Y,DIM) % RANGE calculates the range of Y % Missing values (encoded as NaN) are ignored. % % Q = range(Y) % Q = range(Y,DIM) % returns the range along dimension DIM of sample array Y. % % Q = range(HIS) % returns the RANGE from the histogram HIS. % HIS must be a HISTOGRAM struct as defined in HISTO2 or HISTO3. % % see also: IQR, MAD, HISTO2, HISTO3, PERCENTILE, QUANTILE % Copyright (C) 2009-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<2, DIM = []; end; if isempty(DIM), DIM = find(size(Y)>1,1); if isempty(DIM), DIM = 1; end; end; if nargin<1, help range else SW = isstruct(Y); if SW, SW = isfield(Y,'datatype'); end; if SW, SW = strcmp(Y.datatype,'HISTOGRAM'); end; if SW, Q = repmat(NaN,1,size(Y.H,2)); for k=1:size(Y.H,2); t = Y.X(find(Y.H(:,k)>0),min(size(Y.X,2),k)); Q(1,k) = max(t)-min(t); end; elseif isnumeric(Y) && nargin==1, Q = max(Y) - min(Y); elseif isnumeric(Y) && nargin==2, Q = max(Y,[],DIM) - min(Y,[],DIM); else help range end; end; %!assert(range([1:5,NaN]) == 4) nan-3.6.1/inst/PaxHeaders/center.m0000644000000000000000000000006114140566210013766 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/center.m0000644000175000017500000000337714140566210016403 0ustar00schloeglschloegl00000000000000function [i,S] = center(i,DIM,W) % CENTER removes the mean % % [z,mu] = center(x,DIM,W) % removes mean x along dimension DIM % % x input data % DIM dimension % 1: column % 2: row % default or []: first DIMENSION, with more than 1 element % W weights to computed weighted mean (default: [], all weights = 1) % numel(W) must be equal to size(x,DIM) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN, STD, DETREND, ZSCORE % % REFERENCE(S): % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 2000-2019 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if any(size(i)==0); return; end; if nargin<3, W = []; end; if nargin>1, [S,N] = sumskipnan(i,DIM,W); else [S,N] = sumskipnan(i,[],W); end; S = S./N; szi = size(i); szs = size(S); if length(szs) % This is part of the BIOSIG-toolbox http://biosig.sf.net/ % % This library is free software; you can redistribute it and/or % modify it under the terms of the GNU Library General Public % License as published by the Free Software Foundation; either % version 3 of the License, or (at your option) any later version. % % This library 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 % Library General Public License for more details. % % You should have received a copy of the GNU Library General Public % License along with this library; if not, write to the % Free Software Foundation, Inc., 59 Temple Place - Suite 330, % Boston, MA 02111-1307, USA. if (nargin==1) && isequal(size(a),[2,2]), H = a; a=H(1,1); b=H(1,2); c=H(2,1); d=H(2,2); elseif (nargin==4) && isscalar(a) && isscalar(b) && isscalar(c) && isscalar(d) H=[[a,b];[c,d]]; else error('invalid input argument') end try % use symbolic package if available a = vpa(a); b = vpa(b); c = vpa(c); d = vpa(d); end u = nchoosek(a+b,a); v = nchoosek(c+d,c); w = nchoosek(a+b+c+d,a+c); if strcmp(lastwarn(),'nchoosek: possible loss of precision') printf('It is recommended to load the symbolic package, and re-run fishers_exact_test.\n') end p = u * v / w; %!assert((double(fishers_exact_test(1,1,1,1))-2/3). % Copyright (C) 2000-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if any(size(i)==0); return; end; if nargin<2 OPT=[]; end if nargin<3 DIM=[]; end if nargin<4 W = []; end if ~isempty(OPT) && ~any(OPT==[0,1]) error('OPT must be 0, 1 or empty.') end if isempty(DIM), DIM=min(find(size(i)>1)); if isempty(DIM), DIM=1; end; end; % pre-whitening [S,N,SSQ] = sumskipnan(i, DIM, W); m = S./N; i = i-repmat(m, size(i)./size(m)); % remove mean s = std (i, OPT, DIM, W); s(s==0)=1; i = i ./ repmat(s,size(i)./size(s)); % scale to var=1 %!assert(isequaln(zscore([1,1,-1,-1,0,NaN]),[1,1,-1,-1,0,NaN])) nan-3.6.1/inst/PaxHeaders/cdfplot.m0000644000000000000000000000006114140566210014141 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/cdfplot.m0000644000175000017500000000347214140566210016552 0ustar00schloeglschloegl00000000000000function [h,stats] = cdfplot(X, varargin) % CDFPLOT plots empirical commulative distribution function % % cdfplot(X) % cdfplot(X, FMT) % cdfplot(X, PROPERTY, VALUE,...) % h = cdfplot(...) % [h,stats] = cdfplot(X) % % X contains the data vector % (matrix data is currently changed to a vector, this might change in future) % FMT,PROPERTY,VALUE % are used for formating; see HELP PLOT for more details % h graphics handle to the cdf curve % stats % a struct containing various summary statistics including % mean, std, median, min, max. % % see also: ecdf, median, statistics, hist2res, plot % % References: % $Id$ % Copyright (C) 2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. his = histo(X(:)); cdf = cumsum(his.H,1) ./ sum(his.H,1); ix1 = ceil ([1:2*size(his.X,1)]'/2); ix2 = floor([2:2*size(his.X,1)]'/2); hh = plot (his.X(ix1), [0; cdf(ix2)], varargin{:}); if nargout>0, h = hh; end; if nargout>1, stats = hist2res(his); stats.median = quantile(his,.5); end; nan-3.6.1/inst/PaxHeaders/flag_accuracy_level.m0000644000000000000000000000006114140566210016460 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/flag_accuracy_level.m0000644000175000017500000000642514140566210021072 0ustar00schloeglschloegl00000000000000function FLAG = flag_accuracy_level(i) % FLAG_ACCURACY_LEVEL sets and gets accuracy level % used in SUMSKIPNAN_MEX and COVM_MEX % The error margin of the naive summation is N*eps (N is the number of samples), % the error margin is only 2*eps if Kahan's summation is used [1]. % % 0: maximum speed [default] % accuracy of double (64bit) with naive summation (error = N*2^-52) % 1: accuracy of extended (80bit) with naive summation (error = N*2^-64) % 2: accuracy of double (64bit) with Kahan summation (error = 2^-52) % 3: accuracy of extended (80bit) with Kahan summation (error = 2^-64) % % Please note, level 3 might be equally accurate but slower than 1 or 2 on % some platforms. In order to determine what is good for you, you might want % to run ACCTEST. % % FLAG = flag_accuracy_level() % gets current level % flag_accuracy_level(FLAG) % sets accuracy level % % see also: ACCTEST % % Reference: % [1] David Goldberg, % What Every Computer Scientist Should Know About Floating-Point Arithmetic % ACM Computing Surveys, Vol 23, No 1, March 1991. % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA % $Id$ % Copyright (C) 2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ persistent FLAG_ACCURACY_LEVEL; %% if strcmp(version,'3.6'), FLAG_ACCURACY_LEVEL=1; end; %% hack for the use with Freemat3.6 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% set the default accuracy level for your platform, ACCTEST might help to determine the optimum for your platform. %% If you use Matlab, use level 0 or 2; 1 and 3 are much slower but do not show a better accuracy %% Octave seems to be able to use all 4 levels, were the differences of accuracy between succeeding levels become smaller DEFAULT_ACCURACY_LEVEL = 0; %% maximum speed, accuracy sufficient for most needs. %% DEFAULT_ACCURACY_LEVEL = 2; %% slower, but better accuracy for: AMDx64 Opteron, Phenom, Intel Pentium %% DEFAULT_ACCURACY_LEVEL = 1; %% slower, but better accuracy for: Octave on Intel Atom (no improvement with Matlab, just slower) %% DEFAULT_ACCURACY_LEVEL = 3; %% similar accuracy than 1 or 2 (depending on platform) but even slower. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%% set DEFAULT value of FLAG if isempty(FLAG_ACCURACY_LEVEL), FLAG_ACCURACY_LEVEL = DEFAULT_ACCURACY_LEVEL; end; if nargin>0, if (i>3), i=3; end; if (i<0), i=0; end; FLAG_ACCURACY_LEVEL = double(i); end; FLAG = FLAG_ACCURACY_LEVEL; nan-3.6.1/inst/PaxHeaders/roc.m0000644000000000000000000000006114140566210013271 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/roc.m0000644000175000017500000002570314140566210015703 0ustar00schloeglschloegl00000000000000function [argout1,argout2,argout3] = roc(d, c, varargin); % ROC plots receiver operator curve and computes derived statistics. % computes the ROC curve, and a number of derived paramaters include % AUC, optimal threshold values, corresponding confusion matrices, etc. % % Remark: if the sample values in d are not unique, there is a certain % ambiguity in the results; the results may vary depending on % on the ordering of the samples. Usually, this is only an issue, % if the number of unique data value is much smaller than the total % number of samples. % % Tratitionally, ROC was defined in the "Biosig for Octave and matlab" % toolbox, later an ROC function became available in Matlab's NNET % (Deep Learning) toolbox with a different usage interface. % Therfore, there are different usage-styles. % % Usage (traditional/biosig style): % RES = roc(d, c); % RES = roc(d1, d0); % RES = roc(...); % % RES = roc(...,'flag_plot'); % RES = roc(..., s); % plot ROC curve, including suggested thresholds % In order to speed up the plotting, no more than 10000 data % points are displayed. If you need more, you need to change % the source code). % % The ROC curve can be plotted with % plot(RES.FPR*100, RES.TPR*100); % % Usage style compatible with matlab's roc implementation: % [TPR, FPR, THRESHOLDS] = ROC(targets, outputs) % matlab-style interface for compatibiliy with Matlab's ROC implementation; % Note that the input arguments are reversed; % targets correspond to c, and outputs correspond to d. % % INPUT: % d DATA, % c CLASS, vector with 0 and 1 % d1 DATA of class 1 % d2 DATA of class 0 % s line style (as used in plot) % targets DATA, when using matlab-style ROC % outputs CLASS when using matlab-style ROC % % OUTPUT: % TPR true positive rate % FPR false positive rate % THRESHOLDS corresponding Threshold values % ACC accuracy % AUC area under ROC curve % Yi max(SEN+SPEC-1), Youden index % c TH(c) is the threshold that maximizes Yi % % RES is a structure and provides many more results % including optimum threshold values, correpinding confusion matrices, etc. % RES.THRESHOLD.FPR returns the threshold value to obtain % the given FPR rate. % RES.THRESHOLD.{maxYI,maxACC,maxKAPPA,maxMCC,maxMI,maxF1,maxPHI} return the % threshold obtained from maximum Youden Index (YI), Accuracy, Cohen's Kappa [3], % Matthews correlation coefficient [2] (also known as Phi coefficient [1]), % Mutual information, and F1 score [4], resp. % RES.TH([RES.THRESHOLD.maxYIix, RES.THRESHOLD.maxACCix, RES.THRESHOLD.maxKAPPAix, % RES.THRESHOLD.maxMCCix, RES.THRESHOLD.maxMIix, RES.THRESHOLD.maxF1ix]) % return the optimal threshold for the respective measure. % RES.H_kappa: confusion matrix when Threshold of maximum Kappa is applied. % RES.H_{yi,acc,kappa,mcc,mi,f1,phi}: confusion matrix when threshold of % optimum {...} is applied. Its structure is [TN, FN; FP; TP]. % % see also: AUC, PLOT, ROC % % References: % [0] https://en.wikipedia.org/wiki/ROC_curve % [1] https://en.wikipedia.org/wiki/Phi_coefficient % [2] https://en.wikipedia.org/wiki/Matthews_correlation_coefficient % [3] https://en.wikipedia.org/wiki/Cohen%27s_kappa % [4] https://en.wikipedia.org/wiki/F1_score % [5] A. Schlögl, J. Kronegg, J.E. Huggins, S. G. Mason; % Evaluation criteria in BCI research. % (Eds.) G. Dornhege, J.R. Millan, T. Hinterberger, D.J. McFarland, K.-R.Müller; % Towards Brain-Computer Interfacing, MIT Press, 2007, p.327-342 % Copyright (c) 1997-2021 Alois Schloegl % This is part of the BIOSIG-toolbox http://biosig.sf.net/ % % This library is free software; you can redistribute it and/or % modify it under the terms of the GNU Library General Public % License as published by the Free Software Foundation; either % version 3 of the License, or (at your option) any later version. % % This library 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 % Library General Public License for more details. % % You should have received a copy of the GNU Library General Public % License along with this library; if not, write to the % Free Software Foundation, Inc., 59 Temple Place - Suite 330, % Boston, MA 02111-1307, USA. % if all(size(d)==size(c)) && all(all((c==1) | (c==0) | isnan(c))), MODE='biosig_traditional'; elseif ( all(all( (d==1) | (d==0) )) && all(size(c)==size(d)) ) MODE='matlab_style'; elseif ( (size(d,2)==1) && (size(c,2)==1) ), MODE='biosig_2class'; else error('can not identify input data style') end if strcmp(MODE,'matlab_style') warning('matlab style is not fully (bug-by-bug) compatible'); % Matlab's roc functions seems to add (in certain circumstances) some weird % 0 and 1 in its 'outputs' data (see thresholds). This seems wrong. % We do not aim for bug-compatibility but for correctness. % Therefore, this does not provide the exact same results. [thresholds,I] = sort(c,2); x = d(I); tpr = 1-[zeros(size(x,1),1),cumsum(x==1,2)]./sum(x==1,2); fpr = 1-[zeros(size(x,1),1),cumsum(x==0,2)]./sum(x==0,2); tpr = tpr(:,end:-1:1); fpr = fpr(:,end:-1:1); thresholds = thresholds(:,end:-1:1); if size(c,1)>1, tpr=num2cell(tpr,2); fpr=num2cell(fpr,2); thresholds=num2cell(thresholds,2); end; argout1 = tpr; argout2 = fpr; argout3 = thresholds; return; elseif strcmp(MODE,'biosig_2class') d=d(:); c=c(:); d2=c; c=[ones(size(d));zeros(size(d2))]; d=[d;d2]; fprintf(2,'Warning ROC: XXX\n') elseif strcmp(MODE,'biosig_traditional') d=d(:); c=c(:); ix = ~any(isnan([d,c]),2); c = c(ix); d = d(ix); end; % handle (ignore) NaN's c = c(~isnan(d)); d = d(~isnan(d)); plot_args={'-'}; flag_plot_args = 1; thFPR = NaN; FLAG_DISPLAY=0; for k=1:length(varargin) arg = varargin{k}; if strcmp(arg,'FPR') flag_plot_args = 0; thFPR = varargin{k+1}; end; if strcmp(arg,'flag_display') || strcmp(arg,'flag_plot') FLAG_DISPLAY=1; end if flag_plot_args, plot_args{k} = arg; end end; [D,I] = sort(d); x = c(I); FN = [0;cumsum(x==1)]; TP = sum(x==1)-FN; TN = [0;cumsum(x==0)]; FP = sum(x==0)-TN; FNR = FN/sum(x==1); TPR = 1-FNR; TNR = TN/sum(x==0); FPR = 1-TNR; PPV = TP./(TP+FP); NPV = TN./(TN+FN); SEN = TP./(TP+FN); SPEC= TN./(TN+FP); ACC = (TP+TN)./(TP+TN+FP+FN); % SEN = [FN TP TN FP SEN SPEC ACC D]; %%% compute Cohen's kappa coefficient N = size(d,1); % H =[TN, FN; FP, TP] p_i = [TP+FP, FN+TN]; pi_ = [TP+FN, FP+TN]; pe = sum(p_i.*pi_,2)/(N*N); % estimate of change agreement kap = (ACC - pe) ./ (1 - pe); mcc = (TP .* TN - FN .* FP) ./ sqrt(prod( [p_i, pi_], 2)); % mutual information pxi = pi_/N; % p(x_i) pyj = p_i/N; % p(y_j) log2pji = ([TP,FN,FP,TN]/N).*log2([TP,FN,FP,TN]./[p_i,p_i]); % replace sumskipnan in order to avoid dependency on NaN-toolbox % RES.MI = -sumskipnan(pyj.*log2(pyj),2) + sumskipnan(log2pji,2); tmp1 = pyj.*log2(pyj); tmp2 = log2pji; tmp1(isnan(tmp1))=0; tmp2(isnan(tmp2))=0; MI = -sum(tmp1,2) + sum(tmp2,2); % area under the ROC curve if numel(FPR)<2 RES.AUC=NaN; else RES.AUC = -diff(FPR)' * (TPR(1:end-1)+TPR(2:end))/2; end % Youden index YI = SEN + SPEC - 1; F1 = 2*PPV.*TPR./(PPV+TPR); LRP = TPR./FPR; LRN = FNR./TNR; % reduce size of AUC, to about 2500 to 5000 samples) len = length(FPR); delta = max(1,ceil(len/5000)); dix = [1:delta:len-1,len]; RES.YI = YI(dix); RES.ACC = ACC(dix); RES.KAPPA = kap(dix); RES.MCC = mcc(dix); % RES.TH = D(dix); % broken RES.F1 = F1(dix); RES.MI = MI(dix); RES.SEN = SEN(dix); RES.SPEC= SPEC(dix); RES.TP = TP(dix); RES.FP = FP(dix); RES.FN = FN(dix); RES.TN = TN(dix); RES.TPR = TPR(dix); RES.FPR = FPR(dix); RES.FNR = FNR(dix); RES.TNR = TNR(dix); RES.LRP = LRP(dix); RES.LRN = LRN(dix); RES.PPV = PPV(dix); RES.NPV = NPV(dix); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Find optimal threshold: % there are different threshold based on different criteria % currently, cohen's kappa is usually what you want. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Cohen's kappa is best tested for borderline cases, like, few % samples only, or when multiple options are possible. % others are not that sophisticated. [RES.maxYI,ix] = max(SEN+SPEC-1); ix = min(ix,length(D)); RES.THRESHOLD.maxYI = D(ix); RES.THRESHOLD.maxYIix = ix; RES.H_yi = [TN(ix),FN(ix);FP(ix),TP(ix)]; [RES.maxKAPPA,ix] = max(kap); if (RES.maxKAPPA < 1/length(d)) % if there is no positive kappa, look for negative kappas [RES.maxKAPPA,ix] = max(abs(kap)); end if (RES.maxKAPPA>2*eps) ix = find(abs(kap)==RES.maxKAPPA,1); RES.THRESHOLD.maxKAPPA = mean(D(ix+[-1:0])); RES.THRESHOLD.maxKAPPAix = ix; RES.H_kappa = [TN(ix),FN(ix);FP(ix),TP(ix)]; if kap(ix)<0, warning('ROC - negative maximum kappa found, data and classlabels are inversely correlated. You might want to switch the classlabels') end; end [RES.maxMCC,ix] = max(mcc); ix = min(ix,length(D)); RES.THRESHOLD.maxMCC = D(ix); RES.THRESHOLD.maxMCCix = ix; RES.H_mcc = [TN(ix),FN(ix);FP(ix),TP(ix)]; [RES.maxMI,ix] = max(MI); ix = min(ix,length(D)); RES.THRESHOLD.maxMI = D(ix); RES.THRESHOLD.maxMIix = ix; RES.H_mi = [TN(ix),FN(ix);FP(ix),TP(ix)]; [tmp,ix] = max(ACC); ix = min(ix,length(D)); RES.THRESHOLD.maxACC = D(ix); RES.THRESHOLD.maxACCix = ix; RES.H_acc = [TN(ix),FN(ix);FP(ix),TP(ix)]; [tmp,ix] = max(F1); RES.THRESHOLD.maxF1 = D(ix); RES.THRESHOLD.maxF1ix = ix; RES.H_f1 = [TN(ix),FN(ix);FP(ix),TP(ix)]; RES.THRESHOLD.FPR = NaN; if ~isnan(thFPR) ix = max(1,min(N,round((1-thFPR)*N))); RES.THRESHOLD.FPR = D(ix); RES.THRESHOLD.FPRix = ix; RES.H_fpr = [TN(ix),FN(ix);FP(ix),TP(ix)]; end; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%% display only 10000 points at most. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if FLAG_DISPLAY, ix0 = RES.THRESHOLD.maxKAPPAix; ix1 = RES.THRESHOLD.maxYIix ; ix2 = RES.THRESHOLD.maxMCCix; ix3 = RES.THRESHOLD.maxMIix; ix4 = RES.THRESHOLD.maxACCix; ix5 = RES.THRESHOLD.maxF1ix; plot(FPR(dix)*100,TPR(dix)*100, FPR(ix0)*100, TPR(ix0)*100,'ok', FPR(ix1)*100, TPR(ix1)*100, 'xb', FPR(ix2)*100, TPR(ix2)*100, 'xg', FPR(ix3)*100, TPR(ix3)*100, 'xr', FPR(ix4)*100, TPR(ix4)*100, 'xc', FPR(ix5)*100, TPR(ix5)*100, 'xm'); ylabel('TPR [%]');xlabel('FPR [%]'); legend({'ROC','maxKappa','maxYoudenIndex','maxMCC','maxMI','maxACC','maxF1'},'location','southeast'); %ylabel('Sensitivity (true positive ratio) [%]'); %xlabel('1-Specificity (false positive ratio) [%]'); end; argout1=RES; argout2=FPR; argout3=D; %%% here are examples of strange results observed in Matlab's roc version %%! [tpr1,fpr1,thresholds1] = roc([0,1,1,1,0,0,0],-[0.5:7]-4); %% R=roc([5;1],[0;1]) %% R=roc([-5;1],[0;1]) %% R=roc([1:4]',[0;0;1;1;]); R.THRESHOLD.maxKAPPA<3 nan-3.6.1/inst/PaxHeaders/nanfft.m0000644000000000000000000000006114140566210013762 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nanfft.m0000644000175000017500000000402614140566210016367 0ustar00schloeglschloegl00000000000000function [Y,N,N2] = nanfft(X,N,DIM); % NANFFT calculates the Fourier-Transform of X for data with missing values. % NANFFT is the same as FFT but X can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % % Y = NANFFT(X) % Y = NANFFT(X,N) % Y = NANFFT(X,[],DIM) % % [Y,N] = NANFFT(...) % returns the number of valid samples N % % % WARNING: missing values can introduce aliasing - causing unintended results. % Moreover, the behavior of bandpass and highpass filters in case of missing values % is not fully understood, and might contain some pitfalls. % % see also: FFT, XCORR, NANCONV, NANFILTER % $Id$ % Copyright (C) 2005,2011 by Alois Schloegl % This function is part of the NaN-toolbox available at % http://pub.ist.ac.at/~schloegl/matlab/NaN/ and % http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA warning('NANFFT is experimental. For more details see HELP NANFFT'); NX = isnan(X); X(NX) = 0; if nargin==1, Y = fft(X); N2 = sum(1-NX); % N = fft(NX); elseif nargin==2, Y = fft(X,N); N2 = sum(1-NX); N = fft(NX); elseif nargin==3, Y = fft(X,N,DIM); N2 = sum(1-NX,DIM); % N = fft(NX,N,DIM); end; nan-3.6.1/inst/PaxHeaders/moment.m0000644000000000000000000000006114140566210014005 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/moment.m0000644000175000017500000000535314140566210016416 0ustar00schloeglschloegl00000000000000function M=moment(i,p,opt,DIM) % MOMENT estimates the p-th moment % % M = moment(x, p [,opt] [,DIM]) % M = moment(H, p [,opt]) % calculates p-th central moment from data x in dimension DIM % of from Histogram H % % p moment of order p % opt 'ac': absolute 'a' and/or central ('c') moment % DEFAULT: '' raw moments are estimated % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: STD, VAR, SKEWNESS, KURTOSIS, STATISTIC, % % REFERENCE(S): % http://mathworld.wolfram.com/Moment.html % $Id$ % Copyright (C) 2000-2002,2010 by Alois Schloegl % This functions is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin==2, DIM=[]; opt=[]; elseif nargin==3, DIM=[]; elseif nargin==4, else fprintf('Error MOMENT: invalid number of arguments\n'); return; end; if p<=0; fprintf('Error MOMENT: invalid model order p=%f\n',p); return; end; if isnumeric(opt) || ~isnumeric(DIM), tmp = DIM; DIM = opt; opt = tmp; end; if isempty(opt), opt='r'; end; if isempty(DIM), DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; N = nan; if isstruct(i), if isfield(i,'HISTOGRAM'), sz = size(i.H)./size(i.X); X = repmat(i.X,sz); if any(opt=='c'), N = sumskipnan(i.H,1); % N N = max(N-1,0); % for unbiased estimation S = sumskipnan(i.H.*X,1); % sum X = X - repmat(S./N, size(X)./size(S)); % remove mean end; if any(opt=='a'), X = abs(X); end; [M,n] = sumskipnan(X.^p.*i.H,1); else warning('invalid datatype') end; else if any(opt=='c'), [S,N] = sumskipnan(i,DIM); % gemerate N and SUM N = max(N-1,0); % for unbiased estimation i = i - repmat(S./N, size(i)./size(S)); % remove mean end; if any(opt=='a'), i = abs(i); end; [M,n] = sumskipnan(i.^p,DIM); end; if isnan(N), N=n; end; M = M./N; nan-3.6.1/inst/PaxHeaders/medAbsDev.m0000644000000000000000000000006114140566210014340 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/medAbsDev.m0000644000175000017500000000275514140566210016754 0ustar00schloeglschloegl00000000000000function [D, M] = medAbsDev(X, DIM) % medAbsDev calculates the median absolute deviation % % Usage: D = medAbsDev(X, DIM) % or: [D, M] = medAbsDev(X, DIM) % Input: X : data % DIM: dimension along which mad should be calculated (1=columns, 2=rows) % (optional, default=first dimension with more than 1 element % Output: D : median absolute deviations % M : medians (optional) % Copyright (C) 2003 Patrick Houweling % Copyright (C) 2009 Alois Schloegl % $Id$ % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . % input checks if any(size(X)==0), return; end; if nargin<2, M = median(X); else M = median(X, DIM); end; % median absolute deviation: median of absolute deviations to median D = median(abs(X - repmat(M, size(X)./size(M))), DIM);nan-3.6.1/inst/PaxHeaders/norminv.m0000644000000000000000000000006114140566210014176 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/norminv.m0000644000175000017500000000344214140566210016604 0ustar00schloeglschloegl00000000000000function x = norminv(p,m,s) % NORMINV returns inverse cumulative function of the normal distribution % % x = norminv(p,m,s); % % Computes the quantile (inverse of the CDF) of a the normal % cumulative distribution with mean m and standard deviation s % default: m=0; s=1; % p,m,s must be matrices of same size, or any one can be a scalar. % % see also: NORMPDF, NORMCDF % Reference(s): % $Id$ % Copyright (C) 2000-2003,2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1, m=0; s=1; elseif nargin==2, s=1; end; % allocate output memory and check size of arguments x = sqrt(2)*erfinv(2*p - 1).*s + m; % if this line causes an error, input arguments do not fit. x((p>1) | (p<0) | isnan(p) | isnan(m) | isnan(s) | (s<0)) = nan; k = (s==0) & ~isnan(m); % temporary variable, reduces number of tests. x((p==0) & k) = -inf; x((p==1) & k) = +inf; k = (p>0) & (p<1) & k; if numel(m)==1, x(k) = m; else x(k) = m(k); end; %!assert(sum(~isnan(norminv([-inf,-.2,0,.2,.5,1,2,inf,nan],2,0))),4) nan-3.6.1/inst/PaxHeaders/sem.m0000644000000000000000000000006114140566210013272 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/sem.m0000644000175000017500000000370714140566210015704 0ustar00schloeglschloegl00000000000000function [SE,M]=sem(x,DIM, W) % SEM calculates the standard error of the mean % % [SE,M] = SEM(x [, DIM [,W]]) % calculates the standard error (SE) in dimension DIM % the default DIM is the first non-single dimension % M returns the mean. % Can deal with complex data, too. % % DIM dimension % 1: SEM of columns % 2: SEM of rows % N: SEM of N-th dimension % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted mean and s.d. (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN, VAR, STD % This program 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 program 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 this program; If not, see . % Copyright (C) 2000-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin>2, [S,N,SSQ] = sumskipnan(x,DIM,W); elseif nargin>1, [S,N,SSQ] = sumskipnan(x,DIM); else [S,N,SSQ] = sumskipnan(x); end M = S./N; SE = (SSQ.*N - real(S).^2 - imag(S).^2)./(N.*N.*(N-1)); SE(SE<=0) = 0; % prevent negative value caused by round-off error SE = sqrt(real(SE)); %!assert(sem([1,4,1,NaN]) == 1) %!assert(sem([1,4,1,NaN]',1) == 1) %!assert(sem([1,4,1,NaN] ,2) == 1) nan-3.6.1/inst/PaxHeaders/nanmean.m0000644000000000000000000000006114140566210014123 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nanmean.m0000644000175000017500000000247014140566210016531 0ustar00schloeglschloegl00000000000000function [o] = nanmean(i,DIM) % NANMEAN same as SUM but ignores NaN's. % NANMEAN is OBSOLETE; use MEAN instead. NANMEAN is included % to provide backward compatibility % % Y = nanmean(x [,DIM]) % % DIM dimension % 1 sum of columns % 2 sum of rows % default or []: first DIMENSION with more than 1 element % Y resulting mean % % % see also: MEAN, SUMSKIPNAN, NANSUM % $Id$ % Copyright (C) 2009 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program; If not, see . if nargin>1 [o,n] = sumskipnan(i,DIM); else [o,n] = sumskipnan(i); end; o=o./n; nan-3.6.1/inst/PaxHeaders/meansq.m0000644000000000000000000000006114140566210013772 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/meansq.m0000644000175000017500000000306114140566210016375 0ustar00schloeglschloegl00000000000000function o=meansq(x,DIM,W) % MEANSQ calculates the mean of the squares % % y = meansq(x,DIM,W) % % DIM dimension % 1 STD of columns % 2 STD of rows % N STD of N-th dimension % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted mean (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: SUMSQ, SUMSKIPNAN, MEAN, VAR, STD, RMS % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 2000-2003,2009 by Alois Schloegl % $Id$ % This function is part of the NaN-toolbox for Octave and Matlab % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<3, W = []; end; if nargin<2, [o,N,ssq] = sumskipnan(x,[],W); else [o,N,ssq] = sumskipnan(x,DIM,W); end; o = ssq./N; nan-3.6.1/inst/PaxHeaders/kappa.m0000644000000000000000000000006114140566210013602 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/kappa.m0000644000175000017500000001361414140566210016212 0ustar00schloeglschloegl00000000000000function [kap,se,H,z,p0,SA,R]=kappa(d,c,arg3,w) % KAPPA estimates Cohen's kappa coefficient % and related statistics % % [...] = kappa(d1,d2); % NaN's are handled as missing values and are ignored % [...] = kappa(d1,d2,'notIgnoreNAN'); % NaN's are handled as just another Label. % [kap,sd,H,z,ACC,sACC,MI] = kappa(...); % X = kappa(...); % % d1 data of scorer 1 % d2 data of scorer 2 % % kap Cohen's kappa coefficient point % se standard error of the kappa estimate % H Concordance matrix, i.e. confusion matrix % z z-score % ACC overall agreement (accuracy) % sACC specific accuracy % MI Mutual information or transfer information (in [bits]) % X is a struct containing all the fields above % For two classes, a number of additional summary statistics including % TPR, FPR, FDR, PPV, NPF, F1, dprime, Matthews Correlation coefficient (MCC) or % Phi coefficient (PHI=MCC), Specificity and Sensitivity, Youden index (YI) % are provided. Note, the positive category must the larger label (in d and c), otherwise % the confusion matrix becomes transposed and the summary statistics are messed up. % % % Reference(s): % [1] Cohen, J. (1960). A coefficient of agreement for nominal scales. Educational and Psychological Measurement, 20, 37-46. % [2] J Bortz, GA Lienert (1998) Kurzgefasste Statistik f|r die klassische Forschung, Springer Berlin - Heidelberg. % Kapitel 6: Uebereinstimmungsmasze fuer subjektive Merkmalsurteile. p. 265-270. % [3] http://www.cmis.csiro.au/Fiona.Evans/personal/msc/html/chapter3.html % [4] Kraemer, H. C. (1982). Kappa coefficient. In S. Kotz and N. L. Johnson (Eds.), % Encyclopedia of Statistical Sciences. New York: John Wiley & Sons. % [5] http://ourworld.compuserve.com/homepages/jsuebersax/kappa.htm % [6] http://en.wikipedia.org/wiki/Receiver_operating_characteristic % Copyright (c) 1997-2021 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % BioSig 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. % % BioSig 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 BioSig. If not, see . mode.ignoreNAN = 1; kk = []; if nargin>2 if ischar(arg3) if strcmpi(arg3,'notIgnoreNAN') mode.ignoreNAN = 0; end else kk = arg3; end end; if nargin<4 w = []; end; if nargin>1, d = d(:); c = c(:); tmp = [d;c]; maxtmp = max(tmp); tmp(isnan(tmp)) = maxtmp+1; [X.Label,i,j] = unique(tmp); c = j(1+numel(d):end); d = j(1:numel(d)); kk = max(j); maxCLASS = kk - any(tmp>maxtmp); if mode.ignoreNAN, if any(j > maxCLASS) % fprintf(2,'Warning KAPPA: some elements are NaN. These are handled as missing values and are ignored.\n'); % fprintf(2,'If NaN should be handled as just another label, use kappa(..,''notIgnoreNaN'').\n'); ix = find((c<=maxCLASS) & (d<=maxCLASS)); d = d(ix); c=c(ix); if ~isempty(w), w = w(ix); end; kk = kk - 1; end; X.Label(X.Label>maxtmp) = []; else X.Label(X.Label>maxtmp) = NaN; end; if isempty(w) H = full( sparse (d, c, 1, kk, kk) ); elseif ~isempty(w), H = full( sparse (d, c, w, kk, kk) ); end; else X.Label = 1:min(size(d)); H = d(X.Label,X.Label); end; s = warning; warning('off'); N = sum(H(:)); p0 = sum(diag(H))/N; %accuracy of observed agreement, overall agreement %OA = sum(diag(H))/N); p_i = sum(H,1); pi_ = sum(H,2)'; SA = 2*diag(H)'./(p_i+pi_); % specific agreement pe = (p_i*pi_')/(N*N); % estimate of change agreement px = sum(p_i.*pi_.*(p_i+pi_))/(N*N*N); %standard error kap = (p0-pe)/(1-pe); sd = sqrt((pe+pe*pe-px)/(N*(1-pe*pe))); %standard error se = sqrt((p0+pe*pe-px)/N)/(1-pe); if ~isreal(se), z = NaN; else z = kap/se; end if ((1 < nargout) && (nargout<7)) warning(s); return; end; % Nykopp's entropy pwi = sum(H,2)/N; % p(x_i) pwj = sum(H,1)/N; % p(y_j) pji = H./repmat(sum(H,2),1,size(H,2)); % p(y_j | x_i) R = - sumskipnan(pwj.*log2(pwj)) + sumskipnan(pwi'*(pji.*log2(pji))); if (nargout>1), return; end; X.kappa = kap; X.kappa_se = se; X.data = H; X.H = X.data; X.z = z; X.ACC = p0; X.sACC = SA; X.MI = R; X.SSE = sum(X.data(:))-trace(X.data); X.datatype = 'confusion'; if length(H)==2, % see http://en.wikipedia.org/wiki/Receiver_operating_characteristic % Note that the confusion matrix used here uses more positive values in % the 2nd row and column, moreover the true values are indicated by % rows (transposed). Thus, in summary H(1,1) and H(2,2) are exchanged % as compared to the wikipedia article. X.TP = H(2,2); X.TN = H(1,1); X.FP = H(1,2); X.FN = H(2,1); X.FNR = H(2,1) / sum(H(2,:)); X.FPR = H(1,2) / sum(H(1,:)); X.TPR = H(2,2) / sum(H(2,:)); X.PPV = H(2,2) / sum(H(:,2)); X.NPV = H(1,1) / sum(H(:,1)); X.FDR = H(1,2) / sum(H(:,2)); X.MCC = det(H) / sqrt(prod([sum(H), sum(H')])); X.PHI = X.MCC; X.F1 = 2 * X.TP / (sum(H(2,:)) + sum(H(:,2))); X.Sensitivity = X.TPR; %% hit rate, recall X.Specificity = 1 - X.FPR; X.Precision = X.PPV; X.dprime = norminv(X.TPR) - norminv(X.FDR); X.YI = X.Sensitivity + X.Specificity - 1; % Youden Index % statistical significance test of Matthews' correlation coefficient NN = sum(H(:)); R = X.MCC; R(isnan(R)) = 0; tmp = 1 - R.*R; tmp(tmp<0) = 0; % prevent tmp<0 i.e. imag(t)~=0 t = R.*sqrt(max(NN-2,0)./tmp) sig = tcdf(t,NN-2); sig = 2 * min(sig,1 - sig); X.MCC_p_value = sig; end; kap = X; warning(s); nan-3.6.1/inst/PaxHeaders/nansum.m0000644000000000000000000000006114140566210014007 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nansum.m0000644000175000017500000000250514140566210016414 0ustar00schloeglschloegl00000000000000function [o] = nansum(i,DIM) % NANSUM same as SUM but ignores NaN's. % NANSUM is OBSOLETE; use SUMSKIPNAN instead. NANSUM is included % to fix a bug in some other versions. % % Y = nansum(x [,DIM]) % % DIM dimension % 1 sum of columns % 2 sum of rows % default or []: first DIMENSION with more than 1 element % Y resulting sum % % % see also: SUM, SUMSKIPNAN, NANSUM % $Id$ % Copyright (C) 2000-2003,2008 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program; If not, see . if nargin>1 o = sumskipnan(i,DIM); else o = sumskipnan(i); end; %!assert(nansum(NaN),0) nan-3.6.1/inst/PaxHeaders/knnsearch.m0000644000000000000000000000006114140566210014462 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/knnsearch.m0000644000175000017500000001151014140566210017063 0ustar00schloeglschloegl00000000000000function [idx, dist]=knnsearch(X,Y,varargin) % KNNSEARCH search for K nearest neighbors % and related statistics % % Usage: % IDX = knnsearch(X,Y); % finds for each element (row) in Y, the nearest % of all elements in X, such that % IDX(k) points to X(IDX(k),:) that is nearest to Y(k,:) % IDX has as many elements as Y has rows % [IDX,DIST] = knnsearch(X,Y); % ... = knnsearch(...,'k',k); % search for k nearest neighbors (default: k=2) % ... = knnsearch(...,'Scale',Scale); % Scaling vector of 'seuclidian' metric % default value is std(X) % ... = knnsearch(...,'Cov',Cov); % Cov is the covariance matrix used for Mahalanobis distance % default value is cov(X) % ... = knnsearch(...,'Distance',Distance); % the following distance metrics are currently supported: % 'euclidean' [1], % 'seuclidean', (scaled euclidian) % 'minkowski' [3], % 'cityblock' or 'manhattan' [4], % 'hamming' [5], % 'mahalanobis' [6], % 'cosine' [7] % (one minus the cosine of the angle between the two samples), % 'correlation' % (one minus the linear correlation between each pair f data vectors), % 'spearman' % (one minus the rank correlation between each pair of data vectors), % % SEE ALSO: corrcoef, spearman, rankcorr, cov, std % % Reference(s): % [1] https://en.wikipedia.org/wiki/K-nearest_neighbors_algorithm % [2] https://en.wikipedia.org/wiki/Euclidean_distance % [3] https://en.wikipedia.org/wiki/Minkowski_distance % [4] https://en.wikipedia.org/wiki/Taxicab_geometry % [5] https://en.wikipedia.org/wiki/Hamming_distance % [6] https://en.wikipedia.org/wiki/Mahalanobis_distance % [7] https://en.wikipedia.org/wiki/Cosine_similarity % Copyright (C) 2021 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % BioSig 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. % % BioSig 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 BioSig. If not, see . if nargin<2 error('missing input arguments') end if size(X,2)~=size(Y,2) error('number of rows in X and Y must match') end % default values K=1; # number of NN P=2; # exponent for minkowski distance Distance='euclidean'; NSMethod='exhaustive'; Scale = []; Cov = []; k=1; while (k % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % allocate memory and check size of arguments p = x+n; % if this line causes an error, size of input arguments do not fit. ix = (n>0) & (n~=inf) & ~isnan(x); % make size of x and n equal n = x+n-x; x = x+n-n; % workaround for invalid arguments in BETA if any(ix) p(ix) = (exp (-(n(ix)+1).*log(1+x(ix).^2./n(ix))/2) ./ (sqrt(n(ix)).* beta(n(ix)/2, 1/2))); end; p(~ix)= NaN; % shape output p = reshape(p,size(x)); %!assert(tpdf(NaN,4),NaN) nan-3.6.1/inst/PaxHeaders/normcdf.m0000644000000000000000000000006114140566210014136 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/normcdf.m0000644000175000017500000000314314140566210016542 0ustar00schloeglschloegl00000000000000function p = normcdf(x,m,s) % NORMCDF returns normal cumulative distribtion function % % cdf = normcdf(x,m,s); % % Computes the CDF of a the normal distribution % with mean m and standard deviation s % default: m=0; s=1; % x,m,s must be matrices of same size, or any one can be a scalar. % % see also: NORMPDF, NORMINV % Reference(s): % $Id$ % Copyright (C) 2000-2003,2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1, m=0; s=1; elseif nargin==2, s=1; end; % allocate output memory and check size of arguments z = (x-m)./s; % if this line causes an error, input arguments do not fit. p = erfc(z/-sqrt(2))/2; z = (s==0); p((xm) & z) = 1; p(isnan(x) | isnan(m) | isnan(s) | (s<0)) = nan; %!assert(sum(isnan(normcdf([-inf,-2,-1,-.5,0,.5,1,2,3,inf,nan]',2,0))),1) nan-3.6.1/inst/PaxHeaders/xcovf.m0000644000000000000000000000006114140566210013633 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/xcovf.m0000644000175000017500000000711714140566210016244 0ustar00schloeglschloegl00000000000000function [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT) % XCOVF generates cross-covariance function. % XCOVF is the same as XCORR except % X and Y can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % The output gives NaN only if there are insufficient input data % % [C,N,LAGS] = xcovf(X,MAXLAG,SCALEOPT); % calculates the (auto-)correlation function of X % [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT); % calculates the crosscorrelation function between X and Y % % SCALEOPT [character string] specifies the type of scaling applied % to the correlation vector (or matrix). is one of: % 'none' return the unscaled correlation, R, % 'biased' return the biased average, R/N, % 'unbiased' return the unbiassed average, R(k)/(N-|k|), % 'coeff' return the correlation coefficient, R/(rms(x).rms(y)), % where "k" is the lag, and "N" is the length of X. % If omitted, the default value is "none". % If Y is supplied but does not have the ame length as X, % scale must be "none". % % % see also: COVM, XCORR % Copyright (C) 2005,2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<2, Y = []; MAXLAG = []; SCALEOPT = 'none'; elseif ischar(Y), MAXLAG = Y; SCALEOPT=MAXLAG; Y=[]; elseif all(size(Y)==1), if nargin<3 SCALEOPT = 'none'; else SCALEOPT = MAXLAG; end; MAXLAG = Y; Y = []; end; if 0, elseif isempty(Y) && isempty(MAXLAG) NX = isnan(X); X(NX) = 0; [C,LAGS] = xcorr(X,'none'); [N,LAGS] = xcorr(1-NX,'none'); elseif ~isempty(Y) && isempty(MAXLAG) NX = isnan(X); NY = isnan(Y); X(NX) = 0; Y(NY) = 0; [C,LAGS] = xcorr(X,Y,'none'); [N,LAGS] = xcorr(1-NX,1-NY,'none'); elseif isempty(Y) && ~isempty(MAXLAG) NX = isnan(X); X(NX) = 0; [C,LAGS] = xcorr(X,MAXLAG,'none'); [N,LAGS] = xcorr(1-NX,MAXLAG,'none'); elseif ~isempty(Y) && ~isempty(MAXLAG) NX = isnan(X); NY = isnan(Y); X(NX) = 0; Y(NY) = 0; [C,LAGS] = xcorr(X,Y,MAXLAG,'none'); [N,LAGS] = xcorr(1-NX,1-NY,MAXLAG,'none'); end; if 0, elseif strcmp(SCALEOPT,'none') % done elseif strcmp(SCALEOPT,'coeff') ix = find(LAGS==0); if ~any(size(X)==1), %% ~isvector(X) c = C(ix,1:size(X,2)+1:end); %% diagonal elements v = c.^-0.5; % sqrt(1./c(:)); v = v'*v; C = C.*repmat(v(:).',size(C,1),1); elseif isempty(Y) C = C/C(ix); else C = C/sqrt(sumsq(X)*sumsq(Y)); end; elseif strcmp(SCALEOPT,'biased') C = C./repmat(max(N),size(C,1),1); elseif strcmp(SCALEOPT,'unbiased') C = C./(repmat(max(N),size(C,1),1)-repmat(LAGS,1,size(C,2))); else warning('invalid SCALEOPT - not supported'); end; nan-3.6.1/inst/PaxHeaders/hist2res.m0000644000000000000000000000006114140566210014251 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/hist2res.m0000644000175000017500000001076214140566210016662 0ustar00schloeglschloegl00000000000000function [R]=hist2res(H,fun) % Evaluates Histogram data % [R]=hist2res(H) % % [y]=hist2res(H,fun) % estimates fun-statistic % % fun 'mean' mean % 'std' standard deviation % 'var' variance % 'sem' standard error of the mean % 'rms' root mean square % 'meansq' mean of squares % 'sum' sum % 'sumsq' sum of squares % 'CM#' central moment of order # % 'skewness' skewness % 'kurtosis' excess coefficient (Fisher kurtosis) % % see also: NaN/statistic % % REFERENCES: % [1] C.L. Nikias and A.P. Petropulu "Higher-Order Spectra Analysis" Prentice Hall, 1993. % [2] C.E. Shannon and W. Weaver "The mathematical theory of communication" University of Illinois Press, Urbana 1949 (reprint 1963). % [3] http://www.itl.nist.gov/ % [4] http://mathworld.wolfram.com/ % This program 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 2 % of the License, or (at your option) any later version. % % This program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. % $Id$ % Copyright (c) 1996-2002,2006 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if strcmp(H.datatype,'HISTOGRAM'), elseif strcmp(H.datatype,'qc:histo') HDR = H; if isfield(H,'THRESHOLD'), TH = H.THRESHOLD; else TH = repmat([-inf,inf],HDR.NS,1); end; HIS = H.HIS; % remove overflowing samples HIS.N = sumskipnan(HIS.H); for k = 1:size(HIS.H,2); t = HIS.X(:,min(k,size(HIS.X,2))); HIS.H(xor(t<=min(TH(k,:)), t>=max(TH(k,:))),k) = 0; end; Nnew = sumskipnan(HIS.H); R.ratio_lost = 1-Nnew./HIS.N; HIS.N = Nnew; % scale into physical values if H.FLAG.UCAL, %t = HIS.X; %for k=1:length(HDR.InChanSelect), % HIS.X(:,k) = t(:,min(size(t,2),k))*HDR.Calib(k+1,k)+HDR.Calib(1,k); %end; HIS.X = [ones(size(HIS.X,1),1),repmat(HIS.X,1,size(HIS.H,2)./size(HIS.X,2))]*H.Calib; end; H = HIS; else fprintf(2,'ERROR: arg1 is not a histogram\n'); return; end; if nargin<2, fun=[]; end; global FLAG_implicit_unbiased_estimation; %%% check whether FLAG was already defined if ~exist('FLAG_implicit_unbiased_estimation','var'), FLAG_implicit_unbiased_estimation=[]; end; %%% set DEFAULT value of FLAG if isempty(FLAG_implicit_unbiased_estimation), FLAG_implicit_unbiased_estimation=logical(1); end; sz = size(H.H)./size(H.X); R.N = sumskipnan(H.H,1); R.SUM = sumskipnan(H.H.*repmat(H.X,sz),1); R.SSQ = sumskipnan(H.H.*repmat(H.X.*H.X,sz),1); %R.S3P = sumskipnan(H.H.*repmat(H.X.^3,sz),1); % sum of 3rd power R.S4P = sumskipnan(H.H.*repmat(H.X.^4,sz),1); % sum of 4th power %R.S5P = sumskipnan(H.H.*repmat(H.X.^5,sz),1); % sum of 5th power R.MEAN = R.SUM./R.N; R.MSQ = R.SSQ./R.N; R.RMS = sqrt(R.MSQ); R.SSQ0 = R.SSQ-R.SUM.*R.MEAN; % sum square of mean removed if FLAG_implicit_unbiased_estimation, n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF else n1 = R.N; end; R.VAR = R.SSQ0./n1; % variance (unbiased) R.STD = sqrt(R.VAR); % standard deviation R.SEM = sqrt(R.SSQ0./(R.N.*n1)); % standard error of the mean R.SEV = sqrt(n1.*(n1.*R.S4P./R.N+(R.N.^2-2*R.N+3).*(R.SSQ./R.N).^2)./(R.N.^3)); % standard error of the variance R.Coefficient_of_variation = R.STD./R.MEAN; R.CM2 = R.SSQ0./n1; x = repmat(H.X,sz) - repmat(R.MEAN,size(H.X,1),1); R.CM3 = sumskipnan(H.H.*(x.^3),1)./n1; R.CM4 = sumskipnan(H.H.*(x.^4),1)./n1; %R.CM5 = sumskipnan(H.H.*(x.^5),1)./n1; R.SKEWNESS = R.CM3./(R.STD.^3); R.KURTOSIS = R.CM4./(R.VAR.^2)-3; R.MAD = sumskipnan(H.H.*abs(x),1)./R.N; % mean absolute deviation H.PDF = H.H./H.N(ones(size(H.H,1),1),:); status=warning('off'); R.ENTROPY = -sumskipnan(H.PDF.*log2(H.PDF),1); warning(status); R.QUANT = repmat(min(diff(H.X,[],1)),1,size(H.H,2)/size(H.X,2)); R.MAX = max(H.X); R.MIN = min(H.X); R.RANGE = R.MAX-R.MIN; if ~isempty(fun), fun=upper(fun); if strncmp(fun,'CM',2) oo = str2double(fun(3:length(fun))); R = sumskipnan(H.PDF.*(x.^oo),1); else R = getfield(R,fun); end; end; nan-3.6.1/inst/PaxHeaders/covm.m0000644000000000000000000000006114140566210013452 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/covm.m0000644000175000017500000001573514140566210016070 0ustar00schloeglschloegl00000000000000function [CC,NN] = covm(X,Y,Mode,W) % COVM generates covariance matrix % X and Y can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % The output gives NaN only if there are insufficient input data % % COVM(X,Mode); % calculates the (auto-)correlation matrix of X % COVM(X,Y,Mode); % calculates the crosscorrelation between X and Y % COVM(...,W); % weighted crosscorrelation % % Mode = 'M' minimum or standard mode [default] % C = X'*X; or X'*Y correlation matrix % % Mode = 'E' extended mode % C = [1 X]'*[1 X]; % l is a matching column of 1's % C is additive, i.e. it can be applied to subsequent blocks and summed up afterwards % the mean (or sum) is stored on the 1st row and column of C % % Mode = 'D' or 'D0' detrended mode % the mean of X (and Y) is removed. If combined with extended mode (Mode='DE'), % the mean (or sum) is stored in the 1st row and column of C. % The default scaling is factor (N-1). % Mode = 'D1' is the same as 'D' but uses N for scaling. % % C = covm(...); % C is the scaled by N in Mode M and by (N-1) in mode D. % [C,N] = covm(...); % C is not scaled, provides the scaling factor N % C./N gives the scaled version. % % see also: DECOVM, XCOVF % $Id$ % Copyright (C) 2000-2005,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . global FLAG_NANS_OCCURED; if nargin<3, W = []; if nargin==2, if isnumeric(Y), Mode='M'; else Mode=Y; Y=[]; end; elseif nargin==1, Mode = 'M'; Y = []; elseif nargin==0, error('Missing argument(s)'); end; elseif (nargin==3) && isnumeric(Y) && ~isnumeric(Mode); W = []; elseif (nargin==3) && ~isnumeric(Y) && isnumeric(Mode); W = Mode; Mode = Y; Y = []; elseif (nargin==4) && ~isnumeric(Mode) && isnumeric(Y); ; %% ok else error('invalid input arguments'); end; Mode = upper(Mode); [r1,c1]=size(X); if ~isempty(Y) [r2,c2]=size(Y); if r1~=r2, error('X and Y must have the same number of observations (rows).'); end; else [r2,c2]=size(X); end; persistent mexFLAG2; persistent mexFLAG; if isempty(mexFLAG2) mexFLAG2 = exist('covm_mex','file'); end; if isempty(mexFLAG) mexFLAG = exist('sumskipnan_mex','file'); end; if ~isempty(W) W = W(:); if (r1~=numel(W)) error('Error COVM: size of weight vector does not fit number of rows'); end; %w = spdiags(W(:),0,numel(W),numel(W)); %nn = sum(W(:)); nn = sum(W); else nn = r1; end; if mexFLAG2 && mexFLAG && ~isempty(W), %% the mex-functions here are much slower than the m-scripts below %% however, the mex-functions support weighting of samples. if isempty(FLAG_NANS_OCCURED), %% mex-files require that FLAG_NANS_OCCURED is not empty, %% otherwise, the status of NAN occurence can not be returned. FLAG_NANS_OCCURED = logical(0); % default value end; if any(Mode=='D') || any(Mode=='E'), [S1,N1] = sumskipnan(X,1,W); if ~isempty(Y) [S2,N2] = sumskipnan(Y,1,W); else S2 = S1; N2 = N1; end; if any(Mode=='D'), % detrending mode X = X - ones(r1,1)*(S1./N1); if ~isempty(Y) Y = Y - ones(r1,1)*(S2./N2); end; end; end; if issparse(X) || issparse(Y), fprintf(2,'sumskipnan: sparse matrix converted to full matrix\n'); X=full(X); Y=full(Y); end; [CC,NN] = covm_mex(real(X), real(Y), FLAG_NANS_OCCURED, W); %% complex matrices if ~isreal(X) && ~isreal(Y) [iCC,inn] = covm_mex(imag(X), imag(Y), FLAG_NANS_OCCURED, W); CC = CC + iCC; end; if isempty(Y) Y = X; end; if ~isreal(X) [iCC,inn] = covm_mex(imag(X), real(Y), FLAG_NANS_OCCURED, W); CC = CC - i*iCC; end; if ~isreal(Y) [iCC,inn] = covm_mex(real(X), imag(Y), FLAG_NANS_OCCURED, W); CC = CC + i*iCC; end; if any(Mode=='D') && ~any(Mode=='1'), % 'D1' NN = max(NN-1,0); end; if any(Mode=='E'), % extended mode NN = [nn, N2; N1', NN]; CC = [nn, S2; S1', CC]; end; elseif ~isempty(W), error('Error COVM: weighted COVM requires sumskipnan_mex and covm_mex but it is not available'); %% weighted covm without mex-file support %% this part is not working. elseif ~isempty(Y), if (~any(Mode=='D') && ~any(Mode=='E')), % if Mode == M NN = real(X==X)'*real(Y==Y); FLAG_NANS_OCCURED = any(NN(:) % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % warning('RANKCORR might become obsolete; use CORRCOEF(ranks(x)) or CORRCOEF(...,''Rank'') instead'); if nargin < 2 r = corrcoef(ranks(X)); else r = corrcoef(ranks(X),ranks(Y)); endnan-3.6.1/inst/PaxHeaders/mean.m0000644000000000000000000000006114140566210013426 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/mean.m0000644000175000017500000000644414140566210016041 0ustar00schloeglschloegl00000000000000function [y]=mean(x,DIM,opt,W) % MEAN calculates the mean of data elements. % % y = mean(x [,DIM] [,opt] [, W]) % % DIM dimension % 1 MEAN of columns % 2 MEAN of rows % N MEAN of N-th dimension % default or []: first DIMENSION, with more than 1 element % % opt options % 'A' arithmetic mean % 'G' geometric mean % 'H' harmonic mean % % W weights to compute weighted mean (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % usage: % mean(x) % mean(x,DIM) % mean(x,opt) % mean(x,opt,DIM) % mean(x,DIM,opt) % mean(x,DIM,W) % mean(x,DIM,opt,W); ' % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN, GEOMEAN, HARMMEAN % % $Id$ % Copyright (C) 2000-2004,2008,2009,2011 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program; If not, see . if nargin==1, %------ case: mean(x) W = []; DIM=[]; opt='a'; elseif (nargin==2) W = []; %if ~isnumeric(DIM), %>=65;%abs('A'), if (DIM>64) %abs('A'), %------ case: mean(x,opt) opt=DIM; DIM=[]; elseif (DIM>length(size(x))) y=x; return; else %------ case: mean(x,DIM) opt='a'; end; elseif (nargin == 3), if isnumeric(DIM) && isnumeric(opt) %------ case: mean(x,DIM,W) W = opt; opt='a'; elseif (DIM>64) %abs('A'), %------ case: mean(x,opt,DIM) %if ~isnumeric(DIM), %>=65;%abs('A'), tmp=opt; opt=DIM; DIM=tmp; W = []; elseif (DIM>length(size(x))) y=x; return; else %------ case: mean(x,DIM,opt) W = []; end; elseif nargin==4, %------ case: mean(x,DIM,opt,W) ; else help mean % fprintf(1,'usage: mean(x) or mean(x,DIM) or mean(x,opt,DIM) or mean(x,DIM,opt) or mean(x,DIM,W) or mean(x,DIM,opt,W); ' end; if isempty(opt) opt = 'A'; elseif any(opt=='aAgGhH') opt = upper(opt); % eliminate old version else error('Error MEAN: invalid opt argument'); end; if (opt == 'A') [y, n] = sumskipnan(x,DIM,W); y = y./n; elseif (opt == 'G') [y, n] = sumskipnan(log(x),DIM,W); y = exp (y./n); elseif (opt == 'H') [y, n] = sumskipnan(1./x,DIM,W); y = n./y; else fprintf (2,'mean: option `%s` not recognized', opt); end %!assert(mean([1,NaN],1),[1,NaN]) %!assert(mean([1,NaN],2),1) %!assert(mean([+inf,-inf]),NaN) %!assert(mean([+0,-0],'h'),NaN) %!assert(mean([1,4,NaN],'g'),2) nan-3.6.1/inst/PaxHeaders/var.m0000644000000000000000000000006114140566210013276 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/var.m0000644000175000017500000000506114140566210015703 0ustar00schloeglschloegl00000000000000function y=var(x,opt,DIM,W) % VAR calculates the variance. % % y = var(x [, opt[, DIM]]) % calculates the variance in dimension DIM % the default DIM is the first non-single dimension % % opt 0: normalizes with N-1 [default] % 1: normalizes with N % DIM dimension % 1: VAR of columns % 2: VAR of rows % N: VAR of N-th dimension % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted variance (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % usage: % var(x) % var(x, opt, DIM) % var(x, [], DIM) % var(x, W, DIM) % var(x, opt, DIM, W) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument % - compatible to Matlab and Octave % % see also: MEANSQ, SUMSQ, SUMSKIPNAN, MEAN, RMS, STD, % This program 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 program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2003,2006,2009,2010 by Alois Schloegl % This is part of the NaN-toolbox for Octave and Matlab % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<3, DIM = []; end; if nargin==1, W = []; opt = []; elseif any(nargin==[2,3]) if (numel(opt)<2), W = []; else W = opt; opt = []; end; elseif (nargin==4) && (numel(opt)<2) && (numel(DIM)<2), ; else fprintf(1,'Error VAR: incorrect usage\n'); help var; return; end; if isempty(opt), opt = 0; end; if isempty(DIM), DIM = find(size(x)>1,1); if isempty(DIM), DIM=1; end; end; [y,n,ssq] = sumskipnan(x,DIM,W); if all(ssq(:).*n(:) > 2*(y(:).^2)), %% rounding error is neglectable y = ssq - y.*y./n; else %% rounding error is not neglectable szx = size(x); szy = size(y); if length(szy) % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . % default tail='unequal'; if nargin<2 X=x; IX=1:size(X,2); IY=IX; else k=1; if isnumeric(varargin{k}) y = varargin{k}; n1=size(x,1); n2=size(y,1); if n1==n2; X=[x,y]; elseif n1 % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1, m=0;s=1; elseif nargin==2, s=1; end; % allocate output memory and check size of argument z = (x-m)./s; % if this line causes an error, input arguments do not fit. %p = ((2*pi)^(-1/2))*exp(-z.^2/2)./s; SQ2PI = 2.5066282746310005024157652848110; p = exp(-z.^2/2)./(s*SQ2PI); p((x==m) & (s==0)) = inf; p(isinf(z)~=0) = 0; p(isnan(x) | isnan(m) | isnan(s) | (s<0)) = nan; %!assert(sum(isnan(normpdf([-inf,-2,-1,-.5,0,.5,1,2,3,inf,nan]',2,0))),1) nan-3.6.1/inst/PaxHeaders/median.m0000644000000000000000000000006114140566210013743 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/median.m0000644000175000017500000000544114140566210016352 0ustar00schloeglschloegl00000000000000function [y]=median(x,DIM) % MEDIAN data elements, % [y]=median(x [,DIM]) % % DIM dimension % 1: median of columns % 2: median of rows % N: median of N-th dimension % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - accepts dimension argument like in Matlab in Octave, too. % - compatible to Matlab and Octave % % see also: SUMSKIPNAN % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2003,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ global FLAG_NANS_OCCURED; % check dimension of x sz=size(x); % find the dimension for median if nargin<2, DIM=min(find(sz>1)); if isempty(DIM), DIM=1; end; end; if DIM>length(sz), sz = [sz,ones(1,DIM-length(sz))]; end; D1 = prod(sz(1:DIM-1)); D2 = sz(DIM); D3 = prod(sz(DIM+1:length(sz))); D0 = [sz(1:DIM-1),1,sz(DIM+1:length(sz))]; y = repmat(nan,D0); flag_MexKthElement = exist('kth_element','file')==3; for k = 0:D1-1, for l = 0:D3-1, xi = k + l * D1*sz(DIM) + 1 ; xo = k + l * D1 + 1; t = x(xi+(0:sz(DIM)-1)*D1); t = t(~isnan(t)); n = length(t); if n==0, y(xo) = nan; elseif flag_MexKthElement, if (D1==1) t = t+0.0; end; % make sure a real copy (not just a reference to x) is used flag_KthE = 0; % fast kth_element can be used, because t does not contain any NaN and there is need to care about in-place sorting if ~rem(n,2), y(xo) = sum( kth_element( double(t), n/2 + [0,1], flag_KthE) ) / 2; elseif rem(n,2), y(xo) = kth_element(double(t), (n+1)/2, flag_KthE); end; else t = sort(t); if ~rem(n,2), y(xo) = (t(n/2) + t(n/2+1)) / 2; elseif rem(n,2), y(xo) = t((n+1)/2); end; end if (n % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . if nargin<2, Mode='1x'; end; Mode=lower(Mode); if strcmp(Mode,'rows') R = histo4(Y); elseif strcmp(Mode,'column') R = histo4(Y'); R.X = R.X'; elseif strcmp(Mode,'1x') R = histo3(Y); elseif strcmp(Mode,'nx') R = histo2(Y); end; H = R.H; X = R.X; if nargout == 0, if any(size(X)==1), if exist('OCTAVE_VERSION') < 5, bar(R.X,R.H,'stacked'); else bar(R.X,R.H); end else warning('2-dim X-values not supported\n') %bar3(R.X,R.H); end; end; %!assert(issorted(getfield(histo_mex([5;NaN;3;NaN;-1;inf;-inf;4]),'X'))) %!assert(sum(getfield(histo_mex([5;NaN;3;NaN;NaN;-1;inf;-inf;4]),'H'))==9) nan-3.6.1/inst/PaxHeaders/decovm.m0000644000000000000000000000006114140566210013763 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/decovm.m0000644000175000017500000000477414140566210016402 0ustar00schloeglschloegl00000000000000function [mu,sd,COV,xc,M,R2]=decovm(XCN,NN) % decompose extended covariance matrix into mean (mu), % standard deviation, the (pure) Covariance (COV), % correlation (xc) matrix and the correlation coefficients R2. % NaN's are condsidered as missing values. % [mu,sd,COV,xc,N,R2]=decovm(ECM[,NN]) % % ECM is the extended covariance matrix % NN is the number of elements, each estimate (in ECM) is based on % % see also: MDBC, COVM, R2 % Copyright (c) 1999-2002,2009,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. [r,c]=size(XCN); if r~=c, fprintf(2,'Warning DECOVM: input argument is not a square matrix\n'); XCN = covm(XCN,'E'); c = c + 1; else M = XCN(1,1); if nargin<2, XCN = XCN/(XCN(1,1)); else %if nargin==2 XCN = XCN./(NN); end; if any(isnan(XCN(:))), warning('DECOVM: Extended Covariance Matrix should not contain NaN''s'); end; if 0, %det(XCN)<0; % check removed for performance reasons warning('DECOVM: Extended Covariance Matrix must be non-negative definite'); end; end; mu = XCN(1,2:c); COV = XCN(2:c,2:c) - mu'*mu; sd = sqrt(diag(COV))'; if nargout<4, return; end; xc = COV./(sd'*sd); M = XCN(1,1); if nargout<6, return; end; R2 = xc.*xc; return; mu=XCN(2:N,1)/XCN(1,1); COV=(XCN(2:N,2:N)/XCN(1,1)-XCN(2:N,1)*XCN(1,2:N)/XCN(1,1)^2); sd=sqrt(diag(COV)); xc=COV./(sd*sd'); % function [ECM] = ecovm(signal); % Generates extended Covariance matrix, % ECM= [l signal]'*[l signal]; % l is a matching column of 1's % ECM is additive, i.e. it can be applied to subsequent blocks and summed up afterwards % [ECM1] = ecovm(s1); % [ECM2] = ecovm(s1); % [ECM] = ecovm([s1;s2]); % ECM1+ECM2==ECM; % % SS=sum(signal); ECM=[[size(signal,1),SS];[SS',signal'*signal]]; nan-3.6.1/inst/PaxHeaders/train_sc.m0000644000000000000000000000006114140566210014310 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/train_sc.m0000644000175000017500000013357414140566210016730 0ustar00schloeglschloegl00000000000000function [CC]=train_sc(D,classlabel,MODE,W) % Train a (statistical) classifier % % CC = train_sc(D,classlabel) % CC = train_sc(D,classlabel,MODE) % CC = train_sc(D,classlabel,MODE, W) % weighting D(k,:) with weight W(k) (not all classifiers supported weighting) % % CC contains the model parameters of a classifier which can be applied % to test data using test_sc. % R = test_sc(CC,D,...) % % D training samples (each row is a sample, each column is a feature) % classlabel labels of each sample, must have the same number of rows as D. % Two different encodings are supported: % {-1,1}-encoding (multiple classes with separate columns for each class) or % 1..M encoding. % So [1;2;3;1;4] is equivalent to % [+1,-1,-1,-1; % [-1,+1,-1,-1; % [-1,-1,+1,-1; % [+1,-1,-1,-1] % [-1,-1,-1,+1] % Note, samples with classlabel=0 are ignored. % % The following classifier types are supported MODE.TYPE % 'MDA' mahalanobis distance based classifier [1] % 'MD2' mahalanobis distance based classifier [1] % 'MD3' mahalanobis distance based classifier [1] % 'GRB' Gaussian radial basis function [1] % 'QDA' quadratic discriminant analysis [1] % 'LD2' linear discriminant analysis (see LDBC2) [1] % MODE.hyperparameter.gamma: regularization parameter [default 0] % 'LD3', 'FDA', 'LDA', 'FLDA' % linear discriminant analysis (see LDBC3) [1] % MODE.hyperparameter.gamma: regularization parameter [default 0] % 'LD4' linear discriminant analysis (see LDBC4) [1] % MODE.hyperparameter.gamma: regularization parameter [default 0] % 'LD5' another LDA (motivated by CSP) % MODE.hyperparameter.gamma: regularization parameter [default 0] % 'RDA' regularized discriminant analysis [7] % MODE.hyperparameter.gamma: regularization parameter % MODE.hyperparameter.lambda = % gamma = 0, lambda = 0 : MDA % gamma = 0, lambda = 1 : LDA [default] % Hint: hyperparameter are used only in test_sc.m, testing different % the hyperparameters do not need repetitive calls to train_sc, % it is sufficient to modify CC.hyperparameter before calling test_sc. % 'GDBC' general distance based classifier [1] % '' statistical classifier, requires Mode argument in TEST_SC % '###/DELETION' if the data contains missing values (encoded as NaNs), % a row-wise or column-wise deletion (depending on which method % removes less data values) is applied; % '###/GSVD' GSVD and statistical classifier [2,3], % '###/sparse' sparse [5] % '###' must be 'LDA' or any other classifier % 'PLS' (linear) partial least squares regression % 'REG' regression analysis; % 'WienerHopf' Wiener-Hopf equation % 'NBC' Naive Bayesian Classifier [6] % 'aNBC' Augmented Naive Bayesian Classifier [6] % 'NBPW' Naive Bayesian Parzen Window [9] % % 'PLA' Perceptron Learning Algorithm [11] % MODE.hyperparameter.alpha = alpha [default: 1] % w = w + alpha * e'*x % 'LMS', 'AdaLine' Least mean squares, adaptive line element, Widrow-Hoff, delta rule % MODE.hyperparameter.alpha = alpha [default: 1] % 'Winnow2' Winnow2 algorithm [12] % % 'PSVM' Proximal SVM [8] % MODE.hyperparameter.nu (default: 1.0) % 'LPM' Linear Programming Machine % uses and requires train_LPM of the iLog CPLEX optimizer % MODE.hyperparameter.c_value = % 'CSP' CommonSpatialPattern is very experimental and just a hack % uses a smoothing window of 50 samples. % 'SVM','SVM1r' support vector machines, one-vs-rest % MODE.hyperparameter.c_value = % 'SVM11' support vector machines, one-vs-one + voting % MODE.hyperparameter.c_value = % 'RBF' Support Vector Machines with RBF Kernel % MODE.hyperparameter.c_value = % MODE.hyperparameter.gamma = % 'SVM:LIB' libSVM [default SVM algorithm) % 'SVM:bioinfo' uses and requires svmtrain from the bioinfo toolbox % 'SVM:OSU' uses and requires mexSVMTrain from the OSU-SVM toolbox % 'SVM:LOO' uses and requires svcm_train from the LOO-SVM toolbox % 'SVM:Gunn' uses and requires svc-functios from the Gunn-SVM toolbox % 'SVM:KM' uses and requires svmclass-function from the KM-SVM toolbox % 'SVM:LINz' LibLinear [10] (requires train.mex from LibLinear somewhere in the path) % z=0 (default) LibLinear with -- L2-regularized logistic regression % z=1 LibLinear with -- L2-loss support vector machines (dual) % z=2 LibLinear with -- L2-loss support vector machines (primal) % z=3 LibLinear with -- L1-loss support vector machines (dual) % 'SVM:LIN4' LibLinear with -- multi-class support vector machines by Crammer and Singer % 'DT' decision tree - not implemented yet. % % {'REG','MDA','MD2','QDA','QDA2','LD2','LD3','LD4','LD5','LD6','NBC','aNBC','WienerHopf','LDA/GSVD','MDA/GSVD', 'LDA/sparse','MDA/sparse', 'PLA', 'LMS','LDA/DELETION','MDA/DELETION','NBC/DELETION','RDA/DELETION','REG/DELETION','RDA','GDBC','SVM','RBF','PSVM','SVM11','SVM:LIN4','SVM:LIN0','SVM:LIN1','SVM:LIN2','SVM:LIN3','WINNOW', 'DT'}; % % CC contains the model parameters of a classifier. Some time ago, % CC was a statistical classifier containing the mean % and the covariance of the data of each class (encoded in the % so-called "extended covariance matrices". Nowadays, also other % classifiers are supported. % % see also: TEST_SC, COVM, ROW_COL_DELETION % % References: % [1] R. Duda, P. Hart, and D. Stork, Pattern Classification, second ed. % John Wiley & Sons, 2001. % [2] Peg Howland and Haesun Park, % Generalizing Discriminant Analysis Using the Generalized Singular Value Decomposition % IEEE Transactions on Pattern Analysis and Machine Intelligence, 26(8), 2004. % dx.doi.org/10.1109/TPAMI.2004.46 % [3] http://www-static.cc.gatech.edu/~kihwan23/face_recog_gsvd.htm % [4] Jieping Ye, Ravi Janardan, Cheong Hee Park, Haesun Park % A new optimization criterion for generalized discriminant analysis on undersampled problems. % The Third IEEE International Conference on Data Mining, Melbourne, Florida, USA % November 19 - 22, 2003 % [5] J.D. Tebbens and P. Schlesinger (2006), % Improving Implementation of Linear Discriminant Analysis for the Small Sample Size Problem % Computational Statistics & Data Analysis, vol 52(1): 423-437, 2007 % http://www.cs.cas.cz/mweb/download/publi/JdtSchl2006.pdf % [6] H. Zhang, The optimality of Naive Bayes, % http://www.cs.unb.ca/profs/hzhang/publications/FLAIRS04ZhangH.pdf % [7] J.H. Friedman. Regularized discriminant analysis. % Journal of the American Statistical Association, 84:165–175, 1989. % [8] G. Fung and O.L. Mangasarian, Proximal Support Vector Machine Classifiers, KDD 2001. % Eds. F. Provost and R. Srikant, Proc. KDD-2001: Knowledge Discovery and Data Mining, August 26-29, 2001, San Francisco, CA. % p. 77-86. % [9] Kai Keng Ang, Zhang Yang Chin, Haihong Zhang, Cuntai Guan. % Filter Bank Common Spatial Pattern (FBCSP) in Brain-Computer Interface. % IEEE International Joint Conference on Neural Networks, 2008. IJCNN 2008. (IEEE World Congress on Computational Intelligence). % 1-8 June 2008 Page(s):2390 - 2397 % [10] R.-E. Fan, K.-W. Chang, C.-J. Hsieh, X.-R. Wang, and C.-J. Lin. % LIBLINEAR: A Library for Large Linear Classification, Journal of Machine Learning Research 9(2008), 1871-1874. % Software available at http://www.csie.ntu.edu.tw/~cjlin/liblinear % [11] http://en.wikipedia.org/wiki/Perceptron#Learning_algorithm % [12] Littlestone, N. (1988) % "Learning Quickly When Irrelevant Attributes Abound: A New Linear-threshold Algorithm" % Machine Learning 285-318(2) % http://en.wikipedia.org/wiki/Winnow_(algorithm) % Copyright (C) 2005-2010,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin<2, error('insufficient input arguments\n\tusage: train_sc(D,C,...)\n'); end if nargin<3, MODE = 'LDA'; end if nargin<4, W = []; end if ischar(MODE) tmp = MODE; clear MODE; MODE.TYPE = tmp; elseif ~isfield(MODE,'TYPE') MODE.TYPE=''; end if isfield(MODE,'hyperparameters') && ~isfield(MODE,'hyperparameter'), %% for backwards compatibility, this might become obsolete warning('MODE.hyperparameters are used, You should use MODE.hyperparameter instead!!!'); MODE.hyperparameter = MODE.hyperparameters; end sz = size(D); if sz(1)~=size(classlabel,1), error('length of data and classlabel does not fit'); end % remove all NaN's if 1, % several classifier can deal with NaN's, there is no need to remove them. elseif isempty(W) %% TODO: some classifiers can deal with NaN's in D. Test whether this can be relaxed. %ix = any(isnan([classlabel]),2); ix = any(isnan([D,classlabel]),2); D(ix,:) = []; classlabel(ix,:)=[]; W = []; else %ix = any(isnan([classlabel]),2); ix = any(isnan([D,classlabel]),2); D(ix,:)=[]; classlabel(ix,:)=[]; W(ix,:)=[]; warning('support for weighting of samples is still experimental'); end sz = size(D); if sz(1)~=length(classlabel), error('length of data and classlabel does not fit'); end if ~isfield(MODE,'hyperparameter') MODE.hyperparameter = []; end if ~isfield(MODE,'RowDeletion') MODE.RowDeletion = 0; end if MODE.RowDeletion, D = D(~any(isnan(D),2),:); end if 0, ; elseif ~isempty(strfind(lower(MODE.TYPE),'/delet')) POS1 = find(MODE.TYPE=='/'); [rix,cix] = row_col_deletion(D); if ~isempty(W), W=W(rix); end CC = train_sc(D(rix,cix),classlabel(rix,:),MODE.TYPE(1:POS1(1)-1),W); CC.G = sparse(cix, 1:length(cix), 1, size(D,2), length(cix)); if isfield(CC,'weights') W = [CC.weights(1,:); CC.weights(2:end,:)]; CC.weights = sparse(size(D,2)+1, size(W,2)); CC.weights([1,cix+1],:) = W; CC.datatype = ['classifier:statistical:',lower(MODE.TYPE)]; else CC.datatype = [CC.datatype,'/delet']; end elseif ~isempty(strfind(lower(MODE.TYPE),'nbpw')) error('NBPW not implemented yet') %%%% Naive Bayesian Parzen Window Classifier. [classlabel,CC.Labels] = CL1M(classlabel); for k = 1:length(CC.Labels), [d,CC.MEAN(k,:)] = center(D(classlabel==CC.Labels(k),:),1); [CC.VAR(k,:),CC.N(k,:)] = sumskipnan(d.^2,1); h2_opt = (4./(3*CC.N(k,:))).^(2/5).*CC.VAR(k,:); %%% TODO end elseif ~isempty(strfind(lower(MODE.TYPE),'nbc')) %%%% Naive Bayesian Classifier if ~isempty(strfind(lower(MODE.TYPE),'anbc')) %%%% Augmented Naive Bayesian classifier. [CC.V,L] = eig(covm(D,'M',W)); D = D*CC.V; else CC.V = eye(size(D,2)); end [classlabel,CC.Labels] = CL1M(classlabel); for k = 1:length(CC.Labels), ix = classlabel==CC.Labels(k); %% [d,CC.MEAN(k,:)] = center(D(ix,:),1); if ~isempty(W) [s,n] = sumskipnan(D(ix,:),1,W(ix)); CC.MEAN(k,:) = s./n; d = D(ix,:) - CC.MEAN(repmat(k,sum(ix),1),:); [CC.VAR(k,:),CC.N(k,:)] = sumskipnan(d.^2,1,W(ix)); else [s,n] = sumskipnan(D(ix,:),1); CC.MEAN(k,:) = s./n; d = D(ix,:) - CC.MEAN(repmat(k,sum(ix),1),:); [CC.VAR(k,:),CC.N(k,:)] = sumskipnan(d.^2,1); end end CC.VAR = CC.VAR./max(CC.N-1,0); CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'lpm')) if ~isempty(W) error('Error TRAIN_SC: Classifier (%s) does not support weighted samples.',MODE.TYPE); end % linear programming machine % CPLEX optimizer: ILOG solver, ilog cplex 6.5 reference manual http://www.ilog.com MODE.TYPE = 'LPM'; if ~isfield(MODE.hyperparameter,'c_value') MODE.hyperparameter.c_value = 1; end [classlabel,CC.Labels] = CL1M(classlabel); M = length(CC.Labels); if M==2, M=1; end % For a 2-class problem, only 1 Discriminant is needed for k = 1:M, %LPM = train_LPM(D,(classlabel==CC.Labels(k)),'C',MODE.hyperparameter.c_value); LPM = train_LPM(D',(classlabel'==CC.Labels(k))); CC.weights(:,k) = [-LPM.b; LPM.w(:)]; end CC.hyperparameter.c_value = MODE.hyperparameter.c_value; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'pla')), % Perceptron Learning Algorithm [rix,cix] = row_col_deletion(D); [CL101,CC.Labels] = cl101(classlabel); M = size(CL101,2); weights = sparse(length(cix)+1,M); %ix = randperm(size(D,1)); %% randomize samples ??? if ~isfield(MODE.hyperparameter,'alpha') if isfield(MODE.hyperparameter,'alpha') alpha = MODE.hyperparameter.alpha; else alpha = 1; end for k = rix(:)', %e = ((classlabel(k)==(1:M))-.5) - sign([1, D(k,cix)] * weights)/2; e = CL101(k,:) - sign([1, D(k,cix)] * weights); weights = weights + alpha * [1,D(k,cix)]' * e ; end else %if ~isempty(W) if isfield(MODE.hyperparameter,'alpha') W = W*MODE.hyperparameter.alpha; end for k = rix(:)', %e = ((classlabel(k)==(1:M))-.5) - sign([1, D(k,cix)] * weights)/2; e = CL101(k,:) - sign([1, D(k,cix)] * weights); weights = weights + W(k) * [1,D(k,cix)]' * e ; end end CC.weights = sparse(size(D,2)+1,M); CC.weights([1,cix+1],:) = weights; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'adaline')) || ~isempty(strfind(lower(MODE.TYPE),'lms')), % adaptive linear elemente, least mean squares, delta rule, Widrow-Hoff, [rix,cix] = row_col_deletion(D); [CL101,CC.Labels] = cl101(classlabel); M = size(CL101,2); weights = sparse(length(cix)+1,M); %ix = randperm(size(D,1)); %% randomize samples ??? if isempty(W) if isfield(MODE.hyperparameter,'alpha') alpha = MODE.hyperparameter.alpha; else alpha = 1; end for k = rix(:)', %e = (classlabel(k)==(1:M)) - [1, D(k,cix)] * weights; e = CL101(k,:) - sign([1, D(k,cix)] * weights); weights = weights + alpha * [1,D(k,cix)]' * e ; end else %if ~isempty(W) if isfield(MODE.hyperparameter,'alpha') W = W*MODE.hyperparameter.alpha; end for k = rix(:)', %e = (classlabel(k)==(1:M)) - [1, D(k,cix)] * weights; e = CL101(k,:) - sign([1, D(k,cix)] * weights); weights = weights + W(k) * [1,D(k,cix)]' * e ; end end CC.weights = sparse(size(D,2)+1,M); CC.weights([1,cix+1],:) = weights; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'winnow')) % winnow algorithm if ~isempty(W) error('Classifier (%s) does not support weighted samples.',MODE.TYPE); end [rix,cix] = row_col_deletion(D); [CL101,CC.Labels] = cl101(classlabel); M = size(CL101,2); weights = ones(length(cix),M); theta = size(D,2)/2; for k = rix(:)', e = CL101(k,:) - sign(D(k,cix) * weights - theta); weights = weights.* 2.^(D(k,cix)' * e); end CC.weights = sparse(size(D,2)+1,M); CC.weights(cix+1,:) = weights; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'pls')) || ~isempty(strfind(lower(MODE.TYPE),'reg')) % 4th version: support for weighted samples - work well with unequally distributed data: % regression analysis, can handle sparse data, too. if nargin<4, W = []; end [rix, cix] = row_col_deletion(D); wD = [ones(length(rix),1),D(rix,cix)]; if ~isempty(W) %% wD = diag(W)*wD W = W(:); for k=1:size(wD,2) wD(:,k) = W(rix).*wD(:,k); end end [CL101, CC.Labels] = cl101(classlabel(rix,:)); M = size(CL101,2); CC.weights = sparse(sz(2)+1,M); %[rix, cix] = row_col_deletion(wD); [q,r] = qr(wD,0); if isempty(W) CC.weights([1,cix+1],:) = r\(q'*CL101); else CC.weights([1,cix+1],:) = r\(q'*(W(rix,ones(1,M)).*CL101)); end %for k = 1:M, % CC.weights(cix,k) = r\(q'*(W.*CL101(rix,k))); %end CC.datatype = ['classifier:statistical:',lower(MODE.TYPE)]; elseif ~isempty(strfind(MODE.TYPE,'WienerHopf')) % Q: equivalent to LDA % equivalent to Regression, except regression can not deal with NaN's [CL101,CC.Labels] = cl101(classlabel); M = size(CL101,2); CC.weights = sparse(size(D,2)+1,M); cc = covm(D,'E',W); %c1 = classlabel(~isnan(classlabel)); %c2 = ones(sum(~isnan(classlabel)),M); %for k = 1:M, % c2(:,k) = c1==CC.Labels(k); %end %CC.weights = cc\covm([ones(size(c2,1),1),D(~isnan(classlabel),:)],2*real(c2)-1,'M',W); CC.weights = cc\covm([ones(size(D,1),1),D],CL101,'M',W); CC.datatype = ['classifier:statistical:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'/gsvd')) if ~isempty(W) error('Classifier (%s) does not support weighted samples.',MODE.TYPE); end % [2] Peg Howland and Haesun Park, 2004 % Generalizing Discriminant Analysis Using the Generalized Singular Value Decomposition % IEEE Transactions on Pattern Analysis and Machine Intelligence, 26(8), 2004. % dx.doi.org/10.1109/TPAMI.2004.46 % [3] http://www-static.cc.gatech.edu/~kihwan23/face_recog_gsvd.htm [classlabel,CC.Labels] = CL1M(classlabel); [rix,cix] = row_col_deletion(D); Hw = zeros(length(rix)+length(CC.Labels), length(cix)); Hb = []; m0 = mean(D(rix,cix)); K = length(CC.Labels); N = zeros(1,K); for k = 1:K, ix = find(classlabel(rix)==CC.Labels(k)); N(k) = length(ix); [Hw(ix,:), mu] = center(D(rix(ix),cix)); %Hb(k,:) = sqrt(N(k))*(mu(k,:)-m0); Hw(length(rix)+k,:) = sqrt(N(k))*(mu-m0); % Hb(k,:) end try [P,R,Q] = svd(Hw,'econ'); catch % needed because SVD(..,'econ') not supported in Matlab 6.x [P,R,Q] = svd(Hw,0); end t = rank(R); clear Hw Hb mu; %[size(D);size(P);size(Q);size(R)] R = R(1:t,1:t); %P = P(1:size(D,1),1:t); %Q = Q(1:t,:); [U,E,W] = svd(P(1:length(rix),1:t),0); %[size(U);size(E);size(W)] clear U E P; %[size(Q);size(R);size(W)] %G = Q(1:t,:)'*[R\W']; G = Q(:,1:t)*(R\W'); % this works as well and needs only 'econ'-SVD %G = G(:,1:t); % not needed % do not use this, gives very bad results for Medline database %G = G(:,1:K); this seems to be a typo in [2] and [3]. CC = train_sc(D(:,cix)*G,classlabel,MODE.TYPE(1:find(MODE.TYPE=='/')-1)); CC.G = sparse(size(D,2),size(G,2)); CC.G(cix,:) = G; if isfield(CC,'weights') CC.weights = sparse([CC.weights(1,:); CC.G*CC.weights(2:end,:)]); CC.datatype = ['classifier:statistical:', lower(MODE.TYPE)]; else CC.datatype = [CC.datatype,'/gsvd']; end elseif ~isempty(strfind(lower(MODE.TYPE),'sparse')) if ~isempty(W) error('Classifier (%s) does not support weighted samples.',MODE.TYPE); end % [5] J.D. Tebbens and P.Schlesinger (2006), % Improving Implementation of Linear Discriminant Analysis for the Small Sample Size Problem % http://www.cs.cas.cz/mweb/download/publi/JdtSchl2006.pdf [classlabel,CC.Labels] = CL1M(classlabel); [rix,cix] = row_col_deletion(D); warning('sparse LDA is sensitive to linear transformations') M = length(CC.Labels); G = sparse([],[],[],length(rix),M,length(rix)); for k = 1:M, G(classlabel(rix)==CC.Labels(k),k) = 1; end tol = 1e-10; G = train_lda_sparse(D(rix,cix),G,1,tol); CC.datatype = 'classifier:slda'; POS1 = find(MODE.TYPE=='/'); %G = v(:,1:size(G.trafo,2)).*G.trafo; %CC.weights = s * CC.weights(2:end,:) + sparse(1,1:M,CC.weights(1,:),sz(2)+1,M); CC = train_sc(D(rix,cix)*G.trafo,classlabel(rix),MODE.TYPE(1:POS1(1)-1)); CC.G = sparse(size(D,2),size(G.trafo,2)); CC.G(cix,:) = G.trafo; if isfield(CC,'weights') CC.weights = sparse([CC.weights(1,:); CC.G*CC.weights(2:end,:)]); CC.datatype = ['classifier:statistical:',lower(MODE.TYPE)]; else CC.datatype = [CC.datatype,'/sparse']; end elseif ~isempty(strfind(lower(MODE.TYPE),'rbf')) if ~isempty(W) error('Classifier (%s) does not support weighted samples.',MODE.TYPE); end % Martin Hieden's RBF-SVM if exist('svmpredict_mex','file')==3, MODE.TYPE = 'SVM:LIB:RBF'; else error('No SVM training algorithm available. Install LibSVM for Matlab.\n'); end CC.options = '-t 2 -q'; %use RBF kernel, set C, set gamma if isfield(MODE.hyperparameter,'gamma') CC.options = sprintf('%s -c %g', CC.options, MODE.hyperparameter.c_value); % set C end if isfield(MODE.hyperparameter,'c_value') CC.options = sprintf('%s -g %g', CC.options, MODE.hyperparameter.gamma); % set C end % pre-whitening [D,r,m]=zscore(D,1); CC.prewhite = sparse(2:sz(2)+1,1:sz(2),r,sz(2)+1,sz(2),2*sz(2)); CC.prewhite(1,:) = -m.*r; [classlabel,CC.Labels] = CL1M(classlabel); CC.model = svmtrain_mex(classlabel, sparse(D), CC.options); % Call the training mex File CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'svm11')) if ~isempty(W) error('Classifier (%s) does not support weighted samples.',MODE.TYPE); end % 1-versus-1 scheme if ~isfield(MODE.hyperparameter,'c_value') MODE.hyperparameter.c_value = 1; end CC.options=sprintf('-c %g -t 0 -q',MODE.hyperparameter.c_value); %use linear kernel, set C CC.hyperparameter.c_value = MODE.hyperparameter.c_value; % pre-whitening [D,r,m]=zscore(D,1); CC.prewhite = sparse(2:sz(2)+1,1:sz(2),r,sz(2)+1,sz(2),2*sz(2)); CC.prewhite(1,:) = -m.*r; [classlabel,CC.Labels] = CL1M(classlabel); CC.model = svmtrain_mex(classlabel, D, CC.options); % Call the training mex File FUN = 'SVM:LIB:1vs1'; CC.datatype = ['classifier:',lower(FUN)]; elseif ~isempty(strfind(lower(MODE.TYPE),'psvm')) if ~isempty(W) %%% error('Classifier (%s) does not support weighted samples.',MODE.TYPE); warning('Classifier (%s) in combination with weighted samples is not tested.',MODE.TYPE); end if ~isfield(MODE,'hyperparameter') nu = 1; elseif isfield(MODE.hyperparameter,'nu') nu = MODE.hyperparameter.nu; else nu = 1; end [m,n] = size(D); [CL101,CC.Labels] = cl101(classlabel); CC.weights = sparse(n+1,size(CL101,2)); M = size(CL101,2); for k = 1:M, d = sparse(1:m,1:m,CL101(:,k)); H = d * [ones(m,1),D]; %%% r = sum(H,1)'; r = sumskipnan(H,1,W)'; %%% r = (speye(n+1)/nu + H' * H)\r; %solve (I/nu+H’*H)r=H’*e [HTH, nn] = covm(H,H,'M',W); r = (speye(n+1)/nu + HTH)\r; %solve (I/nu+H’*H)r=H’*e u = nu*(1-(H*r)); %%% CC.weights(:,k) = u'*H; [c,nn] = covm(u,H,'M',W); CC.weights(:,k) = c'; end CC.hyperparameter.nu = nu; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'svm:lin4')) if ~isfield(MODE.hyperparameter,'c_value') MODE.hyperparameter.c_value = 1; end [classlabel,CC.Labels] = CL1M(classlabel); M = length(CC.Labels); CC.weights = sparse(size(D,2)+1,M); [rix,cix] = row_col_deletion(D); % pre-whitening [D,r,m]=zscore(D(rix,cix),1); sz2 = length(cix); s = sparse(2:sz2+1,1:sz2,r,sz2+1,sz2,2*sz2); s(1,:) = -m.*r; CC.options = sprintf('-s 4 -B 1 -c %f -q', MODE.hyperparameter.c_value); % C-SVC, C=1, linear kernel, degree = 1, % TODO: support for weight vector got lost %model = train(W,classlabel, sparse(D), CC.options); % C-SVC, C=1, linear kernel, degree = 1, model = train(classlabel, sparse(D), CC.options); % C-SVC, C=1, linear kernel, degree = 1, weights = model.w([end,1:end-1],:)'; CC.weights([1,cix+1],:) = s * weights(2:end,:) + sparse(1,1:M,weights(1,:),sz2+1,M); % include pre-whitening transformation CC.weights([1,cix+1],:) = s * CC.weights(cix+1,:) + sparse(1,1:M,CC.weights(1,:),sz2+1,M); % include pre-whitening transformation CC.hyperparameter.c_value = MODE.hyperparameter.c_value; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'svm')) if ~isfield(MODE.hyperparameter,'c_value') MODE.hyperparameter.c_value = 1; end if any(MODE.TYPE==':'), % nothing to be done elseif exist('train','file')==3, MODE.TYPE = 'SVM:LIN'; %% liblinear elseif exist('svmtrain_mex','file')==3, MODE.TYPE = 'SVM:LIB'; elseif (exist('svmtrain','file')==3), MODE.TYPE = 'SVM:LIB'; fprintf(1,'You need to rename %s to svmtrain_mex.mex !! \n Press any key to continue !!!\n',which('svmtrain.mex')); elseif exist('svmtrain','file')==2, MODE.TYPE = 'SVM:bioinfo'; elseif exist('mexSVMTrain','file')==3, MODE.TYPE = 'SVM:OSU'; elseif exist('svcm_train','file')==2, MODE.TYPE = 'SVM:LOO'; elseif exist('svmclass','file')==2, MODE.TYPE = 'SVM:KM'; elseif exist('svc','file')==2, MODE.TYPE = 'SVM:Gunn'; else error('No SVM training algorithm available. Install OSV-SVM, or LOO-SVM, or libSVM for Matlab.\n'); end %%CC = train_svm(D,classlabel,MODE); [CL101,CC.Labels] = cl101(classlabel); M = size(CL101,2); [rix,cix] = row_col_deletion(D); CC.weights = sparse(sz(2)+1, M); % pre-whitening [D,r,m]=zscore(D(rix,cix),1); sz2 = length(cix); s = sparse(2:sz2+1,1:sz2,r,sz2+1,sz2,2*sz2); s(1,:) = -m.*r; for k = 1:M, cl = CL101(rix,k); if strncmp(MODE.TYPE, 'SVM:LIN',7); if isfield(MODE,'options') CC.options = MODE.options; else t = 1; if length(MODE.TYPE)>7, t=str2num(MODE.TYPE(8:end)); end if ((t<0) || (t>13)) t=0; end CC.options = sprintf('-s %i -B 1 -c %f -q',t, MODE.hyperparameter.c_value); % C-SVC, C=1, linear kernel, degree = 1, end % TODO: support for weight vector got lost %model = train(W, cl, sparse(D), CC.options); % C-SVC, C=1, linear kernel, degree = 1, model = train(cl, sparse(D), CC.options); % C-SVC, C=1, linear kernel, degree = 1, w = model.w(:,1:end-1)'; Bias = model.w(:,end)'; elseif strcmp(MODE.TYPE, 'SVM:LIB'); %% tested with libsvm-mat-3.2.3 if isfield(MODE,'options') CC.options = MODE.options; else CC.options = sprintf('-s 0 -c %f -t 0 -d 1 -q', MODE.hyperparameter.c_value); % C-SVC, C=1, linear kernel, degree = 1, end model = svmtrain_mex(cl, sparse(D), CC.options); % C-SVC, C=1, linear kernel, degree = 1, w = -cl(1) * model.SVs' * model.sv_coef; %Calculate decision hyperplane weight vector % ensure correct sign of weight vector and Bias according to class label Bias = -model.rho * cl(1); elseif strcmp(MODE.TYPE, 'SVM:bioinfo'); % SVM classifier from bioinformatics toolbox. % Settings suggested by Ian Daly, 2011-06-06 options = optimset('Display','iter','maxiter',20000, 'largescale','off'); CC.SVMstruct = svmtrain(D, cl, 'AUTOSCALE', 0, 'quadprog_opts', options, 'Method', 'LS', 'kernel_function', 'polynomial'); Bias = -CC.SVMstruct.Bias; w = -CC.SVMstruct.Alpha'*CC.SVMstruct.SupportVectors; elseif strcmp(MODE.TYPE, 'SVM:OSU'); [AlphaY, SVs, Bias] = mexSVMTrain(D', cl', [0 1 1 1 MODE.hyperparameter.c_value]); % Linear Kernel, C=1; degree=1, c-SVM w = -SVs * AlphaY'*cl(1); %Calculate decision hyperplane weight vector % ensure correct sign of weight vector and Bias according to class label Bias = -Bias * cl(1); elseif strcmp(MODE.TYPE, 'SVM:LOO'); [a, Bias, g, inds] = svcm_train(D, cl, MODE.hyperparameter.c_value); % C = 1; w = D(inds,:)' * (a(inds).*cl(inds)) ; elseif strcmp(MODE.TYPE, 'SVM:Gunn'); [nsv, alpha, Bias,svi] = svc(D, cl, 1, MODE.hyperparameter.c_value); % linear kernel, C = 1; w = D(svi,:)' * alpha(svi) * cl(1); Bias = mean(D*w); elseif strcmp(MODE.TYPE, 'SVM:KM'); [xsup,w1,Bias,inds] = svmclass(D, cl, MODE.hyperparameter.c_value, 1, 'poly', 1); % C = 1; w = -D(inds,:)' * w1; else fprintf(2,'Error TRAIN_SVM: no SVM training algorithm available\n'); return; end CC.weights(1,k) = -Bias; CC.weights(cix+1,k) = w; end CC.weights([1,cix+1],:) = s * CC.weights(cix+1,:) + sparse(1,1:M,CC.weights(1,:),sz2+1,M); % include pre-whitening transformation CC.hyperparameter.c_value = MODE.hyperparameter.c_value; CC.datatype = ['classifier:',lower(MODE.TYPE)]; elseif ~isempty(strfind(lower(MODE.TYPE),'csp')) CC.datatype = ['classifier:',lower(MODE.TYPE)]; [classlabel,CC.Labels] = CL1M(classlabel); CC.MD = repmat(NaN,[sz(2)+[1,1],length(CC.Labels)]); CC.NN = CC.MD; for k = 1:length(CC.Labels), %% [CC.MD(k,:,:),CC.NN(k,:,:)] = covm(D(classlabel==CC.Labels(k),:),'E'); ix = classlabel==CC.Labels(k); if isempty(W) [CC.MD(:,:,k),CC.NN(:,:,k)] = covm(D(ix,:), 'E'); else [CC.MD(:,:,k),CC.NN(:,:,k)] = covm(D(ix,:), 'E', W(ix)); end end ECM = CC.MD./CC.NN; W = csp(ECM,'CSP3'); %%% ### This is a hack ### CC.FiltA = 50; CC.FiltB = ones(CC.FiltA,1); d = filtfilt(CC.FiltB,CC.FiltA,(D*W).^2); CC.csp_w = W; CC.CSP = train_sc(log(d),classlabel); else % Linear and Quadratic statistical classifiers CC.datatype = ['classifier:statistical:',lower(MODE.TYPE)]; [classlabel,CC.Labels] = CL1M(classlabel); CC.MD = repmat(NaN,[sz(2)+[1,1],length(CC.Labels)]); CC.NN = CC.MD; for k = 1:length(CC.Labels), ix = classlabel==CC.Labels(k); if isempty(W) [CC.MD(:,:,k),CC.NN(:,:,k)] = covm(D(ix,:), 'E'); else [CC.MD(:,:,k),CC.NN(:,:,k)] = covm(D(ix,:), 'E', W(ix)); end end ECM = CC.MD./CC.NN; NC = size(CC.MD); if strncmpi(MODE.TYPE,'LD',2) || strncmpi(MODE.TYPE,'FDA',3) || strncmpi(MODE.TYPE,'FLDA',3), %if NC(1)==2, NC(1)=1; end % linear two class problem needs only one discriminant CC.weights = repmat(NaN,NC(2),NC(3)); % memory allocation type = MODE.TYPE(3)-'0'; ECM0 = squeeze(sum(ECM,3)); %decompose ECM for k = 1:NC(3); ix = [1:k-1,k+1:NC(3)]; dM = CC.MD(:,1,k)./CC.NN(:,1,k) - sum(CC.MD(:,1,ix),3)./sum(CC.NN(:,1,ix),3); switch (type) case 2 % LD2 ecm0 = (sum(ECM(:,:,ix),3)/(NC(3)-1) + ECM(:,:,k)); case 4 % LD4 ecm0 = 2*(sum(ECM(:,:,ix),3) + ECM(:,:,k))/NC(3); % ecm0 = sum(CC.MD,3)./sum(CC.NN,3); case 5 % LD5 ecm0 = ECM(:,:,k); case 6 % LD6 ecm0 = sum(CC.MD(:,:,ix),3)./sum(CC.NN(:,:,ix),3); otherwise % LD3, LDA, FDA ecm0 = ECM0; end if isfield(MODE.hyperparameter,'gamma') ecm0 = ecm0 + mean(diag(ecm0))*eye(size(ecm0))*MODE.hyperparameter.gamma; end CC.weights(:,k) = ecm0\dM; end %CC.weights = sparse(CC.weights); elseif strcmpi(MODE.TYPE,'RDA'); if isfield(MODE,'hyperparameter') CC.hyperparameter = MODE.hyperparameter; end % default values if ~isfield(CC.hyperparameter,'gamma') CC.hyperparameter.gamma = 0; end if ~isfield(CC.hyperparameter,'lambda') CC.hyperparameter.lambda = 1; end else ECM0 = sum(ECM,3); nn = ECM0(1,1,1); % number of samples in training set for class k XC = squeeze(ECM0(:,:,1))/nn; % normalize correlation matrix M = XC(1,2:NC(2)); % mean S = XC(2:NC(2),2:NC(2)) - M'*M;% covariance matrix try [v,d]=eig(S); U0 = v(diag(d)==0,:); CC.iS2 = U0*U0'; end %M = M/nn; S=S/(nn-1); v=eig(S); if all(v > eps) ICOV0 = inv(S); else ICOV0 = repmat(NaN,size(S)); end CC.iS0 = ICOV0; % ICOV1 = zeros(size(S)); for k = 1:NC(3), %[M,sd,S,xc,N] = decovm(ECM{k}); %decompose ECM %c = size(ECM,2); nn = ECM(1,1,k);% number of samples in training set for class k XC = squeeze(ECM(:,:,k))/nn;% normalize correlation matrix M = XC(1,2:NC(2));% mean S = XC(2:NC(2),2:NC(2)) - M'*M;% covariance matrix %M = M/nn; S=S/(nn-1); %ICOV(1) = ICOV(1) + (XC(2:NC(2),2:NC(2)) - )/nn %if all(eig(S) > eps) % only when S is positive definite v=eig(S); if all(v > eps) iS = inv(S); detS = det(S); else iS = repmat(NaN,size(S)); detS = NaN; end CC.M{k} = M; CC.IR{k} = [-M;eye(NC(2)-1)]*iS*[-M',eye(NC(2)-1)]; % inverse correlation matrix extended by mean CC.IR0{k} = [-M;eye(NC(2)-1)]*ICOV0*[-M',eye(NC(2)-1)]; % inverse correlation matrix extended by mean d = NC(2)-1; if exist('OCTAVE_VERSION','builtin') S = full(S); end CC.logSF(k) = log(nn) - d/2*log(2*pi) - detS/2; CC.logSF2(k) = -2*log(nn/sum(ECM(:,1,1))); CC.logSF3(k) = d*log(2*pi) + log(det(S)); CC.logSF4(k) = log(detS) + 2*log(nn); CC.logSF5(k) = log(detS); CC.logSF6(k) = log(detS) - 2*log(nn/sum(ECM(:,1,1))); CC.logSF7(k) = log(detS) + d*log(2*pi) - 2*log(nn/sum(ECM(:,1,1))); CC.logSF8(k) = sum(log(svd(S))) + log(nn) - log(sum(ECM(:,1,1))); CC.SF(k) = nn/sqrt((2*pi)^d * detS); %CC.datatype='LLBC'; end end end end function [CL101,Labels] = cl101(classlabel) %% convert classlabels to {-1,1} encoding if (all(classlabel>=0) && all(classlabel==fix(classlabel)) && (size(classlabel,2)==1)) M = max(classlabel); if 0, % M==2; % this approach is disabled for now because it currently % is not compatible with all supported classifiers (e.g. NBC). CL101 = (classlabel==2)-(classlabel==1); else CL101 = zeros(size(classlabel,1),M); for k=1:M, %% One-versus-Rest scheme CL101(:,k) = 2*real(classlabel==k) - 1; end end CL101(isnan(classlabel),:) = NaN; %% or zero ??? elseif all((classlabel==1) | (classlabel==-1) | (classlabel==0) ) CL101 = classlabel; M = size(CL101,2); else classlabel, error('format of classlabel unsupported'); end Labels = 1:M; return; end function [cl1m, Labels] = CL1M(classlabel) %% convert classlabels to 1..M encoding if (all(classlabel>=0) && all(classlabel==fix(classlabel)) && (size(classlabel,2)==1)) cl1m = classlabel; elseif all((classlabel==1) | (classlabel==-1) | (classlabel==0) ) CL101 = classlabel; M = size(classlabel,2); if any(sum(classlabel==1,2)>1) warning('invalid format of classlabel - at most one category may have +1'); end if (M==1), cl1m = (classlabel==-1) + 2*(classlabel==+1); else [tmp, cl1m] = max(classlabel,[],2); if any(tmp ~= 1) warning('some class might not be properly represented - you might what to add another column to classlabel = [max(classlabel,[],2)<1,classlabel]'); end cl1m(tmp<1)= 0; %% or NaN ??? end else classlabel error('format of classlabel unsupported'); end Labels = 1:max(cl1m); return; end nan-3.6.1/inst/PaxHeaders/prctile.m0000644000000000000000000000006114140566210014150 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/prctile.m0000644000175000017500000000324014140566210016552 0ustar00schloeglschloegl00000000000000function Q=prctile(Y,q,DIM) % PRCTILE calculates the percentiles of histograms and sample arrays. % (its the same than PERCENTILE.M) % % Q = prctile(Y,q) % Q = prctile(Y,q,DIM) % returns the q-th percentile along dimension DIM of sample array Y. % size(Q) is equal size(Y) except for dimension DIM which is size(Q,DIM)=length(Q) % % Q = prctile(HIS,q) % returns the q-th percentile from the histogram HIS. % HIS must be a HISTOGRAM struct as defined in HISTO2 or HISTO3. % If q is a vector, the each row of Q returns the q(i)-th percentile % % see also: HISTO2, HISTO3, QUANTILE % $Id$ % Copyright (C) 1996-2003,2005,2006,2007,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==2, Q = quantile(Y,q/100); elseif nargin==3, Q = quantile(Y,q/100,DIM); else help percentile end; %!assert(prctile([1:3,NaN],[10,50,90])==[1,2,3]) %!assert(quantile(1:10,[.2,.5]),[2.5, 5.5]) nan-3.6.1/inst/PaxHeaders/cor.m0000644000000000000000000000006114140566210013271 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/cor.m0000644000175000017500000000601114140566210015672 0ustar00schloeglschloegl00000000000000function [r2] = cor(X,Y); % COR calculates the correlation matrix % X and Y can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % (Its assumed that the occurence of NaN's is uncorrelated) % The output gives NaN only if there are insufficient input data % % COR(X); % calculates the (auto-)correlation matrix of X % COR(X,Y); % calculates the crosscorrelation between X and Y % % c = COR(...); % c is the correlation matrix % % W weights to compute weighted mean (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % NOTE: Under certain circumstances (Missing values and small number of samples) % abs(COR) can be larger than 1. % If you need abs(COR)<=1, use CORRCOEF. CORRCOEF garantees abs(COR)<=1. % % see also: SUMSKIPNAN, COVM, COV, CORRCOEF % % REFERENCES: % http://mathworld.wolfram.com/CorrelationCoefficient.html % $Id$ % Copyright (C) 2000-2004,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1 Y = []; elseif nargin==0 fprintf(2,'Error COR: Missing argument(s)\n'); end; [r1,c1]=size(X); if (c1>r1), fprintf(2,'Warning COR: Covariance is ill-defined, because of too less observations (rows).\n'); end; [r1,c1]=size(X); if ~isempty(Y) [r2,c2]=size(Y); if r1~=r2, fprintf(2,'Error COR: X and Y must have the same number of observations (rows).\n'); return; end; else [r2,c2]=size(X); end; if (c1>r1) || (c2>r2), fprintf(2,'Warning COR: Covariance is ill-defined, because of too less observations (rows).\n'); end; if ~isempty(Y), [S1,N1,SSQ1] = sumskipnan(X,1); [S2,N2,SSQ2] = sumskipnan(Y,1); NN = double(~isnan(X)')*double(~isnan(Y)); X(isnan(X)) = 0; % skip NaN's Y(isnan(Y)) = 0; % skip NaN's CC = X'*Y; M1 = S1./N1; M2 = S2./N2; cc = CC./NN - M1'*M2; r2 = cc./sqrt((SSQ1./N1-M1.*M1)'*(SSQ2./N2-M2.*M2)); else [S,N,SSQ] = sumskipnan(X,1); NN = double(~isnan(X)')*double(~isnan(X)); X(isnan(X)) = 0; % skip NaN's CC = X'*X; M = S./N; cc = CC./NN - M'*M; v = (SSQ./N- M.*M); %max(N-1,0); r2 = cc./sqrt(v'*v); end; nan-3.6.1/inst/PaxHeaders/skewness.m0000644000000000000000000000006114140566210014350 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/skewness.m0000644000175000017500000000404114140566210016752 0ustar00schloeglschloegl00000000000000function R = skewness(i,DIM) % SKEWNESS estimates the skewness % % y = skewness(x,DIM) % calculates skewness of x in dimension DIM % % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, STATISTIC % % REFERENCE(S): % http://mathworld.wolfram.com/ % $Id$ % Copyright (C) 2000-2003,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . % check input arguments if nargin==1, DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; [R.SUM,R.N,R.SSQ] = sumskipnan(i,DIM); % sum R.MEAN = R.SUM./R.N; % mean R.SSQ0 = R.SSQ - real(R.SUM).*real(R.MEAN) - imag(R.SUM).*imag(R.MEAN); % sum square with mean removed %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and SEM are INF %else % n1 = R.N; %end; R.VAR = R.SSQ0./n1; % variance (unbiased) R.STD = sqrt(R.VAR); % standard deviation i = i - repmat(R.MEAN,size(i)./size(R.MEAN)); R.CM3 = sumskipnan(i.^3,DIM)./n1; %R.CM4 = sumskipnan(i.^4,DIM)./n1; R = R.CM3./(R.STD.^3); %R = R.CM4./(R.VAR.^2)-3; nan-3.6.1/inst/PaxHeaders/naninsttest.m0000644000000000000000000000006114140566210015060 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/naninsttest.m0000644000175000017500000001343614140566210017472 0ustar00schloeglschloegl00000000000000% NANINSTTEST checks whether the functions from NaN-toolbox have been % correctly installed. % % see also: NANTEST % $Id$ % Copyright (C) 2000-2003 by Alois Schloegl % This script is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . r = zeros(42,2); x = [5,NaN,0,1,nan,-1:.4:1]; % run test, k=1: with NaNs, k=2: all NaN's are removed % the result of both should be the same. %FLAG_WARNING = warning; warning('off'); funlist = {'sumskipnan','mean','std','var','skewness','kurtosis','sem','median','mad','zscore','coefficient_of_variation','geomean','harmmean','meansq','moment','rms','','corrcoef','rankcorr','spearman','ranks','center','trimean','min','max','tpdf','tcdf','tinv','normpdf','normcdf','norminv','nansum','nanstd','histo_mex','sumskipnan_mex','covm_mex','svmtrain_mex','train','ttest','betapdf','betacdf','betainv','','','',''}; for k=1:2, if k==2, x(isnan(x))=[]; end; r(1,k) =sumskipnan(x(1)); r(2,k) =mean(x); r(3,k) =std(x); r(4,k) =var(x); r(5,k) = skewness(x); r(6,k) =kurtosis(x); r(7,k) =sem(x); r(8,k) =median(x); r(9,k) =mad(x); tmp = zscore(x); r(10,k)=tmp(1); if exist('coefficient_of_variation','file'), r(11,k)=coefficient_of_variation(x); end; r(12,k)=geomean(x); r(13,k)=harmmean(x); if exist('meansq','file'), r(14,k)=meansq(x); end; if exist('moment','file'), r(15,k)=moment(x,6); end; if exist('rms','file'), r(16,k)=rms(x); end; % r(17,k) is currently empty. tmp=corrcoef(x',(1:length(x))'); r(18,k)=any(isnan(tmp(:))); if exist('rankcorr','file'), tmp=rankcorr(x',(1:length(x))'); r(19,k)=any(isnan(tmp(:))); end; if exist('spearman','file'), tmp=spearman(x',(1:length(x))'); r(20,k)=any(isnan(tmp(:))); end; if exist('ranks','file'), r(21,k)=any(isnan(ranks(x')))+k; end; if exist('center','file'), tmp=center(x); r(22,k)=tmp(1); end; if exist('trimean','file'), r(23,k)=trimean(x); end; r(24,k)=min(x); r(25,k)=max(x); r(26,k) = k+isnan(tpdf(x(2),4)); try r(27,k) = k*(~isnan(tcdf(nan,4))); catch r(27,k) = k; end; r(28,k) = k*(~isnan(tinv(NaN,4))); if exist('normpdf','file'), fun='normpdf'; elseif exist('normal_pdf','file'), fun='normal_pdf'; end; r(29,k) = (feval(fun,k,k,0)~=Inf)*k; if exist('normcdf','file'), fun='normcdf'; elseif exist('normal_cdf','file'), fun='normal_cdf'; end; r(30,k) = feval(fun,4,4,0); if exist('norminv','file'), fun='norminv'; elseif exist('normal_inv','file'), fun='normal_inv'; end; r(31,k) = k*any(isnan(feval(fun,[0,1],4,0))); if exist('nansum','file'), r(32,k)=k*isnan(nansum(nan)); end; if exist('nanstd','file'), r(33,k)=k*(~isnan(nanstd(0))); end; try histo_mex([1:5]'); r(34,k)=0; catch; r(34,k)=k; end; try sumskipnan_mex([1:5]'); r(35,k)=0; catch; r(35,k)=k; end; try covm_mex([1:5]'); r(36,k)=0; catch; r(36,k)=k; end; if ~exist('svmtrain_mex','file'), r(37,k)=k; end; if ~exist('train','file'), r(38,k)=k; end; if exist('ttest','file'), r(39,k)=ttest([x,x,x],10); end; if exist('betapdf','file'), r(40,k)=sum(~isnan(betapdf([x,x,x],10,5))); end; if exist('betacdf','file'), r(41,k)=sum(~isnan(betapdf([x,x,x],10,5))); end; if exist('betainv','file'), r(42,k)=sum(~isnan(betainv([x,x,x],10,5))); end; end; % check if result is correct tmp = abs(r(:,1)-r(:,2)) % This function is part of the NaN-toolbox available at % http://pub.ist.ac.at/~schloegl/matlab/NaN/ and % http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA na = 2; %length(A); nb = 2; %length(B); if any(size(x)==1) nc = 1; else nc = size(x,2); end; acN = zeros(1,nc); if nargin<3, z = zeros(1,nc); end; acc = NaN(1,nc); for k = 1:size(x,1), ix = isnan(x(k,:)); acN = acN.*ix+1; UC1 = ((1-uc).^acN); acc(~ix) = (1-UC1(~ix)) .* x(k,~ix) + z(~ix); % / A{1}; ix = isnan(acc); acc(ix) = x(k,ix); z = (1-uc) * acc; x(k,:) = acc; end; nan-3.6.1/inst/PaxHeaders/row_col_deletion.m0000644000000000000000000000006114140566210016035 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/row_col_deletion.m0000644000175000017500000001032214140566210020436 0ustar00schloeglschloegl00000000000000function [rix,cix] = row_col_deletion(d,c,w) % ROW_COL_DELETION selects the rows and columns for removing any missing values. % A heuristic based on maximizing the number of remaining sample values % is used. In other words, if there are more rows than columns, it is % more likely that a row-wise deletion will be applied and vice versa. % % [rix,cix] = row_col_deletion(d) % [rix,cix] = row_col_deletion(d,c,w) % % Input: % d data (each row is a sample, each column a feature) % c classlabels (not really used) [OPTIONAL] % w weight for each sample vector [OPTIONAL] % Output: % rix selected samples % cix selected columns % % d(rix,cix) does not contain any NaN's i.e. missing values % % see also: TRAIN_SC, TEST_SC % $Id$ % Copyright (C) 2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin > 2, if isempty(w) || all(w==w(1)), ix = ~isnan(c); else ix = ~any(isnan(c) | isnan(w)); end; d = d(ix,:); %% ignore samples with invalid c or w w = w(ix,:); elseif nargin > 1, d = d(~isnan(c),:); %% ignore samples with invalid c or w w = []; else w = []; end; if 0, % decides whether row-wise or column-wise deletion removes less data. % rix and cix are the resulting index vectors % either row-wise or column-wise deletion, but not a combination of both, is used. % this is obsolete n = numel(d); cix = find(~any(isnan(d),1)); rix = find(~any(isnan(d),2)); nr = length(rix)*size(d,2); % number of elements after row-wise deletion nc = length(cix)*size(d,1); % number of elements after column-wise deletion if (nr>nc) cix = 1:size(d,2); % select all columns %fprintf(1,'row-wise deletion (%i,%i,%i)\n',n,nr,nc); else rix = 1:size(d,1); % select all rows %fprintf(1,'column-wise deletion (%i,%i,%i)\n',n,nr,nc); end; else %% a mix of row- and column-wise deletion is possible if ~isempty(w) && (abs(sum(w)-1) > log2(N)*eps || any(w<0) || any(~isfinite(w))) error('weight vector must contain only non-negative and finite values'); end; [N,M] = size(d); rix = ones(N,1); cix = ones(1,M); while 1; e = ~isnan(d(rix>0,cix>0)); if ~isempty(w), colCost = mean(e, 1, w(rix>0)/sum(w(rix>0)))'; % cost of deleting columns else colCost = mean(e, 1)'; % cost of deleting columns end; rowCost = mean(e, 2); % cost of deleting rows [tmp,ix] = sort([colCost; rowCost]); if abs(tmp(1)-1) < log2(N)*eps, break; end; % stopping criterion if diff(tmp(1:2))==0, warning('row/col deletion: arbitrary selection [%i,%i]',ix(1:2)); end; ix = ix(1); if (ix<=sum(cix)) tmp = find(cix>0); cix(tmp(ix)) = 0; else tmp = find(rix>0); rix(tmp(ix-sum(cix))) = 0; end; end; rix = find(rix); cix = find(cix); end nan-3.6.1/inst/PaxHeaders/load_fisheriris.m0000644000000000000000000000006114140566210015654 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/load_fisheriris.m0000644000175000017500000000556414140566210020271 0ustar00schloeglschloegl00000000000000% LOAD_FISHERIRIS % loads famous iris data set from Fisher, 1936 [1]. % % References: % [1] Fisher,R.A. "The use of multiple measurements in taxonomic problems" % Annual Eugenics, 7, Part II, 179-188 (1936); also in "Contributions to Mathematical Statistics" (John Wiley, NY, 1950). % [2] Duda,R.O., & Hart,P.E. (1973) Pattern Classification and Scene Analysis. % (Q327.D83) John Wiley & Sons. ISBN 0-471-22361-1. See page 218. % Copyright (C) 2009,2010,2016,2019,2020 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if exist('OCTAVE_VERSION','builtin') IRIS=fullfile(tempdir(),'iris.dat'); if ~exist(IRIS,'file') if exist('webread','file') % available in Octave 6 or 7 species = webread('http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data'); fid=fopen(IRIS,'w'); fwrite(fid,species,'char'); fclose(fid); elseif strncmp(computer,'PCWIN',5) % on MXE-OCTAVE for Windows, wget is available fprintf(1,'Download http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data and save in under %s\nPress any key to continue ...\n',IRIS); else system(['wget http://archive.ics.uci.edu/ml/machine-learning-databases/iris/iris.data -O ',IRIS]); end; end; if exist('str2array','file')==3, if ~exist('species','var') tmp = fopen(IRIS); species=fread(tmp,[1,inf],'uint8=>char'); fclose(tmp); end [meas, tmp, species] = str2array(species,','); meas = meas(1:150, 1:4); species = species(1:150, 5); elseif exist('textread', 'file'), [a,b,c,d,species] = textread (IRIS, '%f,%f,%f,%f,%s\n'); meas = [a,b,c,d]; clear a b c d; if (size(meas,1)==151) % remove empty line at the end meas(151,:)=[]; species(151)=[]; end else tmp = fopen(IRIS); species=fread(tmp,[1,inf],'uint8=>char'); fclose(tmp); [meas,tmp,species]=str2double(species,','); meas = meas(:,1:4); species = species(:,5); end else load fisheriris; end; %!xtest %! load_fisheriris %! assert(all(size(meas)==[150,4])) %! assert(all(size(species)==[150,1])) nan-3.6.1/inst/PaxHeaders/trimean.m0000644000000000000000000000006114140566210014145 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/trimean.m0000644000175000017500000000476314140566210016562 0ustar00schloeglschloegl00000000000000function y=trimean(x,DIM) % TRIMEAN yields the weighted mean of the median and the quartiles % m = TRIMEAN(y). % % The trimean is m = (Q1+2*MED+Q3)/4 % with quartile Q1 and Q3 and median MED % % N-dimensional data is supported % % REFERENCES: % [1] http://mathworld.wolfram.com/Trimean.html % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 1996-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ global FLAG_NANS_OCCURED; % check dimension sz=size(x); % find the dimension if nargin==1, DIM = find(size(x)>1,1); if isempty(DIM), DIM=1; end; end; if DIM>length(sz), sz = [sz,ones(1,DIM-length(sz))]; end; D1 = prod(sz(1:DIM-1)); D2 = sz(DIM); D3 = prod(sz(DIM+1:length(sz))); D0 = [sz(1:DIM-1),1,sz(DIM+1:length(sz))]; y = repmat(nan,D0); q = repmat(nan,3,1); for k = 0:D1-1, for l = 0:D3-1, xi = k + l * D1*sz(DIM) + 1 ; xo = k + l * D1 + 1; t = x(xi+(0:sz(DIM)-1)*D1); t = sort(t(~isnan(t))); t = t(:); n = length(t); if (n % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<3, DIM = []; end; if isempty(DIM), DIM = find(size(Y)>1,1); if isempty(DIM), DIM = 1; end; end; if nargin<2, help trimmean else sz = size(Y); if DIM > length(sz), sz = [sz,ones(1,DIM-length(sz))]; end; D1 = prod(sz(1:DIM-1)); D2 = length(p); D3 = prod(sz(DIM+1:length(sz))); Q = repmat(nan,[sz(1:DIM-1),D2,sz(DIM+1:length(sz))]); for k = 0:D1-1, for l = 0:D3-1, xi = k + l * D1*sz(DIM) + 1 ; xo = k + l * D1*D2; t = Y(xi:D1:xi+D1*sz(DIM)-1); t = sort(t(~isnan(t))); N = length(t); for m=1:D2, n = floor(N*p(m)/2); f = sum(t(1+n:N-n))/(N-2*n); Q(xo + 1 + (m-1)*D1) = f; end; end; end; end; %!assert(trimmean([11.4, 17.3, 21.3, 25.9, 40.1],.2),23.2) nan-3.6.1/inst/PaxHeaders/flag_implicit_significance.m0000644000000000000000000000006114140566210020013 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/flag_implicit_significance.m0000644000175000017500000000456614140566210022431 0ustar00schloeglschloegl00000000000000function alpha=flag_implicit_significance(i) % The use of FLAG_IMPLICIT_SIGNIFICANCE is in experimental state. % flag_implicit_significance might even become obsolete. % % FLAG_IMPLICIT_SIGNIFICANCE sets and gets default alpha (level) of any significance test % The default alpha-level is stored in the global variable FLAG_implicit_significance % The idea is that the significance must not be assigned explicitely. % This might yield more readable code. % % Choose alpha low enough, because in alpha*100% of the cases, you will % reject the Null hypothesis just by change. For this reason, the default % alpha is 0.01. % % flag_implicit_significance(0.01) % sets the alpha-level for the significance test % % alpha = flag_implicit_significance() % gets default alpha % % flag_implicit_significance(alpha) % sets default alpha-level % % alpha = flag_implicit_significance(alpha) % gets and sets alpha % % features: % - compatible to Matlab and Octave % % see also: CORRCOEF, PARTCORRCOEF % $Id$ % Copyright (C) 2000-2002,2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program; If not, see . persistent FLAG_implicit_significance; DEFAULT_ALPHA = 0.01; %%% check whether FLAG was already defined if ~exist('FLAG_implicit_significance','var'), FLAG_implicit_significance = DEFAULT_ALPHA; % default value end; if isempty(FLAG_implicit_significance), FLAG_implicit_significance = DEFAULT_ALPHA; % default value end; if nargin>0, fprintf(2,'Warning: flag_implicit_significance is in an experimental state\n'); fprintf(2,'It might become obsolete.\n'); FLAG_implicit_significance = i; end; alpha = FLAG_implicit_significance; nan-3.6.1/inst/PaxHeaders/meandev.m0000644000000000000000000000006114140566210014125 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/meandev.m0000644000175000017500000000425714140566210016540 0ustar00schloeglschloegl00000000000000function R = meandev(i,DIM) % MEANDEV estimates the Mean deviation % (note that according to [1,2] this is the mean deviation; % not the mean absolute deviation) % % y = meandev(x,DIM) % calculates the mean deviation of x in dimension DIM % % DIM dimension % 1: STATS of columns % 2: STATS of rows % default or []: first DIMENSION, with more than 1 element % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, VAR, STD, MAD % % REFERENCE(S): % [1] http://mathworld.wolfram.com/MeanDeviation.html % [2] L. Sachs, "Applied Statistics: A Handbook of Techniques", Springer-Verlag, 1984, page 253. % [3] http://mathworld.wolfram.com/MeanAbsoluteDeviation.html % [4] Kenney, J. F. and Keeping, E. S. "Mean Absolute Deviation." % Chapter 6.4 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 76-77 1962. % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 2000-2002,2010,2019 by Alois Schloegl % This function is part of the NaN-toolbox for Octave and Matlab % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin==1, DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; [S,N] = sumskipnan(i,DIM); % sum i = i - repmat(S./N,size(i)./size(S)); % remove mean [S,N] = sumskipnan(abs(i),DIM); % %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF %else % n1 = N; %end; R = S./n1; nan-3.6.1/inst/PaxHeaders/geomean.m0000644000000000000000000000006114140566210014121 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/geomean.m0000644000175000017500000000337414140566210016533 0ustar00schloeglschloegl00000000000000function [y] = geomean(x,DIM,W) % GEOMEAN calculates the geomentric mean of data elements. % % y = geomean(x [,DIM [,W]]) is the same as % y = mean(x,'G' [,DIM]) % % DIM dimension % 1 STD of columns % 2 STD of rows % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted mean (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN, HARMMEAN % % This program 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 program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2002,2009 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<2 DIM=min(find(size(x)>1)); if isempty(DIM), DIM=1; end; end if nargin<3 W = []; end; [y, n] = sumskipnan(log(x),DIM,W); y = exp (y./n); %!assert(geomean([1,2,4,NaN]) == 2) %!assert(geomean([1,2,1/2,NaN]) == 1) %!assert(geomean([1,2,0,NaN]) == 0) %!assert(geomean([1,2,Inf,NaN]) == Inf) nan-3.6.1/inst/PaxHeaders/quantile.m0000644000000000000000000000006114140566210014330 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/quantile.m0000644000175000017500000001030514140566210016732 0ustar00schloeglschloegl00000000000000function Q=quantile(Y,q,DIM,method) % QUANTILE calculates the quantiles of histograms and sample arrays. % % Q = quantile(Y,q) % Q = quantile(Y,q,DIM) % returns the q-th quantile along dimension DIM of sample array Y. % size(Q) is equal size(Y) except for dimension DIM which is size(Q,DIM)=length(Q) % % Q = quantile(HIS,q) % returns the q-th quantile from the histogram HIS. % HIS must be a HISTOGRAM struct as defined in HISTO2 or HISTO3. % If q is a vector, the each row of Q returns the q(i)-th quantile % % see also: HISTO2, HISTO3, PERCENTILE % $Id$ % Copyright (C) 1996-2003,2005,2006,2007,2009,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<3, DIM = []; end; if isempty(DIM), DIM = find(size(Y)>1,1); if isempty(DIM), DIM = 1; end; end; if nargin<2, help quantile else [q, rix] = sort(q(:)'); % sort quantile values [tmp,rix] = sort(rix); % generate reverse index SW = isstruct(Y); if SW, SW = isfield(Y,'datatype'); end; if SW, SW = strcmp(Y.datatype,'HISTOGRAM'); end; if SW, [yr, yc] = size(Y.H); Q = repmat(nan,length(q),yc); if ~isfield(Y,'N'); Y.N = sum(Y.H,1); end; for k1 = 1:yc, tmp = Y.H(:,k1)>0; h = full(Y.H(tmp,k1)); t = Y.X(tmp,min(size(Y.X,2),k1)); N = Y.N(k1); t2(1:2:2*length(t)) = t; t2(2:2:2*length(t)) = t; x2 = cumsum(h); x(1)=0; x(2:2:2*length(t)) = x2; x(3:2:2*length(t)) = x2(1:end-1); % Q(q < 0 | 1 < q,:) = NaN; % already done at initialization Q(q==0,k1) = t2(1); Q(q==1,k1) = t2(end); n = 1; for k2 = find( (0 < q) & (q < 1) ) while (q(k2)*N > x(n)), n=n+1; end; if q(k2)*N==x(n) % mean of upper and lower bound Q(k2,k1) = (t2(n)+t2(n+1))/2; else Q(k2,k1) = t2(n); end; end; Q = Q(rix,:); % order resulting quantiles according to original input q end; elseif isnumeric(Y), sz = size(Y); if DIM>length(sz), sz = [sz,ones(1,DIM-length(sz))]; end; f = zeros(1,length(q)); f( (q < 0) | (1 < q) ) = NaN; D1 = prod(sz(1:DIM-1)); D3 = prod(sz(DIM+1:length(sz))); Q = repmat(nan,[sz(1:DIM-1),length(q),sz(DIM+1:length(sz))]); for k = 0:D1-1, for l = 0:D3-1, xi = k + l * D1*sz(DIM) + 1 ; xo = k + l * D1*length(q) + 1; t = Y(xi:D1:xi+D1*sz(DIM)-1); t = t(~isnan(t)); N = length(t); if (N==0) f(:) = NaN; else t = sort(t); t2(1:2:2*length(t)) = t; t2(2:2:2*length(t)) = t; x = floor((1:2*length(t))/2); %f(q < 0 | 1 < q) = NaN; % for efficiency its defined outside loop f(q==0) = t2(1); f(q==1) = t2(end); n = 1; for k2 = find( (0 < q) & (q < 1) ) while (q(k2)*N > x(n)), n = n+1; end; if q(k2)*N==x(n) % mean of upper and lower bound f(k2) = (t2(n) + t2(n+1))/2; else f(k2) = t2(n); end; end; end; Q(xo:D1:xo + D1*length(q) - 1) = f(rix); end; end; else fprintf(2,'Error QUANTILES: invalid input argument\n'); return; end; end; %!assert(quantile(1:10,[.2,.5]),[2.5, 5.5]) %!assert(quantile([1:3,NaN],[.10,.50,.90])==[1,2,3]) nan-3.6.1/inst/PaxHeaders/ttest.m0000644000000000000000000000006114140566210013651 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/ttest.m0000644000175000017500000001201414140566210016252 0ustar00schloeglschloegl00000000000000function [h, pval, ci, stats] = ttest (x, m, varargin) % TTEST (paired) t-test % For a sample X from a normal distribution with unknown mean and % variance, perform a t-test of the null hypothesis `mean (X) == M'. % Under the null, the test statistic T follows a Student % distribution with `DF = length (X) - 1' degrees of freedom. % % TTEST treads NaNs as "Missing values" and ignores these. % % H = ttest(x,m) % tests Null-hypothesis that mean of x is m. % H = ttest(x,y) % size of x and size of y must match, it is tested whether the % difference x-y is significantly different to m=0; % H = ttest(x,y,alpha) % H = ttest(x,y,alpha,tail) % H = ttest(x,y,alpha,tail,DIM) % [H,PVAL] = ttest(...) % [H,PVAL,CI] = ttest(...) % [H,PVAL,CI,stats] = ttest(...) % % H=1 indicates a rejection of the Null-hypothesis at a significance % level of alpha (default alpha = 0.05). % % With the optional argument string TAIL, the alternative of interest % can be selected. If TAIL is '!=' or '<>' or 'both', the null is tested % against the two-sided Alternative `mean (X) ~= mean (Y)'. If TAIL % is '>' or 'right', the one-sided Alternative `mean (X) > mean (Y)' is used. % Similarly for '<' or 'left', the one-sided Alternative `mean (X) < mean % (Y)' is used. The default is the two-sided case. % % H returns whether the Null-Hypotheses must be rejected. % The p-value of the test is returned in PVAL. % % TTEST works on the first non-singleton dimension or on DIM. % % If no output argument is given, the p-value of the test is % displayed. % % Copyright (C) 2014 Tony Richardson % Copyright (C) 2010,2020 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . % Set default arguments my_default = 0; alpha = 0.05; tail = 'both'; % Find the first non-singleton dimension of x DIM = min(find(size(x)~=1)); if isempty(DIM), DIM = 1; end if (nargin == 1) m = my_default; end i = 1; while ( i <= length(varargin) ) switch lower(varargin{i}) case 'alpha' i = i + 1; alpha = varargin{i}; case 'tail' i = i + 1; tail = varargin{i}; case 'dim' i = i + 1; DIM = varargin{i}; otherwise error('Invalid Name argument.',[]); end i = i + 1; end if ~isa(tail, 'char') error('tail argument to ttest must be a string\n',[]); end if any(and(~isscalar(m),size(x)~=size(m))) error('Arrays in paired test must be the same size.'); end % Set default values if arguments are present but empty if isempty(m) m = my_default; end % This adjustment allows everything else to remain the % same for both the one-sample t test and paired tests. x = x - m; szx = size(x); szm = size(m); szx(DIM) = 1; szm(DIM) = 1; [S, N] = sumskipnan(x, DIM); x_bar = S./N; stats.df = N - 1; stats.sd = std (x, 0, DIM); x_bar_std = stats.sd./sqrt(N); tval = (x_bar)./x_bar_std; stats.tstat = tval; if (strcmp (tail, '~=') || strcmp (tail, '!=') || strcmp (tail, '<>')) || strcmp(tail,'both'), pval = 2*(1 - tcdf(abs(tval), N-1)); tcrit = -tinv(alpha/2,N-1); ci = [x_bar-tcrit.*x_bar_std; x_bar+tcrit.*x_bar_std] + m; elseif strcmp (tail, '>') || strcmp(tail,'right'), pval = tcdf(tval, N-1); tcrit = -tinv(alpha, N-1); ci = [m+x_bar-tcrit.*x_bar_std; inf*ones(size(x_bar))]; elseif strcmp (tail, '<') || strcmp(tail,'left'), pval = tcdf(tval, N-1); tcrit = -tinv(alpha,N-1); ci = [-inf*ones(size(x_bar)); m+x_bar+tcrit.*x_bar_std]; else error ('ttest: option %s not recognized', tail); end % Reshape the ci array to match MATLAB shaping if and(isscalar(x_bar), DIM==2) ci = ci(:)'; elseif size(x_bar,2) % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1, DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; [S,N] = sumskipnan(i,DIM); % sum i = i - repmat(S./N,size(i)./size(S)); % remove mean [S,N] = sumskipnan(abs(i),DIM); % %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and STE are INF %else % n1 = N; %end; R = S./n1; nan-3.6.1/inst/PaxHeaders/betacdf.m0000644000000000000000000000006114140566210014076 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/betacdf.m0000644000175000017500000000567714140566210016520 0ustar00schloeglschloegl00000000000000%% Copyright (C) 2012 Rik Wehbring %% Copyright (C) 1995-2016 Kurt Hornik %% %% This program 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 program 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 this program; see the file COPYING. If not, see %% . %% cdf = betacdf (x, a, b) %% For each element of @var{x}, compute the cumulative distribution function %% (CDF) at x of the Beta distribution with parameters a and b. %% Author: KH %% Description: CDF of the Beta distribution %% Adapted for the use with Matlab and the NaN-toolbox. function cdf = betacdf (x, a, b) if (nargin ~= 3) print_usage (); end if (~ isscalar (a) || ~ isscalar (b)) % [retval, x, a, b] = common_size (x, a, b); retval = ~isscalar(a) && any(size(x)~=size(a)); retval = retval || (~isscalar(b) && any(size(x)~=size(b))); if (retval > 0) error ('betacdf: X, A, and B must be of common size or scalars'); end end if isscalar(a) a = repmat(a,size(x)); end if isscalar(b) b = repmat(b,size(x)); end if (~isreal (x) || ~isreal (a) || ~isreal (b)) error ('betacdf: X, A, and B must not be complex'); end if (isa (x, 'single') || isa (a, 'single') || isa (b, 'single')) cdf = zeros (size (x), 'single'); else cdf = zeros (size (x)); end k = isnan (x) | ~(a > 0) | ~(b > 0); cdf(k) = NaN; k = (x >= 1) & (a > 0) & (b > 0); cdf(k) = 1; k = (x > 0) & (x < 1) & (a > 0) & (b > 0); if (isscalar (a) && isscalar (b)) cdf(k) = betainc (x(k), a, b); else cdf(k) = betainc (x(k), a(k), b(k)); end end %!shared x,y %! x = [-1 0 0.5 1 2]; %! y = [0 0 0.75 1 1]; %!assert (betacdf (x, ones (1,5), 2*ones (1,5)), y) %!assert (betacdf (x, 1, 2*ones (1,5)), y) %!assert (betacdf (x, ones (1,5), 2), y) %!assert (betacdf (x, [0 1 NaN 1 1], 2), [NaN 0 NaN 1 1]) %!assert (betacdf (x, 1, 2*[0 1 NaN 1 1]), [NaN 0 NaN 1 1]) %!assert (betacdf ([x(1:2) NaN x(4:5)], 1, 2), [y(1:2) NaN y(4:5)]) %% Test class of input preserved %!assert (betacdf ([x, NaN], 1, 2), [y, NaN]) %!assert (betacdf (single ([x, NaN]), 1, 2), single ([y, NaN])) %!assert (betacdf ([x, NaN], single (1), 2), single ([y, NaN])) %!assert (betacdf ([x, NaN], 1, single (2)), single ([y, NaN])) %% Test input validation %!error betacdf () %!error betacdf (1) %!error betacdf (1,2) %!error betacdf (1,2,3,4) %!error betacdf (ones (3), ones (2), ones (2)) %!error betacdf (ones (2), ones (3), ones (2)) %!error betacdf (ones (2), ones (2), ones (3)) nan-3.6.1/inst/PaxHeaders/rms.m0000644000000000000000000000006114140566210013307 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/rms.m0000644000175000017500000000321314140566210015711 0ustar00schloeglschloegl00000000000000function o=rms(x,DIM,W) % RMS calculates the root mean square % can deal with complex data. % % y = rms(x,DIM,W) % % DIM dimension % 1 STD of columns % 2 STD of rows % N STD of N-th dimension % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted s.d. (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % y estimated standard deviation % % features: % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: SUMSKIPNAN, MEAN % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . % Copyright (C) 2000-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<2, [o,N,ssq] = sumskipnan(x); elseif nargin<3 [o,N,ssq] = sumskipnan(x,DIM); else [o,N,ssq] = sumskipnan(x,DIM,W); end; o = sqrt(ssq./N); %!assert(rms([1,5,1,NaN]) == 3) %!assert(rms([1,5,1,-Inf,NaN]) == Inf) nan-3.6.1/inst/PaxHeaders/sumskipnan.m0000644000000000000000000000006114140566210014676 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/sumskipnan.m0000644000175000017500000001264014140566210017304 0ustar00schloeglschloegl00000000000000function [o,count,SSQ] = sumskipnan(x, DIM, W) % SUMSKIPNAN adds all non-NaN values. % % All NaN's are skipped; NaN's are considered as missing values. % SUMSKIPNAN of NaN's only gives O; and the number of valid elements is return. % SUMSKIPNAN is also the elementary function for calculating % various statistics (e.g. MEAN, STD, VAR, RMS, MEANSQ, SKEWNESS, % KURTOSIS, MOMENT, STATISTIC etc.) from data with missing values. % SUMSKIPNAN implements the DIMENSION-argument for data with missing values. % Also the second output argument return the number of valid elements (not NaNs) % % Y = sumskipnan(x [,DIM]) % [Y,N,SSQ] = sumskipnan(x [,DIM]) % [...] = sumskipnan(x, DIM, W) % % x input data % DIM dimension (default: []) % empty DIM sets DIM to first non singleton dimension % W weight vector for weighted sum, numel(W) must fit size(x,DIM) % Y resulting sum % N number of valid (not missing) elements % SSQ sum of squares % % the function FLAG_NANS_OCCURED() returns whether any value in x % is a not-a-number (NaN) % % features: % - can deal with NaN's (missing values) % - implements dimension argument. % - computes weighted sum % - compatible with Matlab and Octave % % see also: FLAG_NANS_OCCURED, SUM, NANSUM, MEAN, STD, VAR, RMS, MEANSQ, % SSQ, MOMENT, SKEWNESS, KURTOSIS, SEM % This program 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 program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2005,2009,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ global FLAG_NANS_OCCURED; if nargin<2, DIM = []; end; if nargin<3, W = []; end; % an efficient implementation in C of the following lines % could significantly increase performance % only one loop and only one check for isnan is needed % An MEX-Implementation is available in sumskipnan.cpp % % Outline of the algorithm: % for { k=1,o=0,count=0; k++; k1,1); if isempty(DIM), DIM = 1; end; end if (DIM<1), DIM = 1; end; %% Hack, because min([])=0 for FreeMat v3.5 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % non-float data %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if (isempty(W) && (~(isa(x,'float') || isa(x,'double')))) || ~flag_implicit_skip_nan(), %%% skip always NaN's if ~isempty(W) error('SUMSKIPNAN: weighted sum of integers not supported, yet'); end; x = double(x); o = sum(x,DIM); if nargout>1 sz = size(x); N = sz(DIM); sz(DIM) = 1; count = repmat(N,sz); if nargout>2 x = x.*x; SSQ = sum(x,DIM); end; end; return; end; if ~isempty(W) && (size(x,DIM)~=numel(W)) error('SUMSKIPNAN: size of weight vector does not match size(x,DIM)'); end; %% mex and oct files expect double x = double(x); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % use Matlab-MEX function when available %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %if 1, try %% using sumskipnan_mex.mex if issparse(x), fprintf(2,'sumskipnan: sparse matrix converted to full matrix\n'); x = full(x); end; %% !!! hack: FLAG_NANS_OCCURED is an output argument, reserve memory !!! if isempty(FLAG_NANS_OCCURED), FLAG_NANS_OCCURED = logical(0); % default value end; if (nargout<2), o = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W); if (~isreal(x)) io = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W); o = o + i*io; end; return; elseif (nargout==2), [o,count] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W); if (~isreal(x)) [io,icount] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W); if any(count(:)-icount(:)) error('Number of NaNs differ for REAL and IMAG part'); else o = o+i*io; end; end; return; elseif (nargout>=3), [o,count,SSQ] = sumskipnan_mex(real(x),DIM,FLAG_NANS_OCCURED,W); if (~isreal(x)) [io,icount,iSSQ] = sumskipnan_mex(imag(x),DIM,FLAG_NANS_OCCURED,W); if any(count(:)-icount(:)) error('Number of NaNs differ for REAL and IMAG part'); else o = o+i*io; SSQ = SSQ+iSSQ; end; end; return; end; end; if ~isempty(W) error('weighted sumskipnan requires sumskipnan_mex'); end; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % count non-NaN's %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if nargout>1, count = sum(x==x,DIM); FLAG_NANS_OCCURED = any(count(:)2, x = real(x).^2 + imag(x).^2; SSQ = sum(x,DIM); end; %!assert(sumskipnan([1,2],1),[1,2]) %!assert(sumskipnan([1,NaN],2),1) %!assert(sumskipnan([1,NaN],2),1) %!assert(sumskipnan([nan,1,4,5]),10) %!assert(sumskipnan([nan,1,4,5]',1,[3;2;1;0]),6) nan-3.6.1/inst/PaxHeaders/cat2bin.m0000644000000000000000000000006114140566210014030 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/cat2bin.m0000644000175000017500000000547614140566210016447 0ustar00schloeglschloegl00000000000000function [B,BLab]=cat2bin(D, Label, MODE) % CAT2BIN converts categorical into binary data % each category of each column in D is converted into a logical column % % B = cat2bin(C); % [B,BinLabel] = cat2bin(C,Label); % [B,BinLabel] = cat2bin(C,Label,MODE) % % C categorical data % B binary data % Label description of each column in C % BinLabel description of each column in B % MODE default [], ignores NaN % 'notIgnoreNAN' includes binary column for NaN % 'IgnoreZeros' zeros do not get a separate category % 'IgnoreZeros+NaN' zeros and NaN are ignored % % example: % cat2bin([1;2;5;1;5]) results in % 1 0 0 % 0 1 0 % 0 0 1 % 1 0 0 % 0 0 1 % $Id$ % Copyright (C) 2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin<3, MODE = []; end; % convert data B = []; c = 0; k1 = 0; BLab = []; for m = 1:size(D,2) h = histo_mex(D(:,m)); x = h.X(h.H>0); if strcmpi(MODE,'notIgnoreNaN') ; elseif strcmpi(MODE,'IgnoreZeros') x = x(x~=0); elseif strcmpi(MODE,'IgnoreZeros+NaN') x = x((x~=0) & (x==x)); else x = x(x==x); end; for k = 1:size(D,1), if ~isnan(D(k,m)) B(k, c + find(D(k,m)==x)) = 1; elseif isnan(x(end)), B(k, c + length(x)) = 1; end; end; c = c + length(x); if nargout>1, for k = 1:length(x), k1 = k1+1; if isempty(Label) BLab{k1} = ['#',int2str(m),':',int2str(x(k))]; else BLab{k1} = [Label{m},':',int2str(x(k))]; end; end; end; end; %!assert(cat2bin([1;2;5;1;5]),[1,0,0;0,1,0;0,0,1;1,0,0;0,0,1]) nan-3.6.1/inst/PaxHeaders/corrplot.m0000644000000000000000000000006114140566210014352 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/corrplot.m0000644000175000017500000000267714140566210016771 0ustar00schloeglschloegl00000000000000function RES = corrplot(data, varargin) % CORRPLOT displays the correlation plot % % corrplot(data) % corrplot(data,'type',TYPE) % [R,PValue,H] = corrplot(data,Name,Value) % % Input: % data % TYPE: 'Pearson' (default), 'Kendall', 'Spearman' % % % Copyright (C) 2021 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. Mode=[]; alpha=0.05; k=1; while k<=nargin, if strcmpi(varargin{k},'type') Mode=varargin{k+1}; k=k+1; elseif strcmpi(varargin{k},'alpha') alpha=varargin{k+1}; end k=k+1; end [nr,nc]=size(data); for k1=1:nc for k2=1:nc subplot(nc,nc,k1*nc+k2-nc) plot(data(:,k1),data(:,k2),'d') end end R = corrcoef(data); nan-3.6.1/inst/PaxHeaders/cov.m0000644000000000000000000000006114140566210013275 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/cov.m0000644000175000017500000000750314140566210015705 0ustar00schloeglschloegl00000000000000function CC = cov(X,Y,Mode) % COV covariance matrix % X and Y can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % The output gives NaN only if there are insufficient input data % The mean is removed from the data. % % Remark: for data contains missing values, the resulting % matrix might not be positiv definite, and its elements have magnitudes % larger than one. This ill-behavior is more likely for small sample % sizes, but there is no garantee that the result "behaves well" for larger % sample sizes. If you want the a "well behaved" result (i.e. positive % definiteness and magnitude of elements not larger than 1), use CORRCOEF. % However, COV is faster than CORRCOEF and might be good enough in some cases. % % C = COV(X [,Mode]); % calculates the (auto-)correlation matrix of X % C = COV(X,Y [,Mode]); % calculates the crosscorrelation between X and Y. % C(i,j) is the correlation between the i-th and jth % column of X and Y, respectively. % NOTE: Octave and Matlab have (in some special cases) incompatible implemenations. % This implementation follows Octave. If the result could be ambigous or % incompatible, a warning will be presented in Matlab. To avoid this warning use: % a) use COV([X(:),Y(:)]) if you want the traditional Matlab result. % b) use C = COV([X,Y]), C = C(1:size(X,2),size(X,2)+1:size(C,2)); if you want to be compatible with this software. % % Mode = 0 [default] scales C by (N-1) % Mode = 1 scales C by N. % % see also: COVM, COR, CORRCOEF, SUMSKIPNAN % % REFERENCES: % http://mathworld.wolfram.com/Covariance.html % $Id$ % Copyright (C) 2000-2003,2005,2009,2011,2012 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==1 Mode = 0; Y = []; elseif nargin==2, % if all(size(Y)==1) & any(Y==[0,1]); % This is not compatible with octave % short-circuit evaluation is required % but for compatibility to matlab, && is avoided SW = all(size(Y)==1); if SW, SW = any(Y==[0,1]); end; if SW, Mode = Y; Y = []; else Mode = 0; end; elseif nargin==3, else fprintf(2,'Error COV: invalid number of arguments\n'); end; if ~exist('OCTAVE_VERSION','builtin') && ~isempty(Y) && (size(X,2)+size(Y,2)~=2), % COV in Matlab is differently defined than COV in Octave. % For compatibility reasons, this branch reflects the difference. fprintf(2,'Warning NaN/COV: This kind of use of COV is discouraged because it produces different results for Matlab and Octave. \n'); fprintf(2,' (a) the traditional Matlab result can be obtained with: C = COV([X(:),Y(:)]).\n'); fprintf(2,' (b) the traditional Octave result can be obtained with: C = COV([X,Y]); C = C(1:size(X,2),size(X,2)+1:size(C,2)).\n'); if numel(Y)~=numel(X), error('The lengths of X and Y must match.'); end; X = [X(:),Y(:)]; Y = []; end; if isempty(Y) CC = covm(X,['D',int2str(Mode>0)]); else CC = covm(X,Y,['D',int2str(Mode>0)]); end; nan-3.6.1/inst/PaxHeaders/ecdf.m0000644000000000000000000000006114140566210013407 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/ecdf.m0000644000175000017500000000450214140566210016013 0ustar00schloeglschloegl00000000000000function [F,X]=ecdf(h,Y) % ECDF empirical cumulative function % NaN's are considered Missing values and are ignored. % % [F,X] = ecdf(Y) % calculates empirical cumulative distribution functions (i.e Kaplan-Meier estimate) % ecdf(Y) % ecdf(gca,Y) % without output arguments plots the empirical cdf, in axis gca. % % Y input data % must be a vector or matrix, in case Y is a matrix, the ecdf for every column is computed. % % see also: HISTO2, HISTO3, PERCENTILE, QUANTILE % Copyright (C) 2009,2010,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if ~isscalar(h) || ~ishandle(h) || isstruct(h), Y = h; h = []; end; DIM = []; SW = isstruct(Y); if SW, SW = isfield(Y,'datatype'); end; if SW, SW = strcmp(Y.datatype,'HISTOGRAM'); end; if SW, [yr,yc]=size(Y.H); if ~isfield(Y,'N'); Y.N = sum(Y.H,1); end; f = [zeros(1,yc);cumsum(Y.H,1)]; for k=1:yc, f(:,k)=f(:,k)/Y.N(k); end; t = [Y.X(1,:);Y.X]; elseif isnumeric(Y), sz = size(Y); if isempty(DIM), DIM = min(find(sz>1)); if isempty(DIM), DIM = 1; end; end; if DIM==2, Y=Y.'; DIM = 1; end; t = sort(Y,1); t = [t(1,:);t]; N = sum(~isnan(Y),1); f = zeros(size(Y,1)+1,size(Y,2)); for k=1:size(Y,2), f(:,k)=[0:size(Y,1)]'/N(k); end; end; if nargout<1, if ~isempty(h), axes(h); end; stairs(t,f); set(gca,'ylim',[0,1]); else F = f; X = t; end; %!assert(ecdf(1:2)*2==[0:2]') %!assert(ecdf([1:2,NaN])*2==[0:3]') nan-3.6.1/inst/PaxHeaders/corrcoef.m0000644000000000000000000000006114140566210014310 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/corrcoef.m0000644000175000017500000003550114140566210016717 0ustar00schloeglschloegl00000000000000function [R,sig,ci1,ci2,nan_sig] = corrcoef(X,Y,varargin) % CORRCOEF calculates the correlation matrix from pairwise correlations. % The input data can contain missing values encoded with NaN. % Missing data (NaN's) are handled by pairwise deletion [15]. % In order to avoid possible pitfalls, use case-wise deletion or % or check the correlation of NaN's with your data (see below). % A significance test for testing the Hypothesis % 'correlation coefficient R is significantly different to zero' % is included. % % [...] = CORRCOEF(X); % calculates the (auto-)correlation matrix of X % [...] = CORRCOEF(X,Y); % calculates the crosscorrelation between X and Y % NOTE: matlab's CORRCOEF(X,Y) returns the result of CORRCOEF([X,Y]) % use CORRCOEF([X,Y]) if your software should be compatible with both. % % [...] = CORRCOEF(..., Mode); % Mode='Pearson' or 'parametric' [default] % gives the correlation coefficient % also known as the 'product-moment coefficient of correlation' % or 'Pearson''s correlation' [1]. Currently, the unstable one-pass or % single pass method [7,8] is implemented. If this is a problem, use % instead the two-pass method by doing % corrcoef(center(X),center(Y)) % Mode='Spearman' gives 'Spearman''s Rank Correlation Coefficient' % This replaces SPEARMAN.M % Mode='Rank' gives a nonparametric Rank Correlation Coefficient % This is the "Spearman rank correlation with proper handling of ties" % This replaces RANKCORR.M % % [...] = CORRCOEF(..., param1, value1, param2, value2, ... ); % param value % 'Mode' type of correlation % 'Pearson','parametric' % 'Spearman' % 'rank' % 'rows' how do deal with missing values encoded as NaN's. % 'complete': remove all rows with at least one NaN % 'pairwise': [default] % 'alpha' 0.01 : significance level to compute confidence interval % % [R,p,ci1,ci2,nan_sig] = CORRCOEF(...); % R is the correlation matrix % R(i,j) is the correlation coefficient r between X(:,i) and Y(:,j) % p gives the significance of R % It tests the null hypothesis that the product moment correlation coefficient is zero % using Student's t-test on the statistic t = r*sqrt(N-2)/sqrt(1-r^2) % where N is the number of samples (Statistics, M. Spiegel, Schaum series). % p > alpha: do not reject the Null hypothesis: 'R is zero'. % p < alpha: The alternative hypothesis 'R is larger than zero' is true with probability (1-alpha). % ci1 lower (1-alpha) confidence interval % ci2 upper (1-alpha) confidence interval % If no alpha is provided, the default alpha is 0.01. This can be changed with function flag_implicit_significance. % nan_sig p-value whether H0: 'NaN''s are not correlated' could be correct % if nan_sig < alpha, H1 ('NaNs are correlated') is very likely. % % The result is only valid if the occurence of NaN's is uncorrelated. In % order to avoid this pitfall, the correlation of NaN's should be checked % or case-wise deletion should be applied. % Case-Wise deletion can be implemented % ix = ~any(isnan([X,Y]),2); % [...] = CORRCOEF(X(ix,:),Y(ix,:),...); % % Correlation (non-random distribution) of NaN's can be checked with % [nan_R,nan_sig]=corrcoef(X,isnan(X)) % or [nan_R,nan_sig]=corrcoef([X,Y],isnan([X,Y])) % or [R,p,ci1,ci2] = CORRCOEF(...); % % Further recommandation related to the correlation coefficient: % + LOOK AT THE SCATTERPLOTS to make sure that the relationship is linear % + Correlation is not causation because % it is not clear which parameter is 'cause' and which is 'effect' and % the observed correlation between two variables might be due to the action of other, unobserved variables. % % see also: SUMSKIPNAN, COVM, COV, COR, SPEARMAN, RANKCORR, RANKS, % PARTCORRCOEF, flag_implicit_significance % % REFERENCES: % on the correlation coefficient % [ 1] http://mathworld.wolfram.com/CorrelationCoefficient.html % [ 2] http://www.geography.btinternet.co.uk/spearman.htm % [ 3] Hogg, R. V. and Craig, A. T. Introduction to Mathematical Statistics, 5th ed. New York: Macmillan, pp. 338 and 400, 1995. % [ 4] Lehmann, E. L. and D'Abrera, H. J. M. Nonparametrics: Statistical Methods Based on Ranks, rev. ed. Englewood Cliffs, NJ: Prentice-Hall, pp. 292, 300, and 323, 1998. % [ 5] Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 634-637, 1992 % [ 6] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html % [ 7] https://stats.stackexchange.com/questions/94056/instability-of-one-pass-algorithm-for-correlation-coefficient % [ 8] https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#For_a_sample % on the significance test of the correlation coefficient % [11] http://www.met.rdg.ac.uk/cag/STATS/corr.html % [12] http://www.janda.org/c10/Lectures/topic06/L24-significanceR.htm % [13] http://faculty.vassar.edu/lowry/ch4apx.html % [14] http://davidmlane.com/hyperstat/B134689.html % [15] http://www.statsoft.com/textbook/stbasic.html%Correlations % others % [20] http://www.tufts.edu/~gdallal/corr.htm % [21] Fisher transformation http://en.wikipedia.org/wiki/Fisher_transformation % Copyright (C) 2000-2004,2008,2009,2011,2016,2018 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . % Features: % + handles missing values (encoded as NaN's) % + pairwise deletion of missing data % + checks independence of missing values (NaNs) % + parametric and non-parametric (rank) correlation % + Pearson's correlation % + Spearman's rank correlation % + Rank correlation (non-parametric, Spearman rank correlation with proper handling of ties) % + is fast, using an efficient algorithm O(n.log(n)) for calculating the ranks % + significance test for null-hypthesis: r=0 % + confidence interval included % - rank correlation works for cell arrays, too (no check for missing values). % + compatible with Octave and Matlab global FLAG_NANS_OCCURED; NARG = nargout; % needed because nargout is not reentrant in Octave, and corrcoef is recursive mode = []; if nargin==1 Y = []; Mode='Pearson'; elseif nargin==0 fprintf(2,'Error CORRCOEF: Missing argument(s)\n'); elseif nargin>1 if ischar(Y) varg = [Y,varargin]; Y=[]; else varg = varargin; end; if length(varg)<1, Mode = 'Pearson'; elseif length(varg)==1, Mode = varg{1}; else for k = 2:2:length(varg), mode = setfield(mode,lower(varg{k-1}),varg{k}); end; if isfield(mode,'mode') Mode = mode.mode; end; end; end; if isempty(Mode) Mode='pearson'; end; Mode=[Mode,' ']; FLAG_WARNING = warning; % save warning status warning('off'); [r1,c1]=size(X); if ~isempty(Y) [r2,c2]=size(Y); if r1~=r2, fprintf(2,'Error CORRCOEF: X and Y must have the same number of observations (rows).\n'); return; end; NN = real(~isnan(X)')*real(~isnan(Y)); else [r2,c2]=size(X); NN = real(~isnan(X)')*real(~isnan(X)); end; %%%%% generate combinations using indices for pairwise calculation of the correlation YESNAN = any(isnan(X(:))) | any(isnan(Y(:))); if YESNAN, FLAG_NANS_OCCURED=(1==1); if isfield(mode,'rows') if strcmp(mode.rows,'complete') ix = ~any([X,Y],2); X = X(ix,:); if ~isempty(Y) Y = Y(ix,:); end; YESNAN = 0; NN = size(X,1); elseif strcmp(mode.rows,'all') fprintf(1,'Warning: data contains NaNs, rows=pairwise is used.'); %%NN(NN < size(X,1)) = NaN; elseif strcmp(mode.rows,'pairwise') %%% default end; end; end; if isempty(Y), IX = ones(c1)-diag(ones(c1,1)); [jx, jy ] = find(IX); [jxo,jyo] = find(IX); R = eye(c1); else IX = sparse([],[],[],c1+c2,c1+c2,c1*c2); IX(1:c1,c1+(1:c2)) = 1; [jx,jy] = find(IX); IX = ones(c1,c2); [jxo,jyo] = find(IX); R = zeros(c1,c2); end; if strcmp(lower(Mode(1:7)),'pearson'); % see http://mathworld.wolfram.com/CorrelationCoefficient.html if ~YESNAN, [S,N,SSQ] = sumskipnan(X,1); if ~isempty(Y), [S2,N2,SSQ2] = sumskipnan(Y,1); CC = X'*Y; M1 = S./N; M2 = S2./N2; cc = CC./NN - M1'*M2; R = cc./sqrt((SSQ./N-M1.*M1)'*(SSQ2./N2-M2.*M2)); else CC = X'*X; M = S./N; cc = CC./NN - M'*M; v = SSQ./N - M.*M; %max(N-1,0); R = cc./sqrt(v'*v); end; else if ~isempty(Y), X = [X,Y]; end; for k = 1:length(jx), %ik = ~any(isnan(X(:,[jx(k),jy(k)])),2); ik = ~isnan(X(:,jx(k))) & ~isnan(X(:,jy(k))); [s,n,s2] = sumskipnan(X(ik,[jx(k),jy(k)]),1); v = (s2-s.*s./n)./n; cc = X(ik,jx(k))'*X(ik,jy(k)); cc = cc/n(1) - prod(s./n); %r(k) = cc./sqrt(prod(v)); R(jxo(k),jyo(k)) = cc./sqrt(prod(v)); end; end elseif strcmp(lower(Mode(1:4)),'rank'); % see [ 6] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html if ~YESNAN, if isempty(Y) R = corrcoef(ranks(X)); else R = corrcoef(ranks(X),ranks(Y)); end; else if ~isempty(Y), X = [X,Y]; end; for k = 1:length(jx), %ik = ~any(isnan(X(:,[jx(k),jy(k)])),2); ik = ~isnan(X(:,jx(k))) & ~isnan(X(:,jy(k))); il = ranks(X(ik,[jx(k),jy(k)])); R(jxo(k),jyo(k)) = corrcoef(il(:,1),il(:,2)); end; X = ranks(X); end; elseif strcmp(lower(Mode(1:8)),'spearman'); % see [ 6] http://mathworld.wolfram.com/SpearmanRankCorrelationCoefficient.html if ~isempty(Y), X = [X,Y]; end; n = repmat(nan,c1,c2); if ~YESNAN, iy = ranks(X); % calculates ranks; for k = 1:length(jx), [R(jxo(k),jyo(k)),n(jxo(k),jyo(k))] = sumskipnan((iy(:,jx(k)) - iy(:,jy(k))).^2); % NN is the number of non-missing values end; else for k = 1:length(jx), %ik = ~any(isnan(X(:,[jx(k),jy(k)])),2); ik = ~isnan(X(:,jx(k))) & ~isnan(X(:,jy(k))); il = ranks(X(ik,[jx(k),jy(k)])); % NN is the number of non-missing values [R(jxo(k),jyo(k)),n(jxo(k),jyo(k))] = sumskipnan((il(:,1) - il(:,2)).^2); end; X = ranks(X); end; R = 1 - 6 * R ./ (n.*(n.*n-1)); elseif strcmp(lower(Mode(1:7)),'partial'); fprintf(2,'Error CORRCOEF: use PARTCORRCOEF \n',Mode); return; elseif strcmp(lower(Mode(1:7)),'kendall'); fprintf(2,'Error CORRCOEF: mode ''%s'' not implemented yet.\n',Mode); return; else fprintf(2,'Error CORRCOEF: unknown mode ''%s''\n',Mode); end; if (NARG<2), warning(FLAG_WARNING); % restore warning status return; end; % CONFIDENCE INTERVAL if isfield(mode,'alpha') alpha = mode.alpha; elseif exist('flag_implicit_significance','file'), alpha = flag_implicit_significance; else alpha = 0.01; end; % fprintf(1,'CORRCOEF: confidence interval is based on alpha=%f\n',alpha); % SIGNIFICANCE TEST R(isnan(R))=0; tmp = 1 - R.*R; tmp(tmp<0) = 0; % prevent tmp<0 i.e. imag(t)~=0 t = R.*sqrt(max(NN-2,0)./tmp); if exist('t_cdf','file'); sig = t_cdf(t,NN-2); elseif exist('tcdf','file')>1; sig = tcdf(t,NN-2); else fprintf('CORRCOEF: significance test not completed because of missing TCDF-function\n') sig = repmat(nan,size(R)); end; sig = 2 * min(sig,1 - sig); if NARG<3, warning(FLAG_WARNING); % restore warning status return; end; tmp = R; %tmp(ix1 | ix2) = nan; % avoid division-by-zero warning z = log((1+tmp)./(1-tmp))/2; % Fisher transformation [21] %sz = 1./sqrt(NN-3); % standard error of z sz = sqrt(2)*erfinv(1-alpha)./sqrt(NN-3); % confidence interval for alpha of z ci1 = tanh(z-sz); ci2 = tanh(z+sz); %ci1(isnan(ci1))=R(isnan(ci1)); % in case of isnan(ci), the interval limits are exactly the R value %ci2(isnan(ci2))=R(isnan(ci2)); if (NARG<5) || ~YESNAN, nan_sig = repmat(NaN,size(R)); warning(FLAG_WARNING); % restore warning status return; end; %%%%% ----- check independence of NaNs (missing values) ----- [nan_R, nan_sig] = corrcoef(X,double(isnan(X))); % remove diagonal elements, because these have not any meaning % nan_sig(isnan(nan_R)) = nan; % remove diagonal elements, because these have not any meaning % nan_R(isnan(nan_R)) = 0; if 0, any(nan_sig(:) < alpha), tmp = nan_sig(:); % Hack to skip NaN's in MIN(X) min_sig = min(tmp(~isnan(tmp))); % Necessary, because Octave returns NaN rather than min(X) for min(NaN,X) fprintf(1,'CORRCOFF Warning: Missing Values (i.e. NaNs) are not independent of data (p-value=%f)\n', min_sig); fprintf(1,' Its recommended to remove all samples (i.e. rows) with any missing value (NaN).\n'); fprintf(1,' The null-hypotheses (NaNs are uncorrelated) is rejected for the following parameter pair(s).\n'); [ix,iy] = find(nan_sig < alpha); disp([ix,iy]) end; %%%%% ----- end of independence check ------ warning(FLAG_WARNING); % restore warning status return; nan-3.6.1/inst/PaxHeaders/gini.m0000644000000000000000000000006114140566210013434 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/gini.m0000644000175000017500000000216614140566210016044 0ustar00schloeglschloegl00000000000000function G = gini(data) % GINI computes the gini-coefficient [1] using by % computing the L-moments [2]. % % USAGE: % G = gini(data) % % % % References: % [1] https://en.wikipedia.org/wiki/Gini_coefficient % [2] https://en.wikipedia.org/wiki/L-moment % Copyright (C) 2019,2020 by Alois Schlögl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ %% This program 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 program 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 this program; see the file COPYING. If not, see %% . L = lmom(data,2); G = L(2)/L(1); nan-3.6.1/inst/PaxHeaders/bland_altman.m0000644000000000000000000000006114140566210015122 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/bland_altman.m0000644000175000017500000001007114140566210017524 0ustar00schloeglschloegl00000000000000function RES = bland_altman(data,group,arg3) % BLAND_ALTMANN shows the Bland-Altman plot of two columns of measurements % and computes several summary results. % % bland_altman(m1, m2 [,group]) % bland_altman(data [, group]) % R = bland_altman(...) % % m1,m2 are two colums with the same number of elements % containing the measurements. m1,m2 can be also combined % in a single two column data matrix. % group [optional] indicates which measurements belong to the same group % This is useful to account for repeated measurements. % % % References: % [1] JM Bland and DG Altman, Measuring agreement in method comparison studies. % Statistical Methods in Medical Research, 1999; 8; 135. % doi:10.1177/09622802990080204 % [2] P.S. Myles, Using the Bland– Altman method to measure agreement with repeated measures % British Journal of Anaesthesia 99(3):309–11 (2007) % doi:10.1093/bja/aem214 % $Id$ % Copyright (C) 2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin<2, group = []; end; if nargin<3, arg3 = []; end; if (size(data,2)==1) data = [data, group]; group = arg3; end; D = data * [1;-1]; M = data * [1;1]/2; RES.corrcoef = corrcoef(data(:,1),data(:,2),'spearman'); [REs.cc,RES.p] = corrcoef(M,D,'spearman'); if (RES.p<0.05) warning('A regression model according to section 3.2 [1] should be used'); %% TODO: implement support for this type of data. RES.a = [ones(size(data,1),1),D]\M; RES.b = [ones(size(data,1),1),M]\D; end; if isempty(group) G = [1:size(data,1)]'; m = ones(size(data,1),1); d = D; RES.Bias = mean(d,1); RES.Var = var(d); elseif ~isempty(group) %% TODO: this is not finished warning('analysis of data with repetitions is experimental - it might yield incorrect results - you are warned.!') [G,I,J] = unique (group); R = zeros(size(data)); m = repmat(NaN,length(G),1); n = repmat(NaN,length(G),1); d = repmat(NaN,length(G),1); d2 = repmat(NaN,length(G),1); data2 = repmat(NaN,length(G),size(data,2)); SW2 = repmat(NaN,length(G),size(data,2)); for i = 1:length(G), ix = find(group==G(i)); n(i) = length(ix); % IX((i-1)*N+1:i*N) = ix(ceil(rand(N,1)*n(i))); [R(ix,:), data2(i,:)] = center(data(ix,:),1); d(i) = mean(D(ix,:),1); m(i) = mean(M(ix,:),1); d2(i) = mean(D(ix,:).^2,1); RES.SW2(i,:) = var(data(ix,:),[],1); RES.avg(i,:) = mean(data(ix,:),1); end; W = 1./n(J); RES.SSW = sumskipnan(R.^2,1,W); RES.SSB = var(data,[],1,W)*sum(W)*(sum(W)-1); RES.sigma2_w = RES.SSW/(sum(W)*(length(G)-1)); RES.sigma2_u = RES.SSB/(sum(W)*(length(G)-1)) - RES.sigma2_w/(length(G)); RES.group = bland_altman(data2); % FIXME: this plot shows incorrect interval, it does not account for the group/repeated samples. RES.repeatability_coefficient1 = 2.77*sqrt(var(R,1,1)); % variance with factor group removed RES.repeatability_coefficient = 2.77*sqrt(mean(SW2,1)); % variance with factor group removed RES.std_d_ = std(d); RES.std_D_ = std(D); RES.std_m_ = std(m); RES.n = n; return; D = d; M = m; % RES.sigma2_dw = RES.Bias = mean(d,1,[],n); end; plot(M,D,'o', [min(M),max(M)]', [0,0]','k--', [min(M),max(M)]', [1,1,1; 0,1.96,-1.96]'*[RES.Bias;std(D)]*[1,1], 'k-'); xlabel('mean'); ylabel('difference (m1-m2)'); nan-3.6.1/inst/PaxHeaders/nanconv.m0000644000000000000000000000006114140566210014150 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/nanconv.m0000644000175000017500000000411614140566210016555 0ustar00schloeglschloegl00000000000000function [C,N,c] = nanconv(X,Y,arg3) % NANCONV computes the convolution for data with missing values. % X and Y can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % The output gives NaN only if there are insufficient input data % % [...] = NANCONV(X,Y); % calculates 2-dim convolution between X and Y % [C] = NANCONV(X,Y); % % WARNING: missing values can introduce aliasing - causing unintended results. % Moreover, the behavior of bandpass and highpass filters in case of missing values % is not fully understood, and might contain some pitfalls. % % see also: CONV, NANCONV2, NANFFT, NANFILTER % $Id: conv2nan.m 6973 2010-02-28 20:19:12Z schloegl $ % Copyright (C) 2000-2005,2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ and % http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/ % This program 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 program 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 this program; If not, see . warning('NANCONV is experimental. For more details see HELP NANCONV'); if nargin~=2, fprintf(2,'Error NANCONV2: incorrect number of input arguments\n'); end; m = isnan(X); n = isnan(Y); X(m) = 0; Y(n) = 0; C = conv(X,Y); % 2-dim convolution N = conv(real(~m),real(~n)); % normalization term c = conv(ones(size(X)),ones(size(Y))); % correction of normalization if nargout==1, C = C.*c./N; elseif nargout==2, N = N./c; end; nan-3.6.1/inst/PaxHeaders/std.m0000644000000000000000000000006114140566210013300 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/std.m0000644000175000017500000000716014140566210015707 0ustar00schloeglschloegl00000000000000function [o,v]=std(x,opt,DIM,W) % STD calculates the standard deviation. % % [y,v] = std(x [, opt[, DIM [, W]]]) % % opt option % 0: normalizes with N-1 [default] % provides the square root of best unbiased estimator of the variance % 1: normalizes with N, % this provides the square root of the second moment around the mean % otherwise: % best unbiased estimator of the standard deviation (see [1]) % % DIM dimension % N STD of N-th dimension % default or []: first DIMENSION, with more than 1 element % W weights to compute weighted s.d. (default: []) % if W=[], all weights are 1. % number of elements in W must match size(x,DIM) % % y estimated standard deviation % % features: % - provides an unbiased estimation of the S.D. % - can deal with NaN's (missing values) % - weighting of data % - dimension argument also in Octave % - compatible to Matlab and Octave % % see also: RMS, SUMSKIPNAN, MEAN, VAR, MEANSQ, % % % References(s): % [1] http://mathworld.wolfram.com/StandardDeviationDistribution.html % This program 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 program 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 this program; If not, see . % $Id$ % Copyright (C) 2000-2003,2006,2009,2010 by Alois Schloegl % This is part of the NaN-toolbox for Octave and Matlab % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if nargin<4, W = []; end; if nargin<3, DIM = []; end; if isempty(DIM), DIM = find(size(x)>1,1); if isempty(DIM), DIM=1; end; end; [y,n,ssq] = sumskipnan(x,DIM,W); if all(ssq(:).*n(:) > 2*(y(:).^2)) %% rounding error is neglectable y = ssq - y.*y./n; else %% rounding error is not neglectable szx = size(x); szy = size(y); if length(szy)1, v = y.*((max(n-1,0)./(n.*n))-1./(n.*ib.*ib)); % variance of the estimated S.D. ??? needs further checks end; nan-3.6.1/inst/PaxHeaders/xptopen.m0000644000000000000000000000006114140566210014203 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/xptopen.m0000644000175000017500000000266414140566210016616 0ustar00schloeglschloegl00000000000000% XPTOPEN read of several file formats and writing of the SAS Transport Format (*.xpt) % % X = xptopen(filename) % X = xptopen(filename,'r') % read filename and return variables in struct X % Supported are ARFF, SAS-XPT and STATA files. % % X = xptopen(filename,'w',X) % save fields of struct X in filename. % % The fields of X must be column vectors of equal length. % Each vector is either a numeric vector or a cell array of strings. % % The SAS-XPT format stores Date/Time as numeric value counting the number of days since 1960-01-01. % Copyright (C) 2015 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program; If not, see . nan-3.6.1/inst/PaxHeaders/fss.m0000644000000000000000000000006114140566210013301 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/fss.m0000644000175000017500000001262714140566210015714 0ustar00schloeglschloegl00000000000000function [idx,score] = fss(D,cl,N,MODE) % FSS - feature subset selection and feature ranking % the method is motivated by the max-relevance-min-redundancy (mRMR) % approach [1]. However, the default method uses partial correlation, % which has been developed from scratch. PCCM [3] describes % a similar idea, but is more complicated. % An alternative method based on FSDD is implemented, too. % % [idx,score] = fss(D,cl) % [idx,score] = fss(D,cl,MODE) % [idx,score] = fss(D,cl,MODE) % % D data - each column represents a feature % cl classlabel % Mode 'Pearson' [default] correlation % 'rank' correlation % 'FSDD' feature selection algorithm based on a distance discriminant [2] % %%% 'MRMR','MID','MIQ' max-relevance, min redundancy [1] - not supported yet. % % score score of the feature % idx ranking of the feature % [tmp,idx]=sort(-score) % % see also: TRAIN_SC, XVAL, ROW_COL_DELETION % % REFERENCES: % [1] Peng, H.C., Long, F., and Ding, C., % Feature selection based on mutual information: criteria of max-dependency, max-relevance, and min-redundancy, % IEEE Transactions on Pattern Analysis and Machine Intelligence, % Vol. 27, No. 8, pp.1226-1238, 2005. % [2] Jianning Liang, Su Yang, Adam Winstanley, % Invariant optimal feature selection: A distance discriminant and feature ranking based solution, % Pattern Recognition, Volume 41, Issue 5, May 2008, Pages 1429-1439. % ISSN 0031-3203, DOI: 10.1016/j.patcog.2007.10.018. % [3] K. Raghuraj Rao and S. Lakshminarayanan % Partial correlation based variable selection approach for multivariate data classification methods % Chemometrics and Intelligent Laboratory Systems % Volume 86, Issue 1, 15 March 2007, Pages 68-81 % http://dx.doi.org/10.1016/j.chemolab.2006.08.007 % $Id$ % Copyright (C) 2009,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<3 MODE = []; N = []; elseif ischar(N) MODE = N; N = []; elseif nargin<4, MODE = []; end if isempty(N), N = size(D,2); end score = repmat(NaN,1,size(D,2)); if 0, %strcmpi(MODE,'MRMR') || strcmpi(MODE,'MID') || strcmpi(MODE,'MIQ'); %% RMRM/MID/MIQ is not supported %% TODO: FIXME [tmp,t] = sort([cl,D]); cl = t(:,1:size(cl,2)); D = t(:,1:size(D,2)); for k = 1:N, V(k) = mi(cl, D(:,k)); for m = 1:N, W(k,m) = mi(D(:,m), D(:,k)); end MID(k) = V(k) - mean(W(k,:)); MIQ(k) = V(k) / mean(W(k,:)); end if strcmpi(MODE,'MIQ') [score,idx] = sort(MIQ,[],'descend'); else [score,idx] = sort(MID,[],'descend'); end elseif strcmpi(MODE,'FSDD'); [b,i,j]=unique(cl); for k=1:length(b) n(k,1) = sum(j==k); m(k,:) = mean(D(j==k,:),1); v(k,:) = var(D(j==k,:),1); end m0 = mean(m,1,n); v0 = var(D,[],1); s2 = mean(m.^2,1,n) - m0.^2; score = (s2 - 2*mean(v,1,n)) ./ v0; [t,idx] = sort(-score); elseif isempty(MODE) || strcmpi(MODE,'rank') || strcmpi(MODE,'Pearson') cl = cat2bin(cl); if strcmpi(MODE,'rank'), [tmp,D] = sort(D,1); end idx = repmat(NaN,1,N); for k = 1:N, f = isnan(score); %%%%% compute partial correlation (X,Y|Z) % r = partcorrcoef(cl, D(:,f), D(:,~f)); % obsolete, not very robust %% this is a more robust version X = cl; Y = D(:,f); Z = D(:,~f); if (k>1) X = X-Z*(Z\X); Y = Y-Z*(Z\Y); end r = corrcoef(X,Y); [s,ix] = max(sumsq(r,1)); f = find(f); idx(k) = f(ix); score(idx(k)) = s; end end end function I = mi(x,y) ix = ~any(isnan([x,y]),2); H = sparse(x(ix),y(ix)); pij = H./sum(ix); Iij = pij.*log2(pij./(sum(pij,2)*sum(pij,1))); Iij(isnan(Iij)) = 0; I = sum(Iij(:)); end nan-3.6.1/inst/PaxHeaders/ttest2.m0000644000000000000000000000006114140566210013733 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/ttest2.m0000644000175000017500000001011714140566210016336 0ustar00schloeglschloegl00000000000000function [h, pval, ci, stats, df] = ttest2 (x, y, alpha, tail, vartype, DIM) % TTEST2 (unpaired) t-test % For two samples x and y from normal distributions with unknown % means and unknown equal variances, perform a two-sample t-test of % the null hypothesis of equal means. Under the null, the test % statistic T follows a Student distribution with DF degrees of % freedom. % % TTEST2 treads NaNs as "Missing values" and ignores these. % % H = ttest2(x,y) % H = ttest2(x,y,alpha) % H = ttest2(x,y,alpha,tail) % H = ttest2(x,y,alpha,tail,vartype) % H = ttest2(x,y,alpha,tail,vartype,DIM) % [H,PVAL] = ttest2(...) % [h,p,ci,stats] = ttest2(...) % % H=1 indicates a rejection of the Null-hypothesis at a significance % level of alpha (default alpha = 0.05). % % With the optional argument string TAIL, the Alternative of interest % can be selected. If TAIL is '!=' or '<>' or 'both', the null is tested % against the two-sided Alternative `mean (X) ~= mean (Y)'. If TAIL % is '>' or 'right', the one-sided Alternative `mean (X) > mean (Y)' is used. % Similarly for '<' or 'left', the one-sided Alternative `mean (X) < mean % (Y)' is used. The default is the two-sided case. % % vartype support only 'equal' (default value); the value 'unequal' is not supported. % % H returns whether the Null-Hypotheses must be rejected. % The p-value of the test is returned in PVAL. % % TTEST2 works on the first non-singleton dimension or on DIM. % % If no output argument is given, the p-value of the test is % displayed. % %%% not supported yet % [h,p,ci] = ttest2(...) % [h,p,ci,stats] = ttest2(...) % $Id$ % Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007 % Kurt Hornik % Copyright (C) 2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program. If not, see . if ((nargin < 2) || (nargin > 6) || nargout > 4) print_usage ; end if (nargin < 3) || isempty(alpha) alpha = .05; end if (nargin < 4) || isempty(tail) tail = '~='; end if (~ ischar (tail)) error ('ttest2: tail must be a string'); end if (nargin < 5) || isempty(vartype) vartype = 'equal'; end if ~strcmp(vartype,'equal') error ('test: vartype not supported') end if nargin<6, DIM = find(size(x)>1,1); end; if isempty(DIM), DIM=1; end; szx = size(x); szy = size(y); szy(DIM) = 1; szx(DIM) = 1; if (any(szx-szy)) error ('ttest2: dimension of X and Y do not fit'); end [SX, NX] = sumskipnan(x, DIM); [SY, NY] = sumskipnan(y, DIM); stats.df = NX + NY - 2; MX = SX ./ NX; MY = SY ./ NY; if any(size(x)==0) || any(size(y)==0) v = NaN; else v = sumsq(x-repmat(MX,size(x)./size(MX))) + sumsq(y-repmat(MY,size(y)./size(MY))); end; stats.sd = sqrt(v/stats.df); stats.tstat = (MX - MY) .* sqrt ((NX .* NY .* stats.df) ./ (v .* (NX + NY))); cdf = tcdf (stats.tstat, stats.df); if (strcmp (tail, '~=') || strcmp (tail, '!=') || strcmp (tail, '<>')) || strcmp(tail,'both'), pval = 2 * min (cdf, 1 - cdf); elseif strcmp (tail, '>') || strcmp(tail,'right'), pval = 1 - cdf; elseif strcmp (tail, '<') || strcmp(tail,'left'), pval = cdf; else error ('ttest2: option %s not recognized', tail); end h = pval < alpha; if (nargout == 0) fprintf(1,' pval: %g\n', pval); end nan-3.6.1/inst/PaxHeaders/partcorrcoef.m0000644000000000000000000000006114140566210015177 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/partcorrcoef.m0000644000175000017500000001217414140566210017607 0ustar00schloeglschloegl00000000000000function [R,sig,ci1,ci2] = partcorrcoef(X,Y,Z,Mode) % PARTCORRCOEF calculates the partial correlation between X and Y % after removing the influence of Z. % X, Y and Z can contain missing values encoded with NaN. % NaN's are skipped, NaN do not result in a NaN output. % (Its assumed that the occurence of NaN's is uncorrelated) % The output gives NaN, only if there are insufficient input data. % % The partial correlation is defined as % pcc(xy|z)=(cc(x,y)-cc(x,z)*cc(y,z))/sqrt((1-cc(x,y)�)*((1-cc(x,z)�))) % % % PARTCORRCOEF(X [,Mode]); % calculates the (auto-)correlation matrix of X % PARTCORRCOEF(X,Y,Z); % PARTCORRCOEF(X,Y,Z,[]); % PARTCORRCOEF(X,Y,Z,'Pearson'); % PARTCORRCOEF(X,Y,Z,'Rank'); % PARTCORRCOEF(X,Y,Z,'Spearman'); % % Mode=[] [default] % removes from X and Y the part that can be explained by Z % and computes the correlation of the remaining part. % Ideally, this is equivalent to Mode='Pearson', however, in practice % this is more accurate. % Mode='Pearson' or 'parametric' % Mode='Spearman' % Mode='Rank' % computes the partial correlation based on cc(x,y),cc(x,z) and cc(y,z) % with the respective mode. % % [R,p,ci1,ci2] = PARTCORRCOEF(...); % r is the partialcorrelation matrix % r(i,j) is the partial correlation coefficient r between X(:,i) and Y(:,j) % when influence of Z is removed. % p gives the significance of PCC % It tests the null hypothesis that the product moment correlation coefficient is zero % using Student's t-test on the statistic t = r sqrt(N-Nz-2)/sqrt(1-r^2) % where N is the number of samples (Statistics, M. Spiegel, Schaum series). % p > alpha: do not reject the Null hypothesis: "R is zero". % p < alpha: The alternative hypothesis "R2 is larger than zero" is true with probability (1-alpha). % ci1 lower 0.95 confidence interval % ci2 upper 0.95 confidence interval % % see also: SUMSKIPNAN, COVM, COV, COR, SPEARMAN, RANKCORR, RANKS, CORRCOEF % % REFERENCES: % on the partial correlation coefficient % [1] http://www.tufts.edu/~gdallal/partial.htm % [2] http://www.nag.co.uk/numeric/fl/manual/pdf/G02/g02byf.pdf % $Id$ % Copyright (C) 2000-2002,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA % Features: % + interprets NaN's as missing value % + Pearson's correlation % + Spearman's rank correlation % + Rank correlation (non-parametric, non-Spearman) % + is fast, using an efficient algorithm O(n.log(n)) for calculating the ranks % + significance test for null-hypthesis: r=0 % + confidence interval (0.99) included % - rank correlation works for cell arrays, too (no check for missing values). % + compatible with Octave and Matlab if nargin==3 Mode=[]; elseif nargin==4, else error('Error PARTCORRCOEF: Missing argument(s)\n'); end; if isempty(Z) R = corrcoef(X,Y,Mode); elseif isempty(Mode) if ~isempty(Z) for j=1:size(X,2) ix = ~any(isnan(Z),2) & ~isnan(X(:,j)); X(:,j) = X(:,j) - Z*(Z(ix,:)\X(ix,j)); end; for j=1:size(Y,2) ix = ~any(isnan(Z),2) & ~isnan(Y(:,j)); Y(:,j) = Y(:,j) - Z*(Z(ix,:)\Y(ix,j)); end; end; R = corrcoef(X,Y,Mode); else rxy = corrcoef(X,Y,Mode); rxz = corrcoef(X,Z,Mode); if isempty(Y), ryz = rxz; else ryz = corrcoef(Y,Z,Mode); end; %rxy,rxz,ryz R = (rxy-rxz*ryz')./sqrt((1-rxz.^2)*(1-ryz.^2)'); end; if nargout<2, return, end; % SIGNIFICANCE TEST %warning off; % prevent division-by-zero warnings in Matlab. NN=size(X,1)-size(Z,2); tmp = 1 - R.*R; tmp(tmp<0) = 0; % prevent tmp<0 i.e. imag(t)~=0 t = R.*sqrt(max(NN-2,0)./tmp); if exist('t_cdf','file') sig = t_cdf(t,NN-2); elseif exist('tcdf','file') sig = tcdf(t,NN-2); else fprintf('Warning CORRCOEF: significance test not completed because of missing TCDF-function\n') sig = repmat(nan,size(R)); end; sig = 2 * min(sig,1 - sig); if nargout<3, return, end; % CONFIDENCE INTERVAL if exist('flag_implicit_significance','file'), alpha = flag_implicit_significance; else alpha = 0.01; end; fprintf(1,'CORRCOEF: confidence interval is based on alpha=%f\n',alpha); tmp = R; %tmp(ix1 | ix2) = nan; % avoid division-by-zero warning z = log((1+tmp)./(1-tmp))/2; % Fisher's z-transform; %sz = 1./sqrt(NN-3); % standard error of z sz = sqrt(2)*erfinv(1-2*alpha)./sqrt(NN-3); % confidence interval for alpha of z ci1 = tanh(z-sz); ci2 = tanh(z+sz); nan-3.6.1/inst/PaxHeaders/tiedrank.m0000644000000000000000000000006114140566210014307 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/tiedrank.m0000644000175000017500000000270114140566210016712 0ustar00schloeglschloegl00000000000000function R = tiedrank(X, DIM) % TIEDRANK compute rank of samples, the mean value is used in case of ties % this function is just a wrapper for RANKS, and provided for compatibility % with the statistics toolbox of matlab(tm) % % R = tiedrank(X [,DIM] ) % computes the rank R of vector X % % see also: RANKS % Copyright (C) 2009,2010,2017,2021 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin>2, error('more than 3 input argument is currently not supported ') end; if nargin<2, DIM = []; end; if isempty(DIM), DIM = find(size(X)>1, 1); if isempty(DIM), DIM = 1; end; end if (DIM<1), DIM = 1; end; %% Hack, because min([])=0 for FreeMat v3.5 R = ranks(X,DIM); nan-3.6.1/inst/PaxHeaders/load_mnist.m0000644000000000000000000000006114140566210014637 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/load_mnist.m0000644000175000017500000000556114140566210017251 0ustar00schloeglschloegl00000000000000function [train_data, train_labels, test_data, test_labels] = load_mnist(f) % LOAD_MNIST load MNIST database [1] % % Usage: % [train_data, train_labels, test_data, test_labels] = load_mnist(); % % % References: % [1] Yann LeCun, Corinna Cortes, Christopher J.C. Burges, % THE MNIST DATABASE of handwritten digits % http://yann.lecun.com/exdb/mnist/ % Copyright (C) 2019 Alois Schlögl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Download and MNIST data %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% URL = 'http://yann.lecun.com/exdb/mnist/'; files = {'train-images-idx3-ubyte.gz', 't10k-images-idx3-ubyte.gz', 'train-labels-idx1-ubyte.gz', 't10k-labels-idx1-ubyte.gz'}; DOWNLOAD_DIRECTORY = fullfile(getenv('HOME'),'.cache/mnist'); if ~exist(DOWNLOAD_DIRECTORY,'dir'), mkdir(DOWNLOAD_DIRECTORY); end; for k = 1:length(files) DOWNLOAD = fullfile(DOWNLOAD_DIRECTORY,files{k}); if ~exist(DOWNLOAD,'file') system(sprintf('wget %s/%s -O %s',URL, files{k},DOWNLOAD)); end end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % load all files %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% if ((nargin < 1) || (nargout>1)), train_data = load_mnist(fullfile(DOWNLOAD_DIRECTORY,files{1})); train_labels = load_mnist(fullfile(DOWNLOAD_DIRECTORY,files{2})); test_data = load_mnist(fullfile(DOWNLOAD_DIRECTORY,files{3})); test_labels = load_mnist(fullfile(DOWNLOAD_DIRECTORY,files{4})); return; end %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % Open and read content of file(s) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% fid = fopen(f, 'rz', 'ieee-be'); if fid<0, error('can not open file'); end magic = fread(fid, 1, 'int32'); N = fread(fid, 1, 'int32'); if magic==2051, sz = fread(fid, [1,2], 'int32'); pixel = reshape(fread(fid, [prod(sz),N], 'uint8=>uint8')',[N,sz]); elseif magic==2049, pixel = fread(fid, [N,1], 'uint8=>uint8'); else error('unknown file type'); end fclose(fid); train_data = pixel; return nan-3.6.1/inst/PaxHeaders/flag_implicit_skip_nan.m0000644000000000000000000000006114140566210017173 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/flag_implicit_skip_nan.m0000644000175000017500000000476314140566210021610 0ustar00schloeglschloegl00000000000000function FLAG = flag_implicit_skip_nan(i) % FLAG_IMPLICIT_SKIP_NAN sets and gets default mode for handling NaNs % 1 skips NaN's (the default mode if no mode is set) % 0 NaNs are propagated; input NaN's give NaN's at the output % % FLAG = flag_implicit_skip_nan() % gets current mode % % flag_implicit_skip_nan(FLAG) % sets mode % % prevFLAG = flag_implicit_skip_nan(nextFLAG) % gets previous set FLAG and sets FLAG for the future % flag_implicit_skip_nan(prevFLAG) % resets FLAG to previous mode % % It is used in: % SUMSKIPNAN, MEDIAN, QUANTILES, TRIMEAN % and affects many other functions like: % CENTER, KURTOSIS, MAD, MEAN, MOMENT, RMS, SEM, SKEWNESS, % STATISTIC, STD, VAR, ZSCORE etc. % % The mode is stored in the global variable FLAG_implicit_skip_nan % It is recommended to use flag_implicit_skip_nan(1) as default and % flag_implicit_skip_nan(0) should be used for exceptional cases only. % This feature might disappear without further notice, so you should really not % rely on it. % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA % $Id$ % Copyright (C) 2001-2003,2009 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ persistent FLAG_implicit_skip_nan; %% if strcmp(version,'3.6'), FLAG_implicit_skip_nan=(1==1); end; %% hack for the use with Freemat3.6 %%% set DEFAULT value of FLAG if isempty(FLAG_implicit_skip_nan), FLAG_implicit_skip_nan = (1==1); %logical(1); % logical.m not available on 2.0.16 end; FLAG = FLAG_implicit_skip_nan; if nargin>0, FLAG_implicit_skip_nan = (i~=0); %logical(i); %logical.m not available in 2.0.16 if (~i) warning('flag_implicit_skipnan(0): You are warned!!! You have turned off skipping NaN in sumskipnan. This is not recommended. Make sure you really know what you do.') end; end; nan-3.6.1/inst/PaxHeaders/detrend.m0000644000000000000000000000006114140566210014133 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/detrend.m0000644000175000017500000001025514140566210016541 0ustar00schloeglschloegl00000000000000function [X,T]=detrend(t,X,p) % DETREND removes the trend from data, NaN's are considered as missing values % % DETREND is fully compatible to previous Matlab and Octave DETREND with the following features added: % - handles NaN's by assuming that these are missing values % - handles unequally spaced data % - second output parameter gives the trend of the data % - compatible to Matlab and Octave % % [...]=detrend([t,] X [,p]) % removes trend for unequally spaced data % t represents the time points % X(i) is the value at time t(i) % p must be a scalar % % [...]=detrend(X,0) % [...]=detrend(X,'constant') % removes the mean % % [...]=detrend(X,p) % removes polynomial of order p (default p=1) % % [...]=detrend(X,1) - default % [...]=detrend(X,'linear') % removes linear trend % % [X,T]=detrend(...) % % X is the detrended data % T is the removed trend % % see also: SUMSKIPNAN, ZSCORE % This program 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 program 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 this program; If not, see . % Copyright (C) 1995, 1996 Kurt Hornik % Copyright (C) 2001,2007,2008,2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ if (nargin == 1) p = 1; X = t; t = []; elseif (nargin == 2) if strcmpi(X,'constant'), p = 0; X = t; t = []; elseif strcmpi(X,'linear'), p = 1; X = t; t = []; elseif ischar(X) error('unknown 2nd input argument'); elseif all(size(X)==1), p = X; X = t; t = []; else p = 1; end; elseif (nargin == 3) if ischar(X), warning('input arguments are not supported'); end; elseif (nargin > 3) fprintf (1,'usage: detrend (x [, p])\n'); end; % check data, must be in culomn order [m, n] = size (X); if (m == 1) X = X'; r=n; else r=m; end % check time scale if isempty(t), t = (1:r).'; % make time scale elseif ~all(size(t)==size(X)) t = t(:); end; % check dimension of t and X if ~all(size(X,1)==size(t,1)) fprintf (2,'detrend: size(t,1) must same as size(x,1) \n'); end; % check the order of the polynomial if ( any(size(p)>1) || any(p - round (p)) || ~(p >= 0) ) fprintf (2,'detrend: p must be a nonnegative integer\n'); end if (nargout>1) , % needs more memory T = zeros(size(X))+nan; if (size(t,2)>1), % for multiple time scales for k=1:size(X,2), idx=find(~isnan(X(:,k))); b = (t(:,k) * ones (1, p + 1)) .^ (ones (size(t,1),1) * (0 : p)); T(:,k) = b * (b(idx,:) \ X(idx,k)); end; else % if only one time scale is used b = (t * ones (1, p + 1)) .^ (ones (length(t),1) * (0 : p)); for k=1:size(X,2), idx=find(~isnan(X(:,k))); T(:,k) = b * (b(idx,:) \ X(idx,k)); end; end; X = X-T; if (m == 1) X = X'; T = T'; end else % needs less memory if (size(t,2)>1), % for multiple time scales for k = 1:size(X,2), idx = find(~isnan(X(:,k))); b = (t(idx,k) * ones (1, p + 1)) .^ (ones (length(idx),1) * (0 : p)); X(idx,k) = X(idx,k) - b * (b \ X(idx,k)); end; else % if only one time scale is used b = (t * ones (1, p + 1)) .^ (ones (length(t),1) * (0 : p)); for k = 1:size(X,2), idx = find(~isnan(X(:,k))); X(idx,k) = X(idx,k) - b(idx,:) * (b(idx,:) \ X(idx,k)); end; end; if (m == 1) X = X'; end end; nan-3.6.1/inst/PaxHeaders/iqr.m0000644000000000000000000000006114140566210013301 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/iqr.m0000644000175000017500000000304414140566210015705 0ustar00schloeglschloegl00000000000000function Q=iqr(Y,DIM) % IQR calculates the interquartile range % Missing values (encoded as NaN) are ignored. % % Q = iqr(Y) % Q = iqr(Y,DIM) % returns the IQR along dimension DIM of sample array Y. % % Q = iqr(HIS) % returns the IQR from the histogram HIS. % HIS must be a HISTOGRAM struct as defined in HISTO2 or HISTO3. % % see also: MAD, RANGE, HISTO2, HISTO3, PERCENTILE, QUANTILE % Copyright (C) 2009-2019 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin<2, DIM = []; end; if isempty(DIM), DIM = min(find(size(Y)>1)); if isempty(DIM), DIM = 1; end; end; if nargin<1, help iqr else Q = quantile(Y,[1,3]/4,DIM); Q = diff(Q,[],DIM); end; %!assert(iqr([1:5,NaN]) == 2) %!assert(iqr([1:5,NaN]',1) == 2) %!assert(iqr([1:5,NaN],2) == 2) nan-3.6.1/inst/PaxHeaders/percentile.m0000644000000000000000000000006114140566210014640 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/percentile.m0000644000175000017500000000305214140566210017243 0ustar00schloeglschloegl00000000000000function Q=percentile(Y,q,DIM) % PERCENTILE calculates the percentiles of histograms and sample arrays. % % Q = percentile(Y,q) % Q = percentile(Y,q,DIM) % returns the q-th percentile along dimension DIM of sample array Y. % size(Q) is equal size(Y) except for dimension DIM which is size(Q,DIM)=length(Q) % % Q = percentile(HIS,q) % returns the q-th percentile from the histogram HIS. % HIS must be a HISTOGRAM struct as defined in HISTO2 or HISTO3. % If q is a vector, the each row of Q returns the q(i)-th percentile % % see also: HISTO2, HISTO3, QUANTILE % $Id$ % Copyright (C) 1996-2003,2005,2006,2007 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 of the License, or % (at your option) any later version. % % This program 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 this program; If not, see . if nargin==2, Q = quantile(Y,q/100); elseif nargin==3, Q = quantile(Y,q/100,DIM); else help percentile end; nan-3.6.1/inst/PaxHeaders/lmom.m0000644000000000000000000000006114140566210013452 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/lmom.m0000644000175000017500000000546314140566210016065 0ustar00schloeglschloegl00000000000000function LMOM = lmom(data,P,opt) % LMOM estimates the L-Moments [1,2] from a sample distribution % and might be a useful density estimation [1,3]. % LMOM is equivalent to samlmo.F from dataplot [4]. % % Usage: % XMOM = lmom(X,P) % XMOM = lmom(X,P,'ratios') % % X input data, NaN's are ignored % P maximum order, L moments 1:P are estimated % option: default 'false', % 'ratios': compute L-moment ratios % XMOM vector of L-Moments from 1:P % in case option='ratios', XMOM(3:P) will % return the L-moment rations (i.e. scaled L-moments). % % The current implementation is tested only on data sets up to 1000 samples % and P=10. The algorithm has not been analyzed with respect to accuracy and % computational efficiency. Eventually, this implementation should be % compared also to samlmu.F from dataplot [4], which is also used in [5]. % % References: % [1] Hosking (1990), L-MOMENTS: ANALYSIS AND ESTIMATION OF DISTRIBUTIONS, % J. R. Statist. Soc. B (1990), 52,No. 1,pp. 105-124 % [2] https://en.wikipedia.org/wiki/L-moment % [3] https://en.wikipedia.org/wiki/Density_estimation % [4] Hosking, function samlmo.F from https://github.com/usnistgov/dataplot % [5] 'lmom'-package for R, available from % https://www.rdocumentation.org/packages/lmom/versions/2.8/topics/lmom-package % Copyright (C) 2019,2020 by Alois Schlögl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ %% This program 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 program 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 this program; see the file COPYING. If not, see %% . if nargin<3 opt=0; end opt = strcmp(opt,'ratios'); data(isnan(data))=[]; F = [0:length(data)]'/length(data); u = sort(data); u = u([1,1:end]); % TODO: one might do this more efficiently p=repmat(NaN,P,P); for r = 1:P for k = 1:r p(r,k)=bincoeff(r,k)*bincoeff(r+k,k)*(-1)^(r-k); end end for k = 1:P, xi(k) = trapz(F, u .* F.^(k-1)); if k==1, LMOM(k) = xi(k); else LMOM(k) = xi(1:k) * [(-1).^(k-1); p(k-1, 1:k-1)']; end end if (opt && (P>2)) LMOM(3:P) = LMOM(3:P)/LMOM(2); end return % lambda(1) = trapz(F, [u] ); % lambda(2) = trapz(F, [u] .* (2*F-1)) ; % lambda(3) = trapz(F, [u] .* (6*F.^2 - 6*F + 1)) ; % lambda(4) = trapz(F, [u] .* (20*F.^3 - 30*F.^2 + 12*F - 1)) ; % nan-3.6.1/inst/PaxHeaders/kstest2.m0000644000000000000000000000006114140566210014105 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/kstest2.m0000644000175000017500000000412514140566210016512 0ustar00schloeglschloegl00000000000000function [H,p,ks2stat,D] = kstest2(x,y,varargin); % KSTEST2 computes the two-sampleKolmogorov-Smirnov. % % Usage: % [H,p,ks2stat,D] = kstest2(x,y); % [...] = kstest2(x, y, [, 'alpha', alpha] [, 'tail', '>'] ); % % Input: % x, y input vectors for comparison % X matrix whos colums are pairwise compared, such % % Output: % H 1: statistical significance (p < alpha) % D maximum absolute difference between sample data % D(k,l) is the m.a.d. from X(:,k) and X(:,l) % df is the degree-of freedom % df(k,l) = n(k)*n(l)/(n(k)+n(l)) with n samples of corresponding % column X. % p p-value, it's also a matrix where % pval(k,l) is the p-value from column k and l % % see also: % kolmogorov_smirnov % Copyright (C) 2019,2020 by Alois Schloegl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . % default alpha=0.05; tail='unequal'; k=2; while k < length(varargin) if strcmpi(varargin{k}, 'tail') tail = varargin{k+1}; k = k+1; elseif strcmpi(varargin{k}, 'alpha') alpha = varargin{k+1}; k = k+1; else error(sprintf('argument %d not supported - ignored', k)) end k=k+1; end [D, ks2stat, p, df] = kolmogorov_smirnov(x(:),y(:), 'tail', tail); H = p < alpha; %! assert(kstest2([1:5]',[1:5]'+5)) nan-3.6.1/inst/PaxHeaders/test_sc.m0000644000000000000000000000006114140566210014152 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/test_sc.m0000644000175000017500000003026314140566210016561 0ustar00schloeglschloegl00000000000000function [R]=test_sc(CC,D,mode,classlabel) % TEST_SC: apply statistical and SVM classifier to test data % % R = test_sc(CC,D,TYPE [,target_Classlabel]) % R.output output: "signed" distance for each class. % This represents the distances between sample D and the separating hyperplane % The "signed distance" is possitive if it matches the target class, and % and negative if it lays on the opposite side of the separating hyperplane. % R.classlabel class for output data % The target class is optional. If it is provided, the following values are returned. % R.kappa Cohen's kappa coefficient % R.ACC Classification accuracy % R.H Confusion matrix % % The classifier CC is typically obtained by TRAIN_SC. If a statistical % classifier is used, TYPE can be used to modify the classifier. % TYPE = 'MDA' mahalanobis distance based classifier % TYPE = 'MD2' mahalanobis distance based classifier % TYPE = 'MD3' mahalanobis distance based classifier % TYPE = 'GRB' Gaussian radial basis function % TYPE = 'QDA' quadratic discriminant analysis % TYPE = 'LD2' linear discriminant analysis % TYPE = 'LD3', 'LDA', 'FDA, 'FLDA' (Fisher's) linear discriminant analysis % TYPE = 'LD4' linear discriminant analysis % TYPE = 'GDBC' general distance based classifier % % see also: TRAIN_SC % % References: % [1] R. Duda, P. Hart, and D. Stork, Pattern Classification, second ed. % John Wiley & Sons, 2001. % Copyright (C) 2005,2006,2008,2009,2010,2016 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. if nargin<3, mode = []; end; [t1,t] = strtok(CC.datatype,':'); [t2,t] = strtok(t,':'); [t3] = strtok(t,':'); if ~strcmp(t1,'classifier'), return; end; if isfield(CC,'prewhite') D = D*CC.prewhite(2:end,:) + CC.prewhite(ones(size(D,1),1),:); CC = rmfield(CC,'prewhite'); end; POS1 = [strfind(CC.datatype,'/gsvd'),strfind(CC.datatype,'/sparse'),strfind(CC.datatype,'/delet')]; if 0, elseif strcmp(CC.datatype,'classifier:nbpw') error('NBPW not implemented yet') %%%% Naive Bayesian Parzen Window Classifier %%%% d = repmat(NaN,size(D,1),size(CC.MEAN,1)); for k = 1:size(CC.MEAN,1) z = (D - CC.MEAN(repmat(k,size(D,1),1),:)).^2 ./ (CC.VAR(repmat(k,size(D,1),1),:)); z = z + log(CC.VAR(repmat(k,size(D,1),1),:)); % + log(2*pi); d(:,k) = sum(-z/2, 2) + log(mean(CC.N(k,:))); end; d = exp(d-log(mean(sum(CC.N,1)))-log(2*pi)/2); elseif strcmp(CC.datatype,'classifier:nbc') %%%% Naive Bayesian Classifier %%%% d = repmat(NaN,size(D,1),size(CC.MEAN,1)); for k = 1:size(CC.MEAN,1) z = (D - CC.MEAN(repmat(k,size(D,1),1),:)).^2 ./ (CC.VAR(repmat(k,size(D,1),1),:)); z = z + log(CC.VAR(repmat(k,size(D,1),1),:)); % + log(2*pi); d(:,k) = sum(-z/2, 2) + log(mean(CC.N(k,:))); end; d = exp(d-log(mean(sum(CC.N,1)))-log(2*pi)/2); elseif strcmp(CC.datatype,'classifier:anbc') %%%% Augmented Naive Bayesian Classifier %%%% d = repmat(NaN,size(D,1),size(CC.MEAN,1)); for k = 1:size(CC.MEAN,1) z = (D*CC.V - CC.MEAN(repmat(k,size(D,1),1),:)).^2 ./ (CC.VAR(repmat(k,size(D,1),1),:)); z = z + log(CC.VAR(repmat(k,size(D,1),1),:)); % + log(2*pi); d(:,k) = sum(-z/2, 2) + log(mean(CC.N(k,:))); end; d = exp(d-log(mean(sum(CC.N,1)))-log(2*pi)/2); elseif strcmp(CC.datatype,'classifier:statistical:rda') % Friedman (1989) Regularized Discriminant analysis if isfield(CC,'hyperparameter') && isfield(CC.hyperparameter,'lambda') && isfield(CC.hyperparameter,'gamma') D = [ones(size(D,1),1),D]; % add 1-column lambda = CC.hyperparameter.lambda; gamma = CC.hyperparameter.gamma; d = repmat(NaN,size(D,1),size(CC.MD,3)); ECM = CC.MD./CC.NN; NC = size(ECM); ECM0 = squeeze(sum(ECM,3)); %decompose ECM [M0,sd,COV0] = decovm(ECM0); for k = 1:NC(3); [M,sd,s,xc,N] = decovm(squeeze(ECM(:,:,k))); s = ((1-lambda)*N*s+lambda*COV0)/((1-lambda)*N+lambda); s = (1-gamma)*s+gamma*(trace(s))/(NC(2)-1)*eye(NC(2)-1); ir = [-M;eye(NC(2)-1)]*inv(s)*[-M',eye(NC(2)-1)]; % inverse correlation matrix extended by mean d(:,k) = -sum((D*ir).*D,2); % calculate distance of each data point to each class end; else error('QDA: hyperparamters lambda and/or gamma not defined') end; elseif strcmp(CC.datatype,'classifier:csp') d = filtfilt(CC.FiltB,CC.FiltA,(D*CC.csp_w).^2); R = test_sc(CC.CSP,log(d)); % LDA classifier of d = R.output; elseif strcmp(CC.datatype,'classifier:svm:lib:1vs1') || strcmp(CC.datatype,'classifier:svm:lib:rbf'); nr = size(D,1); [cl] = svmpredict_mex(ones(nr,1), D, CC.model, '-q'); %Use the classifier %Create a pseudo tsd matrix for bci4eval d = full(sparse(1:nr,cl,1,nr,CC.model.nr_class)); elseif isfield(CC,'weights'); %strcmpi(t2,'svm') || (strcmpi(t2,'statistical') & strncmpi(t3,'ld',2)) ; % linear classifiers like: LDA, SVM, LPM %d = [ones(size(D,1),1), D] * CC.weights; d = repmat(NaN,size(D,1),size(CC.weights,2)); for k = 1:size(CC.weights,2), d(:,k) = D * CC.weights(2:end,k) + CC.weights(1,k); end; elseif ~isempty(POS1) % GSVD, sparse & DELETION CC.datatype = CC.datatype(1:POS1(1)-1); r = test_sc(CC, D*sparse(CC.G)); d = r.output; elseif strcmp(t2,'statistical'); if isempty(mode) mode.TYPE = upper(t3); else tmp=mode; clear mode; mode.TYPE=tmp; end; D = [ones(size(D,1),1),D]; % add 1-column W = repmat(NaN, size(D,2), size(CC.MD,3)); if 0, elseif strcmpi(mode.TYPE,'LD2'), %d = ldbc2(CC,D); ECM = CC.MD./CC.NN; NC = size(ECM); ECM0 = squeeze(sum(ECM,3)); %decompose ECM [M0] = decovm(ECM0); for k = 1:NC(3); ecm = squeeze(ECM(:,:,k)); [M1,sd,COV1] = decovm(ECM0-ecm); [M2,sd,COV2] = decovm(ecm); w = (COV1+COV2)\(M2'-M1')*2; w0 = -M0*w; W(:,k) = [w0; w]; end; d = D*W; elseif strcmpi(mode.TYPE,'LD3') || strcmpi(mode.TYPE,'FLDA'); %d = ldbc3(CC,D); ECM = CC.MD./CC.NN; NC = size(ECM); ECM0 = squeeze(sum(ECM,3)); %decompose ECM [M0,sd,COV0] = decovm(ECM0); for k = 1:NC(3); ecm = squeeze(ECM(:,:,k)); [M1] = decovm(ECM0-ecm); [M2] = decovm(ecm); w = COV0\(M2'-M1')*2; w0 = -M0*w; W(:,k) = [w0; w]; end; d = D*W; elseif strcmpi(mode.TYPE,'LD4'); %d = ldbc4(CC,D); ECM = CC.MD./CC.NN; NC = size(ECM); ECM0 = squeeze(sum(ECM,3)); %decompose ECM M0 = decovm(ECM0); for k = 1:NC(3); ecm = squeeze(ECM(:,:,k)); [M1,sd,COV1,xc,N1] = decovm(ECM0-ecm); [M2,sd,COV2,xc,N2] = decovm(ecm); w = (COV1*N1+COV2*N2)\((M2'-M1')*(N1+N2)); w0 = -M0*w; W(:,k) = [w0; w]; end; d = D*W; elseif strcmpi(mode.TYPE,'MDA'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = -sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; elseif strcmpi(mode.TYPE,'MD2'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = -sqrt(d); elseif strcmpi(mode.TYPE,'GDBC'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2) + CC.logSF7(k); % calculate distance of each data point to each class end; d = exp(-d/2); elseif strcmpi(mode.TYPE,'MD3'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2) + CC.logSF7(k); % calculate distance of each data point to each class end; d = exp(-d/2); d = d./repmat(sum(d,2),1,size(d,2)); % Zuordungswahrscheinlichkeit [1], p.601, equ (18.39) elseif strcmpi(mode.TYPE,'QDA'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); % [1] (18.33) QCF - quadratic classification function d(:,k) = -(sum((D*CC.IR{k}).*D,2) - CC.logSF5(k)); end; elseif strcmpi(mode.TYPE,'QDA2'); d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); % [1] (18.33) QCF - quadratic classification function d(:,k) = -(sum((D*(CC.IR{k})).*D,2) + CC.logSF4(k)); end; elseif strcmpi(mode.TYPE,'GRB'); % Gaussian RBF d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = exp(-sqrt(d)/2); elseif strcmpi(mode.TYPE,'GRB2'); % Gaussian RBF d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = exp(-d); elseif strcmpi(mode.TYPE,'MQU'); % Multiquadratic d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = -sqrt(1+d); elseif strcmpi(mode.TYPE,'IMQ'); % Inverse Multiquadratic d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = (1+d).^(-1/2); elseif strcmpi(mode.TYPE,'Cauchy'); % Cauchy RBF d = repmat(NaN,size(D,1),length(CC.IR)); for k = 1:length(CC.IR); d(:,k) = sum((D*CC.IR{k}).*D,2); % calculate distance of each data point to each class end; d = 1./(1+d); else error('Classifier %s not supported. see HELP TRAIN_SC for supported classifiers.',mode.TYPE); end; else fprintf(2,'Error TEST_SC: unknown classifier\n'); return; end; if size(d,2)>1, [tmp,cl] = max(d,[],2); cl = CC.Labels(cl); cl(isnan(tmp)) = NaN; elseif size(d,2)==1, cl = (d<0) + 2*(d>0); cl(isnan(d)) = NaN; end; R.output = d; R.classlabel = cl; if nargin>3, [R.kappa,R.sd,R.H,z,R.ACC] = kappa(classlabel(:),cl(:)); end; nan-3.6.1/inst/PaxHeaders/statistic.m0000644000000000000000000000006114140566210014515 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/statistic.m0000644000175000017500000001267114140566210017127 0ustar00schloeglschloegl00000000000000function [varargout]=statistic(i,DIM,fun) % STATISTIC estimates various statistics at once. % % R = STATISTIC(x,DIM) % calculates all statistic (see list of fun) in dimension DIM % R is a struct with all statistics % % y = STATISTIC(x,fun) % estimate of fun on dimension DIM % y gives the statistic of fun % % DIM dimension % 1: STATS of columns % 2: STATS of rows % N: STATS of N-th dimension % default or []: first DIMENSION, with more than 1 element % % fun 'mean' mean % 'std' standard deviation % 'var' variance % 'sem' standard error of the mean % 'rms' root mean square % 'meansq' mean of squares % 'sum' sum % 'sumsq' sum of squares % 'CM#' central moment of order # % 'skewness' skewness % 'kurtosis' excess coefficient (Fisher kurtosis) % 'mad' mean absolute deviation % % features: % - can deal with NaN's (missing values) % - dimension argument % - compatible to Matlab and Octave % % see also: SUMSKIPNAN % % REFERENCE(S): % [1] http://www.itl.nist.gov/ % [2] http://mathworld.wolfram.com/ % $Id$ % Copyright (C) 2000-2003,2010 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . if nargin==1, DIM=[]; fun=[]; elseif nargin==2, if ~isnumeric(DIM), fun=DIM; DIM=[]; else fun=[]; end end if isempty(DIM), DIM = find(size(i)>1,1); if isempty(DIM), DIM=1; end; end; %R.N = sumskipnan(~isnan(i),DIM); % number of elements [R.SUM,R.N,R.SSQ] = sumskipnan(i,DIM); % sum %R.S3P = sumskipnan(i.^3,DIM); % sum of 3rd power R.S4P = sumskipnan(i.^4,DIM); % sum of 4th power %R.S5P = sumskipnan(i.^5,DIM); % sum of 5th power R.MEAN = R.SUM./R.N; % mean R.MSQ = R.SSQ./R.N; % mean square R.RMS = sqrt(R.MSQ); % root mean square %R.SSQ0 = R.SSQ-R.SUM.*R.MEAN; % sum square of mean removed R.SSQ0 = R.SSQ - real(R.SUM).*real(R.MEAN) - imag(R.SUM).*imag(R.MEAN); % sum square of mean removed %if flag_implicit_unbiased_estim; %% ------- unbiased estimates ----------- n1 = max(R.N-1,0); % in case of n=0 and n=1, the (biased) variance, STD and SEM are INF %else % n1 = R.N; %end; R.VAR = R.SSQ0./n1; % variance (unbiased) R.STD = sqrt(R.VAR); % standard deviation R.SEM = sqrt(R.SSQ0./(R.N.*n1)); % standard error of the mean R.SEV = sqrt(n1.*(n1.*R.S4P./R.N+(R.N.^2-2*R.N+3).*(R.SSQ./R.N).^2)./(R.N.^3)); % standard error of the variance R.COEFFICIENT_OF_VARIATION = R.STD./R.MEAN; q = quantile(i, (1:3)/4, DIM); %sz=size(i);sz(DIM)=1; %Q0500=repmat(nan,sz); %Q0250=Q0500; %Q0750=Q0500; %MODE=Q0500; %for k=1:size(i,2), % tmp = sort(i(:,k)); %ix = find(~~diff([-inf;tmp;inf])) %ix2=diff(ix) %MODE(k)= tmp(max(ix2)==ix2) % Q0500(k) = flix(tmp,R.N(k)/2 + 0.5); % Q0250(k) = flix(tmp,R.N(k)/4 + 0.5); % Q0750(k) = flix(tmp,R.N(k)*3/4 + 0.5); %end; %R.MEDIAN = Q0500; %R.Quartiles = [Q0250; Q0750]; %R.Skewness.Fisher = (R.CM3)./(R.STD.^3); %%% same as R.SKEWNESS %R.Skewness.Pearson_Mode = (R.MEAN-R.MODE)./R.STD; %R.Skewness.Pearson_coeff1 = (3*R.MEAN-R.MODE)./R.STD; %R.Skewness.Pearson_coeff2 = (3*R.MEAN-R.MEDIAN)./R.STD; %R.Skewness.Bowley = (Q0750+Q0250 - 2*Q0500)./(Q0750-Q0250); % quartile skewness coefficient R.CM2 = R.SSQ0./n1; szi = size(i); szm = [size(R.MEAN),1]; i = i - repmat(R.MEAN,szi./szm(1:length(szi))); R.CM3 = sumskipnan(i.^3,DIM)./n1; R.CM4 = sumskipnan(i.^4,DIM)./n1; %R.CM5 = sumskipnan(i.^5,DIM)./n1; R.SKEWNESS = R.CM3./(R.STD.^3); R.KURTOSIS = R.CM4./(R.VAR.^2)-3; [R.MAD,N] = sumskipnan(abs(i),DIM); % mean absolute deviation R.MAD = R.MAD./n1; R.datatype = 'STAT Level 3'; tmp = version; if 0, %str2num(tmp(1))*1000+str2num(tmp(3))*100+str2num(tmp(5:6))<2136, % ###obsolete: was needed for Octave version < 2.1.36 if strcmp(fun(1:2),'CM') oo = str2double(fun(3:length(fun))); varargout = sumskipnan(i.^oo,DIM)./n1; elseif isempty(fun) varargout = R; else varargout = getfield(R,upper(fun)); end; else if iscell(fun), for k=1:length(fun), if strcmp(fun{k}(1:2),'CM') oo = str2double(fun{k}(3:length(fun{k}))); varargout{k} = sumskipnan(i.^oo,DIM)./n1; else varargout{k} = getfield(R,upper(fun{k})); end; end; elseif ischar(fun), if strcmp(fun(1:2),'CM') oo = str2double(fun(3:length(fun))); varargout{1} = sumskipnan(i.^oo,DIM)./n1; else varargout{1} = getfield(R,upper(fun)); end; else varargout{1} = R; end; end; nan-3.6.1/inst/PaxHeaders/tcdf.m0000644000000000000000000000006114140566210013426 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/tcdf.m0000644000175000017500000000357414140566210016042 0ustar00schloeglschloegl00000000000000function p = tcdf(x,n) % TCDF returns student cumulative distribtion function % % cdf = tcdf(x,DF); % % Computes the CDF of the students distribution % with DF degrees of freedom % x,DF must be matrices of same size, or any one can be a scalar. % % see also: NORMCDF, TPDF, TINV % Reference(s): % Copyright (C) 2000-2003,2009 by Alois Schloegl % This is part of the NaN-toolbox. For more details see % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . % check size of arguments if nargin~=2 error('invalid number of input arguments') elseif ~isreal(x) || ~isreal(n) error('input arguments must be real') elseif all(size(x)==1) x = repmat(x,size(n)); elseif all(size(n)==1) n = repmat(n,size(x)); elseif all(size(x)==size(n)) ; %% OK, do nothing else error('size of input arguments must be equal or scalar') end; % allocate memory p = zeros(size(x)); p((x==Inf) & (n>0)) = 1; % workaround for invalid arguments in BETAINC ix = isnan(x) | ~(n>0); p(ix)= NaN; ix = (x > -Inf) & (x < Inf) & (n > 0); p(ix) = betainc (n(ix) ./ (n(ix) + x(ix).^2), n(ix)/2, 1/2) / 2; ix = ix & (x>0); p(ix) = 1 - p(ix); % shape output p = reshape(p,size(x)); %!assert(tcdf(NaN,4),NaN) %!assert(tcdf(inf,3),1) nan-3.6.1/inst/PaxHeaders/histo3.m0000644000000000000000000000006114140566210013717 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/histo3.m0000644000175000017500000001130114140566210016316 0ustar00schloeglschloegl00000000000000function [R, tix] = histo3(Y, W) % HISTO3 calculates histogram for multiple columns with common bin values % among all data columns, and can be useful for data compression. % % R = HISTO3(Y) % R = HISTO3(Y, W) % Y data % W weight vector containing weights of each sample, % number of rows of Y and W must match. % default W=[] indicates that each sample is weighted with 1. % R struct with these fields % R.X the bin-values, bin-values are equal for each channel % thus R.X is a column vector. If bin values should % be computed separately for each data column, use HISTO2 % R.H is the frequency of occurence of value X % R.N are the number of valid (not NaN) samples % % Data compression can be performed in this way % [R,tix] = histo3(Y) % is the compression step % % R.tix provides a compressed data representation. % R.compressionratio estimates the compression ratio % % R.X(tix) and R.X(R.tix) % reconstruct the orginal signal (decompression) % % The effort (in memory and speed) for compression is O(n*log(n)). % The effort (in memory and speed) for decompression is O(n) only. % % see also: HISTO, HISTO2, HISTO3, HISTO4 % % Copyright (C) 1996-2019 by Alois Schloegl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . %%%%% check input arguments %%%%% [yr,yc] = size(Y); if nargin < 2, W = []; end; if ~isempty(W) && (yr ~= numel(W)), error('number of rows of Y does not match number of elements in W'); end; %%%%% identify all possible X's and generate overall Histogram %%%%% [sY, idx] = sort(Y(:),1); ix = diff(sY, [], 1) > 0; tmp = [find(ix); sum(~isnan(sY))]; R.datatype = 'HISTOGRAM'; R.N = sum(~isnan(Y), 1); if all(R.N==0) R.X=[]; R.H=[]; return; end; R.X = sY(tmp); % generate inverse index if nargout>1, tix = cumsum([1; ix]); % rank [tmp,idx1] = sort(idx); % generate inverse index tix = reshape(tix(idx1), yr, yc); % inverse sort rank cc = 1; tmp = sum(ix) + 1; if exist('OCTAVE_VERSION') >= 5, ; % NOP; no support for integer datatyp elseif tmp <= 2^8; tix = uint8(tix); cc = 8/1; elseif tmp <= 2^16; tix = uint16(tix); cc = 8/2; elseif tmp <= 2^32; tix = uint32(tix); cc = 8/4; end; R.compressionratio = (prod(size(R.X)) + (yr*yc)/cc) / (yr*yc); R.tix = tix; end; if yc==1, if isempty(W) R.H = [tmp(1); diff(tmp)]; else C = cumsum(W(idx)); % cumulative weights R.H = [C(tmp(1)); diff(C(tmp))]; end; return; elseif yc>1, % allocate memory H = zeros(size(R.X,1),yc); % scan each channel for k = 1:yc, if isempty(W) sY = sort(Y(:,k)); else [sY,ix] = sort(Y(:,k)); C = cumsum(W(ix)); end ix = find(diff(sY,[],1) > 0); if size(ix,1) > 0, tmp = [ix; R.N(k)]; else tmp = R.N(k); end; t = 0; j = 1; if isempty(W) for x = tmp(tmp>0)', acc = sY(x); while R.X(j)~=acc, j=j+1; end; %j = find(sY(x)==R.X); % identify position on X H(j,k) = H(j,k) + (x-t); % add diff(tmp) t = x; end; else for x = tmp(tmp>0)', acc = sY(x); while R.X(j)~=acc, j=j+1; end; %j = find(sY(x)==R.X); % identify position on X H(j,k) = H(j,k) + C(x)-t; % add diff(tmp) t = C(x); end; end; end; R.H = H; end; %!assert(getfield(histo3([]),'N'), 0) %!assert(getfield(histo3(1),'N'), 1) %!assert(getfield(histo3([1;1]),'H'), 2) %!assert(getfield(histo3([repmat(NaN,4,2),[1;1;1;3]]),'N')==[0,0,4]) nan-3.6.1/inst/PaxHeaders/histo4.m0000644000000000000000000000006114140566210013720 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/histo4.m0000644000175000017500000000612514140566210016327 0ustar00schloeglschloegl00000000000000function [R, tix] = histo4(Y, W) % HISTO4 calculates histogram of multidimensional data samples % and supports data compression % % R = HISTO4(Y) % R = HISTO4(Y, W) % Y data: on sample per row, each sample has with size(Y,2) elements % W weights of each sample (default: []) % W = [] indicates that each sample has equal weight % R is a struct with these fields: % R.X are the bin-values % R.H is the frequency of occurence of value X (weighted with W) % R.N are the total number of samples (or sum of W) % % HISTO4 might be useful for data compression, because % [R,tix] = histo4(Y) % is the compression step % R.X(tix,:) % is the decompression step % % The effort (in memory and speed) for compression is O(n*log(n)) % The effort (in memory and speed) for decompression is only O(n) % % see also: HISTO, HISTO2, HISTO3, HISTO4 % % Copyright (C) 1996-2019 by Alois Schloegl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . %%%%% check input arguments %%%%% [yr, yc] = size(Y); if nargin<2, W = []; end; if ~isempty(W) && (yr ~= numel(W)), error('number of rows of Y does not match number of elements in W'); end; R.datatype = 'HISTOGRAM'; if isempty(Y) R.N = 0; R.X = zeros(size(Y)); R.H = []; return end %%%%% identify all possible X's and generate overall Histogram %%%%% [Y, idx] = sortrows(Y); d = diff(Y,[],1); ix = any( (~isnan(d) & (d~=0) ) | diff(isnan(Y),[],1), 2); tmp = [find(ix); yr]; R.X = Y(tmp,:); if isempty(W) R.H = [tmp(1); diff(tmp)]; R.N = yr; else W = cumsum(W(idx)); R.H = [W(tmp(1)); diff(W(tmp))]; R.N = W(end); end; %%%%% generate inverse index %%%%% if nargout>1, tix = cumsum([1;ix]); % rank cc = 1; tmp = sum(ix); if tmp < 2^8; tix = uint8(tix); cc = 8/1; elseif tmp < 2^16; tix = uint16(tix); cc = 8/2; elseif tmp < 2^32; tix = uint32(tix); cc = 8/4; end; [tmp, idx] = sort(idx); % inverse index tix = tix(idx); % inverse sort rank R.compressionratio = (prod(size(R.X)) + yr/cc) / (yr*yc); R.tix = tix; end; %!assert(getfield(histo4([]),'N'), 0) %!assert(getfield(histo4(1),'N'), 1) %!assert(getfield(histo4([1;1]),'H'), 2) %!assert(getfield(histo4([repmat(NaN,4,2),[1;1;1;3]]),'N')==4) nan-3.6.1/inst/PaxHeaders/mahal.m0000644000000000000000000000006114140566210013570 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/mahal.m0000644000175000017500000000314614140566210016177 0ustar00schloeglschloegl00000000000000function [d] = mahal(X,Y) % MAHAL return the Mahalanobis' D-square distance between the % multivariate samples x and y, which must have the same number % of components (columns), but may have a different number of observations (rows). % % d = mahal(X,Y) % % d(k) = (X(k,:)-MU)*inv(SIGMA)*(X(k,:)-MU)' % % where MU and SIGMA are the mean and the covariance matrix of Y % % % see also: TRAIN_SC, TEST_SC, COVM % % References: % Copyright (C) 2009,2014 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 2 % of the License, or (at your option) any later version. % % This program 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 this program; if not, write to the Free Software % Foundation, Inc., 51 Franklin Street - Fifth Floor, Boston, MA 02110-1301, USA. sx = size(X); sy = size(Y); if sx(2)~=sy(2), error('number of columns of X and Y do not fit'); end; % compute mean of Y and remove it [Y,m] = center(Y,1); % compute inverse covariance matrix [CC,MM] = covm(Y,'M'); IR= inv(CC./max(0,MM-1)); % remove mean of Y X = X-m(ones(size(X,1),1),:); d = sum((X*IR).*X,2) nan-3.6.1/inst/PaxHeaders/betainv.m0000644000000000000000000000006114140566210014136 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/betainv.m0000644000175000017500000001023614140566210016543 0ustar00schloeglschloegl00000000000000%% Copyright (C) 2012 Rik Wehbring %% Copyright (C) 1995-2016 Kurt Hornik %% Copyright (C) 2020 Alois Schlögl %% %% This program 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 program 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 this program; see the file COPYING. If not, see %% . %% inv = betainv (x, a, b) %% For each element of x, compute the quantile (the inverse of the CDF) %% at x of the Beta distribution with parameters a and b. %% Author: KH %% Description: Quantile function of the Beta distribution %% Adapted for the use with Matlab and the NaN-toolbox. function inv = betainv (x, a, b) if (nargin ~= 3) print_usage (); end if (~isscalar (a) || ~isscalar (b)) retval = ~isscalar(a) && any(size(x)~=size(a)); retval = retval || (~isscalar(b) && any(size(x)~=size(b))); if (retval > 0) error ('betainv: X, A, and B must be of common size or scalars'); end end if isscalar(a) a = repmat(a,size(x)); end if isscalar(b) b = repmat(b,size(x)); end if (~isreal (x) || ~isreal (a) || ~isreal (b)) error ('betainv: X, A, and B must not be complex'); end if (isa (x, 'single') || isa (a, 'single') || isa (b, 'single')) inv = zeros (size (x), 'single'); else inv = zeros (size (x)); end k = (x < 0) | (x > 1) | ~(a > 0) | ~(b > 0) | isnan (x); inv(k) = NaN; k = (x == 1) & (a > 0) & (b > 0); inv(k) = 1; k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0)); if (~ isempty (k)) if (~isscalar (a) || ~isscalar (b)) a = a(k); b = b(k); y = a ./ (a + b); else y = a / (a + b) * ones (size (k)); end x = x(k); if (isa (y, 'single')) myeps = eps ('single'); else myeps = eps; end l = find (y < myeps); if (any (l)) y(l) = sqrt (myeps) * ones (length (l), 1); end l = find (y > 1 - myeps); if (any (l)) y(l) = 1 - sqrt (myeps) * ones (length (l), 1); end y_new = y; loopcnt = 0; while (1), y_old = y_new; h = (betacdf (y_old, a, b) - x) ./ betapdf (y_old, a, b); y_new = y_old - h; ind = find (y_new <= myeps); if (any (ind)) y_new(ind) = y_old(ind) / 10; end ind = find (y_new >= 1 - myeps); if (any (ind)) y_new(ind) = 1 - (1 - y_old(ind)) / 10; end h = y_old - y_new; loopcnt = loopcnt+1; if ( (max(abs(h)) < sqrt(myeps)) || (loopcnt >= 40)) break; end end if (loopcnt == 40) warning ('betainv: calculation failed to converge for some values'); end inv(k) = y_new; end end %!shared x %! x = [-1 0 0.75 1 2]; %!assert (betainv (x, ones (1,5), 2*ones (1,5)), [NaN 0 0.5 1 NaN], eps) %!assert (betainv (x, 1, 2*ones (1,5)), [NaN 0 0.5 1 NaN], eps) %!assert (betainv (x, ones (1,5), 2), [NaN 0 0.5 1 NaN], eps) %!assert (betainv (x, [1 0 NaN 1 1], 2), [NaN NaN NaN 1 NaN]) %!assert (betainv (x, 1, 2*[1 0 NaN 1 1]), [NaN NaN NaN 1 NaN]) %!assert (betainv ([x(1:2) NaN x(4:5)], 1, 2), [NaN 0 NaN 1 NaN]) %% Test class of input preserved %!assert (betainv ([x, NaN], 1, 2), [NaN 0 0.5 1 NaN NaN], eps) %!assert (betainv (single ([x, NaN]), 1, 2), single ([NaN 0 0.5 1 NaN NaN])) %!assert (betainv ([x, NaN], single (1), 2), single ([NaN 0 0.5 1 NaN NaN]), eps('single')) %!assert (betainv ([x, NaN], 1, single (2)), single ([NaN 0 0.5 1 NaN NaN]), eps('single')) %% Test input validation %!error betainv () %!error betainv (1) %!error betainv (1,2) %!error betainv (1,2,3,4) %!error betainv (ones (3), ones (2), ones (2)) %!error betainv (ones (2), ones (3), ones (2)) %!error betainv (ones (2), ones (2), ones (3)) %!error betainv (i, 2, 2) %!error betainv (2, i, 2) %!error betainv (2, 2, i) nan-3.6.1/inst/PaxHeaders/load_cifar10.m0000644000000000000000000000006114140566210014732 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/inst/load_cifar10.m0000644000175000017500000000406314140566210017340 0ustar00schloeglschloegl00000000000000function [data,labels]=load_cifar10() % LOAD_CIFAR10 loads cifar10 data [1,2]. % the data files will be downloaded and uncompressed into % directory ~/.cache/ % % Usage: % [data,labels]=load_cifar10(); % % References: % [1] Alex Krizhevsky, CIFAR-10 dataset % https://www.cs.toronto.edu/~kriz/cifar.html % [2] https://www.cs.toronto.edu/~kriz/cifar-10-matlab.tar.gz % Copyright (C) 2019 Alois Schlögl % This is part of the NaN-toolbox % https://octave.sourceforge.io/nan/index.html % https://pub.ist.ac.at/~schloegl/matlab/NaN/ % % This program 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 program 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 this program. If not, see . URL="https://www.cs.toronto.edu/~kriz/cifar-10-matlab.tar.gz"; DOWNLOAD_DIRECTORY = fullfile(getenv('HOME'),'.cache/'); if ~exist(DOWNLOAD_DIRECTORY,'dir'), mkdir(DOWNLOAD_DIRECTORY); end; DOWNLOAD = fullfile(DOWNLOAD_DIRECTORY,'cifar-10-matlab.tar.gz'); DATAFILE = fullfile(DOWNLOAD_DIRECTORY,'cifar-10-batches-mat','data_batch_%d.mat'); if ~exist(sprintf(DATAFILE, 1)) if ~exist(DOWNLOAD,'file') fprintf(1,'Downloading cifar-10 database (~170 MB) to %s/\n', DOWNLOAD_DIRECTORY); system(sprintf('wget %s -O %s',URL, DOWNLOAD)); end unpack(DOWNLOAD, DOWNLOAD_DIRECTORY) end; data = []; labels = []; for k = 1:5, x = load(sprintf(DATAFILE,k)); data = [data; x.data]; labels = [labels; x.labels]; end x = load(fullfile(fileparts(DATAFILE),'test_batch.mat')); data = [data; x.data]; labels = [labels; x.labels]; nan-3.6.1/PaxHeaders/COPYING0000644000000000000000000000006114140566210012406 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/COPYING0000644000175000017500000010451314140566210015015 0ustar00schloeglschloegl00000000000000 GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 Copyright (C) 2007 Free Software Foundation, Inc. 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The hypothetical commands `show w' and `show c' should show the appropriate parts of the General Public License. Of course, your program's commands might be different; for a GUI interface, you would use an "about box". You should also get your employer (if you work as a programmer) or school, if any, to sign a "copyright disclaimer" for the program, if necessary. For more information on this, and how to apply and follow the GNU GPL, see . The GNU General Public License does not permit incorporating your program into proprietary programs. If your program is a subroutine library, you may consider it more useful to permit linking proprietary applications with the library. If this is what you want to do, use the GNU Lesser General Public License instead of this License. But first, please read . nan-3.6.1/PaxHeaders/src0000644000000000000000000000013014140566461012072 xustar0030 mtime=1635970353.336211232 29 atime=1635970353.35621127 29 ctime=1635970353.35621127 nan-3.6.1/src/0000755000175000017500000000000014140566461014555 5ustar00schloeglschloegl00000000000000nan-3.6.1/src/PaxHeaders/make.m0000644000000000000000000000006114140566210013235 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/make.m0000644000175000017500000000552214140566210015644 0ustar00schloeglschloegl00000000000000function make(arg1) % This make.m is used for Matlab under Windows % Copyright (C) 2010,2011 by Alois Schloegl % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/ % This program 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 program 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 this program; If not, see . % add -largeArrayDims on 64-bit machines if (nargin>0 && strcmp(arg1,'clean')), if strcmp(computer,'PCWIN') dos('del *.obj'); dos('del *.mex*'); else unix('rm *.o'); unix('rm *.mex*'); end; return; end; mex covm_mex.cpp mex sumskipnan_mex.cpp mex histo_mex.cpp mex kth_element.cpp mex str2array.cpp mex xptopen.cpp mex -c svm.cpp mex -c svm_model_matlab.c mex -c tron.cpp mex -c linear.cpp mex -c linear_model_matlab.c if strcmp(computer,'PCWIN') && ~exist('OCTAVE_VERSION','builtin'), mex svmtrain_mex.cpp svm.obj svm_model_matlab.obj mex svmpredict_mex.cpp svm.obj svm_model_matlab.obj if ~exist('LAPACK/daxpy.f','file') || ~exist('LAPACK/ddot.f','file') || ~exist('LAPACK/dscal.f','file') || ~exist('LAPACK/dnrm2.f','file'), fprintf(1,'The lapack functions daxpy, ddot, dscal, and dnrm2 are required.\n'); fprintf(1,'If some functions are missing, get them from here:\n'); if ~exist('LAPACK','dir') mkdir('LAPACK'); end; fprintf(1,'Get http://www.netlib.org/blas/daxpy.f and save to %s',fullfile(pwd,'LAPACK')); fprintf(1,'Get http://www.netlib.org/blas/ddot.f and save to %s',fullfile(pwd,'LAPACK')); fprintf(1,'Get http://www.netlib.org/blas/dscal.f and save to %s',fullfile(pwd,'LAPACK')); fprintf(1,'Get http://www.netlib.org/blas/dnrm2.f and save to %s',fullfile(pwd,'LAPACK')); fprintf(1,'Press any key to continue ... '\n); pause; end; mex -c LAPACK/daxpy.f mex -c LAPACK/ddot.f mex -c LAPACK/dscal.f mex -c LAPACK/dnrm2.f dos('copy train.c train.cpp'); mex('train.cpp','tron.obj','linear.obj','linear_model_matlab.obj','daxpy.obj','ddot.obj','dscal.obj','dnrm2.obj') dos('del *.obj'); else mex svmtrain_mex.cpp svm.o svm_model_matlab.o mex svmpredict_mex.cpp svm.o svm_model_matlab.o unix('cp train.c train.cpp'); mex train.cpp tron.o linear.o linear_model_matlab.o unix('rm *.o'); end nan-3.6.1/src/PaxHeaders/linear_model_matlab.c0000644000000000000000000000006114140566210016260 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/linear_model_matlab.c0000644000175000017500000001205314140566210020664 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include "linear.h" #include "linear_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) #define NUM_OF_RETURN_FIELD 6 static const char *field_names[] = { "Parameters", "nr_class", "nr_feature", "bias", "Label", "w", }; const char *model_to_matlab_structure(mxArray *plhs[], struct model *model_) { int i; int nr_w; double *ptr; mxArray *return_model, **rhs; int out_id = 0; int n, w_size; rhs = (mxArray **)mxMalloc(sizeof(mxArray *)*NUM_OF_RETURN_FIELD); // Parameters // for now, only solver_type is needed rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model_->param.solver_type; out_id++; // nr_class rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model_->nr_class; out_id++; if(model_->nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w=1; else nr_w=model_->nr_class; // nr_feature rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model_->nr_feature; out_id++; // bias rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model_->bias; out_id++; if(model_->bias>=0) n=model_->nr_feature+1; else n=model_->nr_feature; w_size = n; // Label if(model_->label) { rhs[out_id] = mxCreateDoubleMatrix(model_->nr_class, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < model_->nr_class; i++) ptr[i] = model_->label[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id++; // w rhs[out_id] = mxCreateDoubleMatrix(nr_w, w_size, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < w_size*nr_w; i++) ptr[i]=model_->w[i]; out_id++; /* Create a struct matrix contains NUM_OF_RETURN_FIELD fields */ return_model = mxCreateStructMatrix(1, 1, NUM_OF_RETURN_FIELD, field_names); /* Fill struct matrix with input arguments */ for(i = 0; i < NUM_OF_RETURN_FIELD; i++) mxSetField(return_model,0,field_names[i],mxDuplicateArray(rhs[i])); /* return */ plhs[0] = return_model; mxFree(rhs); return NULL; } const char *matlab_matrix_to_model(struct model *model_, const mxArray *matlab_struct) { int i, num_of_fields; int nr_w; double *ptr; int id = 0; int n, w_size; mxArray **rhs; num_of_fields = mxGetNumberOfFields(matlab_struct); rhs = (mxArray **) mxMalloc(sizeof(mxArray *)*num_of_fields); for(i=0;inr_class=0; nr_w=0; model_->nr_feature=0; model_->w=NULL; model_->label=NULL; // Parameters ptr = mxGetPr(rhs[id]); model_->param.solver_type = (int)ptr[0]; id++; // nr_class ptr = mxGetPr(rhs[id]); model_->nr_class = (int)ptr[0]; id++; if(model_->nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w=1; else nr_w=model_->nr_class; // nr_feature ptr = mxGetPr(rhs[id]); model_->nr_feature = (int)ptr[0]; id++; // bias ptr = mxGetPr(rhs[id]); model_->bias = ptr[0]; id++; if(model_->bias>=0) n=model_->nr_feature+1; else n=model_->nr_feature; w_size = n; // Label if(mxIsEmpty(rhs[id]) == 0) { model_->label = Malloc(int, model_->nr_class); ptr = mxGetPr(rhs[id]); for(i=0;inr_class;i++) model_->label[i] = (int)ptr[i]; } id++; ptr = mxGetPr(rhs[id]); model_->w=Malloc(double, w_size*nr_w); for(i = 0; i < w_size*nr_w; i++) model_->w[i]=ptr[i]; id++; mxFree(rhs); return NULL; } nan-3.6.1/src/PaxHeaders/linear.h0000644000000000000000000000006114140566210013565 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/linear.h0000644000175000017500000000773114140566210016200 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #ifndef _LIBLINEAR_H #define _LIBLINEAR_H #define LIBLINEAR_VERSION 221 #ifdef __cplusplus extern "C" { #endif extern int liblinear_version; struct feature_node { int index; double value; }; struct problem { int l, n; double *y; struct feature_node **x; double bias; /* < 0 if no bias term */ }; enum { L2R_LR, L2R_L2LOSS_SVC_DUAL, L2R_L2LOSS_SVC, L2R_L1LOSS_SVC_DUAL, MCSVM_CS, L1R_L2LOSS_SVC, L1R_LR, L2R_LR_DUAL, L2R_L2LOSS_SVR = 11, L2R_L2LOSS_SVR_DUAL, L2R_L1LOSS_SVR_DUAL }; /* solver_type */ struct parameter { int solver_type; /* these are for training only */ double eps; /* stopping criteria */ double C; int nr_weight; int *weight_label; double* weight; double p; double *init_sol; }; struct model { struct parameter param; int nr_class; /* number of classes */ int nr_feature; double *w; int *label; /* label of each class */ double bias; }; struct model* train(const struct problem *prob, const struct parameter *param); void cross_validation(const struct problem *prob, const struct parameter *param, int nr_fold, double *target); void find_parameter_C(const struct problem *prob, const struct parameter *param, int nr_fold, double start_C, double max_C, double *best_C, double *best_rate); double predict_values(const struct model *model_, const struct feature_node *x, double* dec_values); double predict(const struct model *model_, const struct feature_node *x); double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates); int save_model(const char *model_file_name, const struct model *model_); struct model *load_model(const char *model_file_name); int get_nr_feature(const struct model *model_); int get_nr_class(const struct model *model_); void get_labels(const struct model *model_, int* label); double get_decfun_coef(const struct model *model_, int feat_idx, int label_idx); double get_decfun_bias(const struct model *model_, int label_idx); void free_model_content(struct model *model_ptr); void free_and_destroy_model(struct model **model_ptr_ptr); void destroy_param(struct parameter *param); const char *check_parameter(const struct problem *prob, const struct parameter *param); int check_probability_model(const struct model *model); int check_regression_model(const struct model *model); void set_print_string_function(void (*print_func) (const char*)); #ifdef __cplusplus } #endif #endif /* _LIBLINEAR_H */ nan-3.6.1/src/PaxHeaders/Makefile.in0000644000000000000000000000006114140566210014207 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/Makefile.in0000644000175000017500000002404214140566210016614 0ustar00schloeglschloegl00000000000000#################################################### # Copyright 2010,2011,2012,2015,2019 Alois Schloegl # This is part of the NaN-toolbox - a statistics and machine learning toolbox for data with and without missing values. # http://pub.ist.ac.at/~schloegl/matlab/NaN/ #################################################### # # This program 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 program 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 # this program; if not, write to the Free Software Foundation, Inc., 59 Temple # Place - Suite 330, Boston, MA 02111-1307, USA. ### modify directories according to your needs # Define non-default octave-version # Octave - global install (e.g. from debian package) # OCTAVE_VERSION= # Better alternative: define an OCTAVE_VERSION bash variable (or in .bashrc or .profile) # OCTAVE_VERSION=-3.6.3 # Matlab configuration #MATLABDIR = /usr/local/MATLAB/R2010b # comment the following line if you use MATLAB on 32-bit operating system #MEX_OPTION += -largeArrayDims MEX_OPTION += -R2017b # Mingw crosscompiler: available at http://www.nongnu.org/mingw-cross-env/ CROSS = $(HOME)/src/mxe/usr/bin/i686-w64-mingw32.static- CROSS64 = $(HOME)/src/mxe/usr/bin/x86_64-w64-mingw32.static- # include directory for Win32-Matlab include W32MAT_INC = $(HOME)/bin/win32/Matlab/R2010b/extern/include/ W64MAT_INC = $(HOME)/bin/win64/Matlab/R2010b/extern/include/ # path to GNUMEX libraries, available from here http://sourceforge.net/projects/gnumex/ GNUMEX = $(HOME)/bin/win32/gnumex GNUMEX64 = $(HOME)/bin/win64/gnumex # building gnumex64 was difficult, these hints were quite useful: # http://sourceforge.net/mailarchive/forum.php?thread_name=AANLkTinZvxgC9ezp2P3UCX_a7TAUYuVsp2U40MQUV6qr%40mail.gmail.com&forum_name=gnumex-users # Instead of building "mex shortpath.c" and "mex uigetpath.c", I used empty m-functions within argout=argin; #################################################### MKOCTFILE ?= mkoctfile$(OCTAVE_VERSION) CC ?= gcc CXX ?= g++ CFLAGS += -Wall -Wextra -Wconversion -O2 OCTMEX = $(MKOCTFILE) --mex RM = rm ### in case libsvm is installed and should be used # CFLAGS += -DHAVE_EXTERNAL_LIBSVM ### in case liblinear is installed and should be used # CFLAGS += -DHAVE_EXTERNAL_LIBLINEAR # Support Debian Hardening flags # https://wiki.debian.org/HardeningWalkthrough#Handling_dpkg-buildflags_in_your_upstream_build_system CFLAGS += $(CPPFLAGS) ifeq ($(OS),Windows_NT) # CC need to be defined on Windows, see also http://savannah.gnu.org/bugs/?47559 CC = gcc else ifeq (Darwin,$(shell uname)) # no OpenMP on MacOSX, neither for Matlab nor Octave else # enable OpenMP support CFLAGS += -fPIC -fopenmp OCTMEX += -lgomp MATLABMEX += -lgomp #MEX_OPTION += CC\#$(CXX) CXX\#$(CXX) CFLAGS\#"$(CFLAGS) " CXXFLAGS\#"$(CFLAGS) " endif ###REMOVE### MATMEX = $(MATLABDIR)/bin/mex $(MEX_OPTION) PROGS = histo_mex.mex covm_mex.mex kth_element.mex sumskipnan_mex.mex str2array.mex train.mex svmtrain_mex.mex svmpredict_mex.mex xptopen.mex ### per default only the mex-files for octave are built mex4o octave: $(PROGS) ### Matlab configuration - search for a matlab directory if not defined above ifeq (,$(MATLABDIR)) ifneq (,$(shell ls -1 /usr/local/ |grep MATLAB)) # use oldest, typically mex-files are compatible with newer Matlab versions MATLABDIR=/usr/local/MATLAB/$(shell ls -1rt /usr/local/MATLAB/ |grep "^R20*" |head -1) endif endif ### if MATLABDIR has been found or defined ifneq (,$(MATLABDIR)) ifneq (,$(shell ls -1 $(MATLABDIR)/bin/mexext)) MEX_EXT=$(shell $(MATLABDIR)/bin/mexext) mex4m matlab: $(patsubst %.mex, %.$(MEX_EXT), $(PROGS)) endif endif mexw32 win32: $(patsubst %.mex, %.mexw32, $(PROGS)) mexw64 win64: $(patsubst %.mex, %.mexw64, $(PROGS)) all: octave win32 win64 mex4m clean: -$(RM) *.o *.obj *.o64 core octave-core *.oct *~ *.mex* #$(PROGS): Makefile ######################################################### # Matlab 2016b and later ######################################################### # https://se.mathworks.com/matlabcentral/answers/377799-compiling-mex-files-without-the-mex-command DEFINES := -D_GNU_SOURCE MATLABMEX := -DMATLAB_MEX_FILE # Matrix APIs: # -DMX_COMPAT_32: compatibleArrayDims # -DMATLAB_DEFAULT_RELEASE=R2017b: largeArrayDims # -DMATLAB_DEFAULT_RELEASE=R2018a: Interleaved Complex MATLABMEX += -DMATLAB_DEFAULT_RELEASE=R2017b CFLAGS += -fexceptions -fPIC -fno-omit-frame-pointer -pthread COPTIMFLAGS := -O -DNDEBUG CDEBUGFLAGS := -g INCLUDE := -I"$(MWROOT)/extern/include" -I"$(MWROOT)/simulink/include" LD := gcc LDFLAGS += -pthread LDTYPE := -shared LINKEXPORTVER := -Wl,--version-script,"$(MWROOT)/extern/lib/glnxa64/c_exportsmexfileversion.map" LINKLIBS := -Wl,--as-needed -Wl,-rpath-link,$(MWROOT)/bin/glnxa64 -L"$(MWROOT)/bin/glnxa64" -Wl,-rpath-link,$(MWROOT)/extern/bin/glnxa64 -L"$(MWROOT)/extern/bin/glnxa64" -lmx -lmex -lmat -lm -lstdc++ BLAS_LIBS := $(shell $(MKOCTFILE) -p BLAS_LIBS) c_mexapi_version.o : $(MWROOT)/extern/version/c_mexapi_version.c Makefile $(CC) -c $< -o $@ $(MATLABMEX) $(DEFINES) $(CFLAGS) $(COPTIMFLAGS) $(INCLUDE) %.$(MEX_EXT) : %.o c_mexapi_version.o $(LD) $(LDFLAGS) $(LDTYPE) $(LINKEXPORTVER) $< $(LINKLIBS) -o $@ %.o : %.cpp Makefile $(CC) -c $< -o $@ $(MATLABMEX) $(DEFINES) $(CFLAGS) $(COPTIMFLAGS) $(INCLUDE) %.o : %.c Makefile $(CC) -c $< -o $@ $(MATLABMEX) $(DEFINES) $(CFLAGS) $(COPTIMFLAGS) $(INCLUDE) train.o : train.c tron.cpp Makefile $(CC) -c $< -o $@ $(MATLABMEX) $(DEFINES) $(CFLAGS) $(COPTIMFLAGS) $(INCLUDE) svm%_mex.$(MEX_EXT) : svm%_mex.o svm.o svm_model_matlab.o c_mexapi_version.o $(LD) $(LDFLAGS) $(LDTYPE) $(LINKEXPORTVER) $^ $(LINKLIBS) -o $@ ######################################################### # Octave, MATLAB on Linux ######################################################### ifneq (,@HAVE_EXTERNAL_LIBSVM@) svm%_mex.mex: svm%_mex.cpp svm_model_octave.o $(OCTMEX) $(CFLAGS) $< svm_model_octave.o -lsvm -o $@ else svm.o: svm.cpp $(CC) $(CFLAGS) -c svm.cpp svm%_mex.mex: svm%_mex.cpp svm_model_octave.o svm.o $(OCTMEX) $^ -o $@ endif svm_model_octave.o: svm_model_matlab.c $(MKOCTFILE) -o "$@" -c "$<" svm_model_matlab.o: svm_model_matlab.c $(CXX) $(CFLAGS) -I $(MATLABDIR)/extern/include -o "$@" -c "$<" ifneq (,@HAVE_EXTERNAL_LIBLINEAR@) train.$(MEX_EXT) predict.$(MEX_EXT): train.c tron.o linear_model_matlab.c $(CXX) $(CFLAGS) -I $(MATLABDIR)/extern/include -c linear_model_matlab.c $(MATMEX) -lblas train.c tron.o -llinear linear_model_matlab.o #$(MATMEX) -lblas predict.c tron.o linear.o linear_model_matlab.o train.mex predict.mex: train.c tron.o linear_model_matlab.c $(OCTMEX) $(BLAS_LIBS) train.c tron.o -llinear linear_model_matlab.c else train.$(MEX_EXT) predict.$(MEX_EXT): train.c tron.o linear.o linear_model_matlab.c $(CXX) $(CFLAGS) -I $(MATLABDIR)/extern/include -c linear_model_matlab.c $(MATMEX) -lblas train.c tron.o linear.o linear_model_matlab.o #$(MATMEX) -lblas predict.c tron.o linear.o linear_model_matlab.o train.mex predict.mex: train.c tron.o linear.o linear_model_matlab.c $(OCTMEX) $(BLAS_LIBS) train.c tron.o linear.o linear_model_matlab.c linear.o: linear.cpp $(CXX) $(CFLAGS) -c linear.cpp endif tron.o: tron.cpp tron.h $(CXX) $(CFLAGS) -c tron.cpp %.oct: %.cc mkoctfile$(OCTAVE_VERSION) "$<" %.mex: %.cpp $(OCTMEX) "$<" ifneq (,@HAVE_EXTERNAL_LIBTENSORFLOW@) PROGS += mexTF mexTF.mex: mexTF.c mkoctfile -mex $< -ltensorflow -o $@ mexTF.$(MEX_EXT): mexTF.c $(MATMEX) $< -ltensorflow -o $@ endif ######################################################### # MATLAB/WIN32 ######################################################### %.obj: %.cpp $(CROSS)$(CXX) -fopenmp -c -DMATLAB_MEX_FILE -x c++ -o "$@" -I$(W32MAT_INC) -O2 -DMX_COMPAT_32 "$<" %.obj: %.c $(CROSS)$(CXX) -fopenmp -c -DMATLAB_MEX_FILE -x c++ -o "$@" -I$(W32MAT_INC) -O2 -DMX_COMPAT_32 "$<" train.mexw32 predict.mexw32: train.obj linear.obj linear_model_matlab.obj tron.obj $(CROSS)$(CXX) -shared $(GNUMEX)/mex.def -o "$@" -L$(GNUMEX) -s "$<" linear_model_matlab.obj linear.obj tron.obj -llibmx -llibmex -llibmat -lblas svmpredict_mex.mexw32 : svmpredict_mex.obj svm.obj svm_model_matlab.obj $(CROSS)$(CXX) -shared $(GNUMEX)/mex.def -o "$@" -L$(GNUMEX) -s "$<" svm_model_matlab.obj svm.obj -llibmx -llibmex -llibmat svmtrain_mex.mexw32 : svmtrain_mex.obj svm.obj svm_model_matlab.obj $(CROSS)$(CXX) -shared $(GNUMEX)/mex.def -o "$@" -L$(GNUMEX) -s "$<" svm_model_matlab.obj svm.obj -llibmx -llibmex -llibmat %.mexw32: %.obj $(CROSS)$(CXX) -shared $(GNUMEX)/mex.def -o "$@" -L$(GNUMEX) -s "$<" -llibmx -llibmex -llibmat -lgomp -lpthread ######################################################### # MATLAB/WIN64 ######################################################### ## ToDO: fix OpenMP support: currently -fopenmp causes Matlab to crash %.o64: %.cpp $(CROSS64)$(CXX) -c -DMATLAB_MEX_FILE -x c++ -o "$@" -I$(W64MAT_INC) -O2 "$<" %.o64: %.c $(CROSS64)$(CXX) -c -DMATLAB_MEX_FILE -x c++ -o "$@" -I$(W64MAT_INC) -O2 "$<" train.mexw64 predict.mexw64: train.o64 linear.o64 linear_model_matlab.o64 tron.o64 $(CROSS64)$(CXX) -shared $(GNUMEX64)/mex.def -o "$@" -L$(GNUMEX64) -s "$<" linear_model_matlab.o64 linear.o64 tron.o64 -llibmx -llibmex -llibmat -lblas svmpredict_mex.mexw64 : svmpredict_mex.o64 svm.o64 svm_model_matlab.o64 $(CROSS64)$(CXX) -shared $(GNUMEX64)/mex.def -o "$@" -L$(GNUMEX64) -s "$<" svm_model_matlab.o64 svm.o64 -llibmx -llibmex -llibmat svmtrain_mex.mexw64 : svmtrain_mex.o64 svm.o64 svm_model_matlab.o64 $(CROSS64)$(CXX) -shared $(GNUMEX64)/mex.def -o "$@" -L$(GNUMEX64) -s "$<" svm_model_matlab.o64 svm.o64 -llibmx -llibmex -llibmat %.mexw64: %.o64 $(CROSS64)$(CXX) -shared $(GNUMEX64)/mex.def -o "$@" -L$(GNUMEX64) -s "$<" -llibmx -llibmex -llibmat -lgomp -lpthread nan-3.6.1/src/PaxHeaders/configure0000644000000000000000000000006114140566210014046 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/configure0000755000175000017500000051403414140566210016463 0ustar00schloeglschloegl00000000000000#! /bin/sh # 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When coming back to configure, we # need to make the FD available again. if test "$no_create" != yes; then ac_cs_success=: ac_config_status_args= test "$silent" = yes && ac_config_status_args="$ac_config_status_args --quiet" exec 5>/dev/null $SHELL $CONFIG_STATUS $ac_config_status_args || ac_cs_success=false exec 5>>config.log # Use ||, not &&, to avoid exiting from the if with $? = 1, which # would make configure fail if this is the last instruction. $ac_cs_success || as_fn_exit 1 fi if test -n "$ac_unrecognized_opts" && test "$enable_option_checking" != no; then { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: unrecognized options: $ac_unrecognized_opts" >&5 $as_echo "$as_me: WARNING: unrecognized options: $ac_unrecognized_opts" >&2;} fi nan-3.6.1/src/PaxHeaders/histo_mex.cpp0000644000000000000000000000006114140566210014645 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/histo_mex.cpp0000644000175000017500000002637314140566210017263 0ustar00schloeglschloegl00000000000000//------------------------------------------------------------------- // C-MEX implementation of Histogram - this function is part of the NaN-toolbox. // // // This program 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 program 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 this program; if not, see . // // // histo_mex: computes histogram // // Input: // - data matrix // - flag for row-wise histogram // // Output: // - histogram // HIS.X // HIS.H // // $Id$ // Copyright (C) 2009,2010,2011 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // //------------------------------------------------------------------- /* TODO: speed: its slower than the m-functions histo2/3/4 |-> use a more efficient sorting function resembling of histo3 for multicolumn data. support of complex data and char-strings */ #include #include #include #include "mex.h" /* math.h has isnan() defined for all sizes of floating point numbers, but c++ assumes isnan(double), causing possible conversions for float and long double */ #define ISNAN(a) (a!=a) #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; #endif #endif struct sort_t { uint8_t *Table; // data table size_t Size; // sizeof elements e.g. 4 for single size_t Stride; // for multicolumn data size_t N; // number of rows mxClassID Type; // data type } Sort; //inline int compare(const sqize_t *a, const size_t *b) { int compare(const void *a, const void *b) { int z = 0; size_t i = 0; size_t ix1 = *(size_t*)a; size_t ix2 = *(size_t*)b; while ((if2) z = 1; break; } case mxUINT32_CLASS: { uint32_t f1,f2; f1 = ((uint32_t*)Sort.Table)[ix1]; f2 = ((uint32_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxINT64_CLASS: { int64_t f1,f2; f1 = ((int64_t*)Sort.Table)[ix1]; f2 = ((int64_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxUINT64_CLASS: { uint64_t f1,f2; f1 = ((uint64_t*)Sort.Table)[ix1]; f2 = ((uint64_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxSINGLE_CLASS: { float f1,f2; f1 = ((float*)Sort.Table)[ix1]; f2 = ((float*)Sort.Table)[ix2]; z = ISNAN(f1) - ISNAN(f2); if (z) break; if (f1f2) z = 1; // else f1==f2 || (isnan(f1) && isnan(f2)) break; } case mxDOUBLE_CLASS: { double f1,f2; f1 = ((double*)Sort.Table)[ix1]; f2 = ((double*)Sort.Table)[ix2]; z = ISNAN(f1) - ISNAN(f2); if (z) break; if (f1f2) z = 1; // else f1==f2 || (isnan(f1) && isnan(f2)) break; } case mxINT16_CLASS: { int16_t f1,f2; f1 = ((int16_t*)Sort.Table)[ix1]; f2 = ((int16_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxUINT16_CLASS: { uint16_t f1,f2; f1 = ((uint16_t*)Sort.Table)[ix1]; f2 = ((uint16_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxINT8_CLASS: { int8_t f1,f2; f1 = ((int8_t*)Sort.Table)[ix1]; f2 = ((int8_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } case mxUINT8_CLASS: { uint8_t f1,f2; f1 = ((uint8_t*)Sort.Table)[ix1]; f2 = ((uint8_t*)Sort.Table)[ix2]; if (f1f2) z = 1; break; } default: mexErrMsgTxt("unsupported input type"); } i++; ix1 += Sort.Stride; ix2 += Sort.Stride; } return(z); } void mexFunction(int POutputCount, mxArray* POutput[], int PInputCount, const mxArray *PInputs[]) { const mwSize *SZ; char flag_rows = 0; char done = 0; size_t j, k, l; // running indices const mxArray *W = NULL; double *w = NULL; // check for proper number of input and output arguments if ((PInputCount <= 0) || (PInputCount > 3)) { mexPrintf("HISTO_MEX computes histogram from vector or column matrices\n\n"); mexPrintf("usage:\tHIS = histo_mex(Y)\n\t\tComputes histogram from each column\n"); mexPrintf("\t[HIS,tix] = histo_mex(Y,'rows')\n\t\tComputes row-wise histogram, tix is useful for data compression.\n\t\t Y = HIS.X(tix,:); \n\n"); mexPrintf("see also: HISTO2, HISTO3, HISTO4\n\n"); mexErrMsgTxt("HISTO_MEX requires 1 or 2 input arguments\n"); } if (POutputCount > 2) mexErrMsgTxt("histo.MEX has 1 output arguments."); // get 1st argument if (mxIsComplex(PInputs[0])) mexErrMsgTxt("complex argument not supported (yet). "); // TODO: support complex argument! if (PInputCount==1) ; // histo_mex(X) else if (mxIsChar(PInputs[1])) { // histo_mex(X,'rows') char *t = mxArrayToString(PInputs[1]); flag_rows = !strcmp(t,"rows"); mxFree(t); // histo_mex(X,'rows',W) if ((PInputCount>2) && mxIsDouble(PInputs[2])) W = PInputs[2]; } // histo_mex(X,W) else if (mxIsDouble(PInputs[1])) { W = PInputs[1]; } else mexErrMsgTxt("Weight vector must be REAL/DOUBLE."); if (W != NULL) { if (mxGetM(PInputs[0])==mxGetM(W) ) w = (double*)mxGetData(W); else mexErrMsgTxt("number of rows in X and W do not match."); for (k=0; (k=0.0); k++); if (k2) mexErrMsgTxt("Error HISTO.MEX: input must be vector or matrix (no more than two dimensions)"); size_t n = SZ[0]; const char *fnames[] = {"datatype","X","H"}; mxArray *HIS = mxCreateStructMatrix(1, 1, 3, fnames); mxSetField(HIS,0,"datatype",mxCreateString("HISTOGRAM")); if (flag_rows || (SZ[1]==1)) { ///***** SORT each column: initialize sorting algorithm size_t *idx = NULL; idx = (size_t*) mxMalloc(SZ[0]*sizeof(size_t)); for (n=0; n1) { POutput[1] = mxCreateNumericMatrix(SZ[0], 1, mxUINT64_CLASS,mxREAL); tix = (uint64_t*)mxGetData(POutput[1]); } // fill HIS.H and HIS.X mxArray *H = mxCreateNumericMatrix(n, 1, mxDOUBLE_CLASS,mxREAL); mxArray *X = mxCreateNumericMatrix(n, SZ[1], mxGetClassID(PInputs[0]),mxREAL); mxSetField(HIS,0,"H",H); mxSetField(HIS,0,"X",X); double *h = (double*)mxGetData(H); uint8_t *x = (uint8_t*)mxGetData(X); l = 0; if (tix) tix[idx[0]] = 1; for (k=0; k. // // $Id$ // Copyright (C) 2010,2011,2012,2013 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // // References: // [1] TS-140 THE RECORD LAYOUT OF A DATA SET IN SAS TRANSPORT (XPORT) FORMAT // http://support.sas.com/techsup/technote/ts140.html // [2] IBM floating point format // http://en.wikipedia.org/wiki/IBM_Floating_Point_Architecture // [3] see http://old.nabble.com/Re%3A-IBM-integer-and-double-formats-p20428979.html // [4] STATA File Format // http://www.stata.com/help.cgi?dta // http://www.stata.com/help.cgi?dta_113 //------------------------------------------------------------------- /* SPSS file format // http://cvs.savannah.gnu.org/pspp/doc/data-file-format.texi?root=pspp&content-type=text%2Fplain */ #define TEST_CONVERSION 0 // 0: ieee754, 1: SAS converter (big endian bug), 2: experimental #define DEBUG 1 #include #include //#include #include #include #include #include #include #include "mex.h" #ifndef typeof #define typeof __typeof__ #endif #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; typedef int mwIndex; #endif #endif #define NaN (0.0/0.0) #define fix(m) (m<0 ? ceil(m) : floor(m)) #define max(a,b) (((a) > (b)) ? (a) : (b)) #define min(a,b) (((a) < (b)) ? (a) : (b)) #if 0 #elif defined(__linux__) # include # include #elif defined(__CYGWIN__) # include # include #elif defined(__GLIBC__) // for Hurd # include # include #elif defined(__MINGW32__) /* use local version because MINGW does not provide byteswap.h */ # define __BIG_ENDIAN 4321 # define __LITTLE_ENDIAN 1234 # define __BYTE_ORDER __LITTLE_ENDIAN #elif defined(__NetBSD__) # include # define __BIG_ENDIAN _BIG_ENDIAN # define __LITTLE_ENDIAN _LITTLE_ENDIAN # define __BYTE_ORDER _BYTE_ORDER # define bswap_16(x) bswap16(x) # define bswap_32(x) bswap32(x) # define bswap_64(x) bswap64(x) #elif defined(_APPLE_) && defined(_MACH_) # include # define _BYTE_ORDER __DARWIN_BYTE_ORDER # define _LITTLE_ENDIAN __DARWIN_LITTLE_ENDIAN # define _BIG_ENDIAN __DARWIN_BIG_ENDIAN # define bswap_16(x) __bswap16(x) # define bswap_32(x) __bswap32(x) # define bswap_64(x) __bswap64(x) #elif defined(__APPLE__) # include # define __BIG_ENDIAN 4321 # define __LITTLE_ENDIAN 1234 #if (defined(__LITTLE_ENDIAN__) && (__LITTLE_ENDIAN__ == 1)) #define __BYTE_ORDER __LITTLE_ENDIAN #else #define __BYTE_ORDER __BIG_ENDIAN #endif # define bswap_16(x) CFSwapInt16(x) # define bswap_32(x) CFSwapInt32(x) # define bswap_64(x) CFSwapInt64(x) #elif (defined(BSD) && (BSD >= 199103)) && !defined(__GLIBC__) # include # define __BIG_ENDIAN _BIG_ENDIAN # define __LITTLE_ENDIAN _LITTLE_ENDIAN # define __BYTE_ORDER _BYTE_ORDER # define bswap_16(x) __bswap16(x) # define bswap_32(x) __bswap32(x) # define bswap_64(x) __bswap64(x) #elif defined(__GNUC__) /* use byteswap macros from the host system, hopefully optimized ones ;-) */ # include # include # define bswap_16(x) __bswap_16 (x) # define bswap_32(x) __bswap_32 (x) # define bswap_64(x) __bswap_64 (x) #elif defined(__sparc__) # define __BIG_ENDIAN 4321 # define __LITTLE_ENDIAN 1234 # define __BYTE_ORDER __BIG_ENDIAN #else # error Unknown platform #endif #if defined(__MINGW32__) || defined(__sparc__) # ifndef bswap_16 # define bswap_16(x) \ ((((x) & 0xff00) >> 8) | (((x) & 0x00ff) << 8)) # endif # ifndef bswap_32 # define bswap_32(x) \ ((((x) & 0xff000000) >> 24) \ | (((x) & 0x00ff0000) >> 8) \ | (((x) & 0x0000ff00) << 8) \ | (((x) & 0x000000ff) << 24)) # endif # ifndef bswap_64 # define bswap_64(x) \ ((((x) & 0xff00000000000000ull) >> 56) \ | (((x) & 0x00ff000000000000ull) >> 40) \ | (((x) & 0x0000ff0000000000ull) >> 24) \ | (((x) & 0x000000ff00000000ull) >> 8) \ | (((x) & 0x00000000ff000000ull) << 8) \ | (((x) & 0x0000000000ff0000ull) << 24) \ | (((x) & 0x000000000000ff00ull) << 40) \ | (((x) & 0x00000000000000ffull) << 56)) # endif #endif #if !defined(__BIG_ENDIAN) && !defined(__LITTLE_ENDIAN) #error ENDIANITY is not known #endif #if __BYTE_ORDER == __BIG_ENDIAN #define l_endian_u16(x) ((uint16_t)bswap_16((uint16_t)(x))) #define l_endian_u32(x) ((uint32_t)bswap_32((uint32_t)(x))) #define l_endian_u64(x) ((uint64_t)bswap_64((uint64_t)(x))) #define l_endian_i16(x) ((int16_t)bswap_16((int16_t)(x))) #define l_endian_i32(x) ((int32_t)bswap_32((int32_t)(x))) #define l_endian_i64(x) ((int64_t)bswap_64((int64_t)(x))) #define b_endian_u16(x) ((uint16_t)(x)) #define b_endian_u32(x) ((uint32_t)(x)) #define b_endian_u64(x) ((uint64_t)(x)) #define b_endian_i16(x) ((int16_t)(x)) #define b_endian_i32(x) ((int32_t)(x)) #define b_endian_i64(x) ((int64_t)(x)) #elif __BYTE_ORDER==__LITTLE_ENDIAN #define l_endian_u16(x) ((uint16_t)(x)) #define l_endian_u32(x) ((uint32_t)(x)) #define l_endian_u64(x) ((uint64_t)(x)) #define l_endian_i16(x) ((int16_t)(x)) #define l_endian_i32(x) ((int32_t)(x)) #define l_endian_i64(x) ((int64_t)(x)) #define b_endian_u16(x) ((uint16_t)bswap_16((uint16_t)(x))) #define b_endian_u32(x) ((uint32_t)bswap_32((uint32_t)(x))) #define b_endian_u64(x) ((uint64_t)bswap_64((uint64_t)(x))) #define b_endian_i16(x) ((int16_t)bswap_16((int16_t)(x))) #define b_endian_i32(x) ((int32_t)bswap_32((int32_t)(x))) #define b_endian_i64(x) ((int64_t)bswap_64((int64_t)(x))) #endif /* __BYTE_ORDER */ /* Including ZLIB enables reading gzipped files (they are decompressed on-the-fly) The output files can be zipped, too. */ #ifdef WITH_ZLIB #include #endif double xpt2d(uint64_t x); uint64_t d2xpt(double x); double tm_time2gdf_time(struct tm *t); void mexFunction(int POutputCount, mxArray* POutput[], int PInputCount, const mxArray *PInputs[]) { const char L1[] = "HEADER RECORD*******LIBRARY HEADER RECORD!!!!!!!000000000000000000000000000000 "; const char L2[] = "SAS SAS SASLIB 6.06 bsd4.2 13APR89:10:20:06"; //const char L3[] = ""; const char L4[] = "HEADER RECORD*******MEMBER HEADER RECORD!!!!!!!000000000000000001600000000140 "; const char L5[] = "HEADER RECORD*******DSCRPTR HEADER RECORD!!!!!!!000000000000000000000000000000 "; const char L6[] = "SAS ABC SASLIB 6.06 bsd4.2 13APR89:10:20:06"; //const char L7[] = ""; const char L8[] = "HEADER RECORD*******NAMESTR HEADER RECORD!!!!!!!000000000200000000000000000000 "; const char LO[] = "HEADER RECORD*******OBS HEADER RECORD!!!!!!!000000000000000000000000000000 "; const char DATEFORMAT[] = "%d%b%y:%H:%M:%S"; char *fn = NULL; char Mode[3] = "r"; size_t count = 0, HeadLen0=80*8, HeadLen2=0, sz2 = 0; uint32_t NS = 0; char H0[HeadLen0]; char *H2 = NULL; char SWAP = 0; #ifndef ZLIB_H FILE *fid; #else gzFile fid; #define fopen gzopen #define fread(a,b,c,d) (gzread(d,a,b*c)/b) #define fwrite(a,b,c,d) (gzwrite(d,a,b*c)/b) #define feof gzeof #define fseek gzseek #define fclose gzclose #define rewind(fid) (gzseek(fid,0,SEEK_SET)) #endif // check for proper number of input and output arguments if ( PInputCount > 0 && mxGetClassID(PInputs[0])==mxCHAR_CLASS) { size_t buflen = (mxGetM(PInputs[0]) * mxGetN(PInputs[0]) * sizeof(mxChar)) + 1; fn = (char*)malloc(buflen); mxGetString(PInputs[0], fn, buflen); } else { mexPrintf("XPTOPEN read of several file formats and writing of the SAS Transport Format (*.xpt)\n"); mexPrintf("\n\tX = xptopen(filename)\n"); mexPrintf("\tX = xptopen(filename,'r')\n"); mexPrintf("\t\tread filename and return variables in struct X\n"); #ifdef ZLIB_H mexPrintf("\tSupported are ARFF, SAS-XPT and STATA files with or w/o zlib/gzip compression.\n"); #else mexPrintf("\tSupported are ARFF, SAS-XPT and STATA files.\n"); #endif mexPrintf("\n\tX = xptopen(filename,'w',X)\n"); mexPrintf("\t\tsave fields of struct X in filename.\n\n"); mexPrintf("\tThe fields of X must be column vectors of equal length.\n"); mexPrintf("\tEach vector is either a numeric vector or a cell array of strings.\n"); mexPrintf("\nThe SAS-XPT format stores Date/Time as numeric value counting the number of days since 1960-01-01.\n\n"); return; } if (PInputCount > 1) if (mxGetClassID(PInputs[1])==mxCHAR_CLASS && mxGetNumberOfElements(PInputs[1])) { mxGetString(PInputs[1],Mode,3); Mode[2]=0; } fid = fopen(fn,Mode); if (fid == NULL) { mexErrMsgTxt("Can not open file!\n"); } if (Mode[0]=='r' || Mode[0]=='a' ) { count += fread(H0,1,80*8,fid); enum FileFormat { noFile, unknown, ARFF, SASXPT, SPSS, SQLite, STATA }; enum FileFormat TYPE; /* type of file format */ uint8_t LittleEndian; /* 1 if file is LittleEndian data format and 0 for big endian data format*/ TYPE = unknown; if (!memcmp(H0,"$FL2@(#) SPSS DATA FILE",23) || !memcmp(H0,"$FL2@(#) PASW STATISTICS DATA FILE",27)) { /* SPSS file format */ uint32_t M=0; mexWarnMsgTxt("XPTOPEN: support of for SPSS file format is very experimental (do not use it for production use)\n"); TYPE = SPSS; switch (*(uint32_t*)(H0+64)) { case 0x00000002: case 0x00000003: LittleEndian = 1; SWAP = __BYTE_ORDER==__BIG_ENDIAN; NS = l_endian_u32(*(uint32_t*)(H0+68)); M = l_endian_u32(*(uint32_t*)(H0+80)); break; case 0x02000000: case 0x03000000: SWAP = __BYTE_ORDER==__LITTLE_ENDIAN; LittleEndian = 0; NS = b_endian_u32(*(uint32_t*)(H0+68)); M = b_endian_u32(*(uint32_t*)(H0+80)); break; default: TYPE = unknown; } NS = *(int32_t*)(H0+80); M = *(int32_t*)(H0+80); if (SWAP) { NS = bswap_32(NS); M = bswap_32(M); } HeadLen0 = 184; char *H2 = (char*)malloc(NS*32); size_t c2 = 0; /* Read Variable SPSS header */ int ns = 0; const char **ListOfVarNames = (const char**)malloc((NS+1) * sizeof(char*)); char *VarNames = (char*)malloc((NS+1) * sizeof(char) * 9); double *MISSINGS = (double*)malloc((NS+1) * sizeof(double)); for (uint32_t k=0; k=0x6e || H0[0]<=114) && (H0[1]==1 || H0[1]==2) && H0[2]==1 && H0[3]==0) { /* STATA File Format http://www.stata.com/help.cgi?dta http://www.stata.com/help.cgi?dta_113 Stata files written by R start with 0x6e */ uint32_t M=0; TYPE = STATA; // Header 119 bytes LittleEndian = H0[1]==2; if (LittleEndian) { NS = l_endian_u16(*(uint16_t*)(H0+4)); M = l_endian_u32(*(uint32_t*)(H0+6)); } else { NS = b_endian_u16(*(uint16_t*)(H0+4)); M = b_endian_u32(*(uint32_t*)(H0+6)); } // Descriptors int fmtlen = (H0[0]==113) ? 12 : 49; fseek(fid,109,SEEK_SET); size_t HeadLen2 = 2+NS*(1+33+2+fmtlen+33+81); char *H1 = (char*)malloc(HeadLen2); HeadLen2 = fread(H1,1,HeadLen2,fid); // expansion fields char typ; int32_t len; char flagSWAP = (((__BYTE_ORDER == __BIG_ENDIAN) && LittleEndian) || ((__BYTE_ORDER == __LITTLE_ENDIAN) && !LittleEndian)); do { if (!fread(&typ,1,1,fid)) break; if (!fread(&len,4,1,fid)) break; if (flagSWAP) bswap_32(len); fseek(fid,len,SEEK_CUR); } while (len); uint8_t *typlist = (uint8_t*)H1; /* char *varlist = H1+NS; char *srtlist; char *fmtlist = H1+NS*36+2; char *lbllist = H1+NS*(36+fmtlen)+2; */ mxArray **R = (mxArray**) mxMalloc(NS*sizeof(mxArray*)); size_t *bi = (size_t*) malloc((NS+1)*sizeof(size_t*)); const char **ListOfVarNames = (const char**)malloc(NS * sizeof(char*)); bi[0] = 0; for (size_t k = 0; k < NS; k++) { size_t sz; ListOfVarNames[k] = H1+NS+33*k; switch (typlist[k]) { case 0xfb: sz = 1; break; case 0xfc: sz = 2; break; case 0xfd: sz = 4; break; case 0xfe: sz = 4; break; case 0xff: sz = 8; break; default: sz = typlist[k]; } bi[k+1] = bi[k]+sz; } // data uint8_t *data = (uint8_t *) malloc(bi[NS] * M); fread(data, bi[NS], M, fid); char *f = (char*)malloc(bi[NS]+1); for (size_t k = 0; k < NS; k++) { switch (typlist[k]) { case 0xfb: R[k] = mxCreateDoubleMatrix(M, 1, mxREAL); for (typeof(M) m = 0; m < M; m++) { int8_t d = *(int8_t*)(data+bi[k]+m*bi[NS]); ((double*)mxGetData(R[k]))[m] = (d>100) ? NaN : d; } break; case 0xfc: R[k] = mxCreateDoubleMatrix(M, 1, mxREAL); if (flagSWAP) for (size_t m = 0; m < M; m++) { int16_t d = (int16_t) bswap_16(*(uint16_t*)(data+bi[k]+m*bi[NS])); ((double*)mxGetData(R[k]))[m] = (d>32740) ? NaN : d; } else for (typeof(M) m = 0; m < M; m++) { int16_t d = *(int16_t*)(data+bi[k]+m*bi[NS]); ((double*)mxGetData(R[k]))[m] = (d>32740) ? NaN : d; } break; case 0xfd: R[k] = mxCreateDoubleMatrix(M, 1, mxREAL); if (flagSWAP) for (size_t m = 0; m < M; m++) { int32_t d = (int32_t)bswap_32(*(uint32_t*)(data+bi[k]+m*bi[NS])); ((double*)mxGetData(R[k]))[m] = (d>2147483620) ? NaN : d; } else for (typeof(M) m = 0; m < M; m++) { int32_t d = *(int32_t*)(data+bi[k]+m*bi[NS]); ((double*)mxGetData(R[k]))[m] = (d>2147483620) ? NaN : d; } break; case 0xfe: R[k] = mxCreateNumericMatrix(M, 1, mxSINGLE_CLASS, mxREAL); if (flagSWAP) for (size_t m = 0; m < M; m++) { ((uint32_t*)mxGetData(R[k]))[m] = bswap_32(*(uint32_t*)(data+bi[k]+m*bi[NS]));; } else for (size_t m = 0; m < M; m++) { ((uint32_t*)mxGetData(R[k]))[m] = *(uint32_t*)(data+bi[k]+m*bi[NS]); } break; case 0xff: R[k] = mxCreateDoubleMatrix(M, 1, mxREAL); if (flagSWAP) for (typeof(M) m = 0; m < M; m++) { ((uint64_t*)mxGetData(R[k]))[m] = bswap_64(*(uint64_t*)(data+bi[k]+m*bi[NS])); } else for (typeof(M) m = 0; m < M; m++) { ((uint64_t*)mxGetData(R[k]))[m] = *(uint64_t*)(data+bi[k]+m*bi[NS]); } break; default: R[k] = mxCreateCellMatrix(M, 1); size_t sz = typlist[k]; for (typeof(M) m = 0; m < M; m++) { memcpy(f, data+bi[k]+m*bi[NS], sz); f[sz] = 0; mxSetCell(R[k], m, mxCreateString(f)); } } } if (f) free(f); if (H1) free(H1); if (bi) free(bi); /* convert into output */ POutput[0] = mxCreateStructMatrix(1, 1, NS, ListOfVarNames); for (size_t k = 0; k < NS; k++) { mxSetField(POutput[0], 0, ListOfVarNames[k], R[k]); } if (ListOfVarNames) free(ListOfVarNames); } else if (H0[0]=='%' || H0[0]=='@') { /* ARFF */ uint32_t M=0; TYPE = ARFF; rewind(fid); char *H1 = NULL; count = 0; size_t ns = 0; char *vartyp = NULL; char **datestr = NULL; const char **ListOfVarNames = NULL; mxArray **R = NULL; size_t m = 0; while (!feof(fid)) { HeadLen0 = max(1024,HeadLen0*2); H1 = (char*)realloc(H1,HeadLen0); count += fread(H1+count,1,HeadLen0-count-1,fid); } H1[count] = 0; switch (H1[count-1]) { case 0x0a: case 0x0d: H1[count] = 0; break; default: H1[count] = 0x0a; } H1[count+1] = 0; char *line = strtok(H1,"\x0a\0x0d"); int status = 0; while (line) { if (!strncasecmp(line,"@relation",9)) { status = 1; } else if (status == 1 && !strncasecmp(line,"@attribute",10)) { if (ns<=NS) { ns = max(16, ns*2); ListOfVarNames = (const char**)realloc(ListOfVarNames,ns*sizeof(char*)); vartyp = (char*)realloc(vartyp,ns*sizeof(char)); R = (mxArray**) mxRealloc(R,ns*sizeof(mxArray*)); } size_t k = 10; char *p1, *p2; while (isspace(line[k])) k++; p1 = line+k; while (!isspace(line[k])) k++; line[k++]=0; while (isspace(line[k])) k++; p2 = line+k; ListOfVarNames[NS] = p1; if (!strncasecmp(p2,"numeric",7)) { vartyp[NS] = 1; } else if (!strncasecmp(p2,"integer",7)) { vartyp[NS] = 2; } else if (!strncasecmp(p2,"real",4)) { vartyp[NS] = 3; } else if (!strncasecmp(p2,"string",6)) { vartyp[NS] = 4; } else if (!strncasecmp(p2,"{",1)) { vartyp[NS] = 5; } else if (!strncasecmp(p2,"date",4)) { vartyp[NS] = 6; datestr = (char**)realloc(datestr,(NS+1)*sizeof(char*)); p2+=4; while (isspace(*p2)) p2++; datestr[NS] = p2; if (p2[0]==34) { p2++; while (p2[0]!=34 && p2[0]) p2++; p2[1]=0; } } else if (!strncasecmp(p2,"relational",10)) { vartyp[NS] = 7; } else vartyp[NS] = 99; NS++; } else if (status == 1 && !strncasecmp(line,"@data",5)) { status = 2; char *p = line; while (*p) p++; // goto end of current line p++; // skip \x00 M = 0; while (*p) { if (p[0]==0x0a || p[0]==0x0d) { // count number of M++; // skip next char (deals with ) p+=2; } else p++; } for (size_t k=0; k0x40 && c<0x5b)) && !u ) return(NaN); int s,e; s = *(((char*)&x) + 7) & 0x80; // sign e = (*(((char*)&x) + 7) & 0x7f) - 64; // exponent *(((char*)&x) + 7) = 0; // mantisse x #if DEBUG mexPrintf("%x %x %016Lx\n",s,e,x); #endif double y = ldexp((double)x, e*4-56); if (s) return(-y); else return( y); #endif } /* D2XPT converts from little-endian IEEE to little-endian IBM format */ uint64_t d2xpt(double x) { #if __BYTE_ORDER == __BIG_ENDIAN mexErrMsgTxt("IEEE-to-IBM conversion on big-endian platform not supported, yet"); return(0x2eLL << 56); // NaN - not a number #elif __BYTE_ORDER==__LITTLE_ENDIAN uint64_t s,m; int e; if (x != x) return(0x2eLL << 56); // NaN - not a number if (fabs(x) == 1.0/0.0) return(0x5fLL << 56); // +-infinity if (x == 0.0) return(0); if (x > 0.0) s=0; else s=1; x = frexp(x,&e); #if DEBUG mexPrintf("d2xpt(%f)\n",x); #endif // see http://old.nabble.com/Re%3A-IBM-integer-and-double-formats-p20428979.html memcpy(&m, &x, 8); *(((char*)&m) + 6) &= 0x0f; // if (e) *(((char*)&m) + 6) |= 0x10; // reconstruct implicit leading '1' for normalized numbers m <<= (3-(-e & 3)); *(((uint8_t*)&m) + 7) = s ? 0x80 : 0; e = (e + (-e & 3)) / 4 + 64; if (e >= 128) return(0x5f); // overflow if (e < 0) { uint64_t h = 1<<(4*-e - 1); m = m / (2*h) + (m & h && m & (3*h-1) ? 1 : 0); e = 0; } return (((uint64_t)e)<<56 | m); #endif } double tm_time2gdf_time(struct tm *t) { /* based Octave's datevec.m it referes Peter Baum's algorithm at http://vsg.cape.com/~pbaum/date/date0.htm but the link is not working anymore as of 2008-12-03. Other links to Peter Baum's algorithm are http://www.rexswain.com/b2mmddyy.rex http://www.dpwr.net/forums/index.php?s=ecfa72e38be61327403126e23aeea7e5&showtopic=4309 */ int Y,M,s; //h,m, double D; D = t->tm_mday; M = t->tm_mon+1; Y = t->tm_year+1900; // Set start of year to March by moving Jan. and Feb. to previous year. // Correct for months > 12 by moving to subsequent years. Y += (int)fix ((M-14.0)/12); const int monthstart[] = {306, 337, 0, 31, 61, 92, 122, 153, 184, 214, 245, 275}; // Lookup number of days since start of the current year. D += monthstart[t->tm_mon % 12] + 60; // Add number of days to the start of the current year. Correct // for leap year every 4 years except centuries not divisible by 400. D += 365*Y + floor (Y/4) - floor (Y/100) + floor (Y/400); // Add fraction representing current second of the day. s = t->tm_hour*3600 + t->tm_min*60 + t->tm_sec; // s -= timezone; return(D + s/86400.0); } nan-3.6.1/src/PaxHeaders/svmtrain_mex.cpp0000644000000000000000000000006114140566210015362 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svmtrain_mex.cpp0000644000175000017500000003217014140566210017770 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include #include "svm.h" #include "mex.h" #include "svm_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define CMD_LEN 2048 #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) void print_null(const char *s) {} void print_string_matlab(const char *s) {mexPrintf(s);} void exit_with_help() { mexPrintf( "Usage: model = svmtrain(training_label_vector, training_instance_matrix, 'libsvm_options');\n" "libsvm_options:\n" "-s svm_type : set type of SVM (default 0)\n" " 0 -- C-SVC (multi-class classification)\n" " 1 -- nu-SVC (multi-class classification)\n" " 2 -- one-class SVM\n" " 3 -- epsilon-SVR (regression)\n" " 4 -- nu-SVR (regression)\n" "-t kernel_type : set type of kernel function (default 2)\n" " 0 -- linear: u'*v\n" " 1 -- polynomial: (gamma*u'*v + coef0)^degree\n" " 2 -- radial basis function: exp(-gamma*|u-v|^2)\n" " 3 -- sigmoid: tanh(gamma*u'*v + coef0)\n" " 4 -- precomputed kernel (kernel values in training_instance_matrix)\n" "-d degree : set degree in kernel function (default 3)\n" "-g gamma : set gamma in kernel function (default 1/num_features)\n" "-r coef0 : set coef0 in kernel function (default 0)\n" "-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)\n" "-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)\n" "-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)\n" "-m cachesize : set cache memory size in MB (default 100)\n" "-e epsilon : set tolerance of termination criterion (default 0.001)\n" "-h shrinking : whether to use the shrinking heuristics, 0 or 1 (default 1)\n" "-b probability_estimates : whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)\n" "-wi weight : set the parameter C of class i to weight*C, for C-SVC (default 1)\n" "-v n: n-fold cross validation mode\n" "-q : quiet mode (no outputs)\n" ); } // svm arguments struct svm_parameter param; // set by parse_command_line struct svm_problem prob; // set by read_problem struct svm_model *model; struct svm_node *x_space; int cross_validation; int nr_fold; double do_cross_validation() { int i; int total_correct = 0; double total_error = 0; double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0; double *target = Malloc(double,prob.l); double retval = 0.0; svm_cross_validation(&prob,¶m,nr_fold,target); if(param.svm_type == EPSILON_SVR || param.svm_type == NU_SVR) { for(i=0;i 2) { // put options in argv[] mxGetString(prhs[2], cmd, mxGetN(prhs[2]) + 1); if((argv[argc] = strtok(cmd, " ")) != NULL) while((argv[++argc] = strtok(NULL, " ")) != NULL) ; } // parse options for(i=1;i=argc && argv[i-1][1] != 'q') // since option -q has no parameter return 1; switch(argv[i-1][1]) { case 's': param.svm_type = atoi(argv[i]); break; case 't': param.kernel_type = atoi(argv[i]); break; case 'd': param.degree = atoi(argv[i]); break; case 'g': param.gamma = atof(argv[i]); break; case 'r': param.coef0 = atof(argv[i]); break; case 'n': param.nu = atof(argv[i]); break; case 'm': param.cache_size = atof(argv[i]); break; case 'c': param.C = atof(argv[i]); break; case 'e': param.eps = atof(argv[i]); break; case 'p': param.p = atof(argv[i]); break; case 'h': param.shrinking = atoi(argv[i]); break; case 'b': param.probability = atoi(argv[i]); break; case 'q': print_func = &print_null; i--; break; case 'v': cross_validation = 1; nr_fold = atoi(argv[i]); if(nr_fold < 2) { mexPrintf("n-fold cross validation: n must >= 2\n"); return 1; } break; case 'w': ++param.nr_weight; param.weight_label = (int *)realloc(param.weight_label,sizeof(int)*param.nr_weight); param.weight = (double *)realloc(param.weight,sizeof(double)*param.nr_weight); param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]); param.weight[param.nr_weight-1] = atof(argv[i]); break; default: mexPrintf("Unknown option -%c\n", argv[i-1][1]); return 1; } } svm_set_print_string_function(print_func); return 0; } // read in a problem (in svmlight format) int read_problem_dense(const mxArray *label_vec, const mxArray *instance_mat) { // using size_t due to the output type of matlab functions size_t i, j, k, l; size_t elements, max_index, sc, label_vector_row_num; double *samples, *labels; prob.x = NULL; prob.y = NULL; x_space = NULL; labels = mxGetPr(label_vec); samples = mxGetPr(instance_mat); sc = mxGetN(instance_mat); elements = 0; // number of instances l = mxGetM(instance_mat); label_vector_row_num = mxGetM(label_vec); prob.l = (int)l; if(label_vector_row_num!=l) { mexPrintf("Length of label vector does not match # of instances.\n"); return -1; } if(param.kernel_type == PRECOMPUTED) elements = l * (sc + 1); else { for(i = 0; i < l; i++) { for(k = 0; k < sc; k++) if(samples[k * l + i] != 0) elements++; // count the '-1' element elements++; } } prob.y = Malloc(double,l); prob.x = Malloc(struct svm_node *,l); x_space = Malloc(struct svm_node, elements); max_index = sc; j = 0; for(i = 0; i < l; i++) { prob.x[i] = &x_space[j]; prob.y[i] = labels[i]; for(k = 0; k < sc; k++) { if(param.kernel_type == PRECOMPUTED || samples[k * l + i] != 0) { x_space[j].index = (int)k + 1; x_space[j].value = samples[k * l + i]; j++; } } x_space[j++].index = -1; } if(param.gamma == 0 && max_index > 0) param.gamma = (double)(1.0/max_index); if(param.kernel_type == PRECOMPUTED) for(i=0;i (int)max_index) { mexPrintf("Wrong input format: sample_serial_number out of range\n"); return -1; } } return 0; } int read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat) { mwIndex *ir, *jc, low, high, k; // using size_t due to the output type of matlab functions size_t i, j, l, elements, max_index, label_vector_row_num; mwSize num_samples; double *samples, *labels; mxArray *instance_mat_col; // transposed instance sparse matrix prob.x = NULL; prob.y = NULL; x_space = NULL; // transpose instance matrix { mxArray *prhs[1], *plhs[1]; prhs[0] = mxDuplicateArray(instance_mat); if(mexCallMATLAB(1, plhs, 1, prhs, "transpose")) { mexPrintf("Error: cannot transpose training instance matrix\n"); return -1; } instance_mat_col = plhs[0]; mxDestroyArray(prhs[0]); } // each column is one instance labels = mxGetPr(label_vec); samples = mxGetPr(instance_mat_col); ir = mxGetIr(instance_mat_col); jc = mxGetJc(instance_mat_col); num_samples = mxGetNzmax(instance_mat_col); // number of instances l = mxGetN(instance_mat_col); label_vector_row_num = mxGetM(label_vec); prob.l = (int) l; if(label_vector_row_num!=l) { mexPrintf("Length of label vector does not match # of instances.\n"); return -1; } elements = num_samples + l; max_index = mxGetM(instance_mat_col); prob.y = Malloc(double,l); prob.x = Malloc(struct svm_node *,l); x_space = Malloc(struct svm_node, elements); j = 0; for(i=0;i 0) param.gamma = (double)(1.0/max_index); return 0; } static void fake_answer(int nlhs, mxArray *plhs[]) { int i; for(i=0;i 1) { exit_with_help(); fake_answer(nlhs, plhs); return; } // Transform the input Matrix to libsvm format if(nrhs > 1 && nrhs < 4) { int err; if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) { mexPrintf("Error: label vector and instance matrix must be double\n"); fake_answer(nlhs, plhs); return; } if(mxIsSparse(prhs[0])) { mexPrintf("Error: label vector should not be in sparse format\n"); fake_answer(nlhs, plhs); return; } if(parse_command_line(nrhs, prhs, NULL)) { exit_with_help(); svm_destroy_param(¶m); fake_answer(nlhs, plhs); return; } if(mxIsSparse(prhs[1])) { if(param.kernel_type == PRECOMPUTED) { // precomputed kernel requires dense matrix, so we make one mxArray *rhs[1], *lhs[1]; rhs[0] = mxDuplicateArray(prhs[1]); if(mexCallMATLAB(1, lhs, 1, rhs, "full")) { mexPrintf("Error: cannot generate a full training instance matrix\n"); svm_destroy_param(¶m); fake_answer(nlhs, plhs); return; } err = read_problem_dense(prhs[0], lhs[0]); mxDestroyArray(lhs[0]); mxDestroyArray(rhs[0]); } else err = read_problem_sparse(prhs[0], prhs[1]); } else err = read_problem_dense(prhs[0], prhs[1]); // svmtrain's original code error_msg = svm_check_parameter(&prob, ¶m); if(err || error_msg) { if (error_msg != NULL) mexPrintf("Error: %s\n", error_msg); svm_destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); fake_answer(nlhs, plhs); return; } if(cross_validation) { double *ptr; plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(plhs[0]); ptr[0] = do_cross_validation(); } else { int nr_feat = (int)mxGetN(prhs[1]); const char *error_msg; model = svm_train(&prob, ¶m); error_msg = model_to_matlab_structure(plhs, nr_feat, model); if(error_msg) mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg); svm_free_and_destroy_model(&model); } svm_destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); } else { exit_with_help(); fake_answer(nlhs, plhs); return; } } nan-3.6.1/src/PaxHeaders/tron.h0000644000000000000000000000006114140566210013275 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/tron.h0000644000175000017500000000456414140566210015711 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #ifndef _TRON_H #define _TRON_H class function { public: virtual double fun(double *w) = 0 ; virtual void grad(double *w, double *g) = 0 ; virtual void Hv(double *s, double *Hs) = 0 ; virtual int get_nr_variable(void) = 0 ; virtual void get_diag_preconditioner(double *M) = 0 ; virtual ~function(void){} }; class TRON { public: TRON(const function *fun_obj, double eps = 0.1, double eps_cg = 0.1, int max_iter = 1000); ~TRON(); void tron(double *w); void set_print_string(void (*i_print) (const char *buf)); private: int trpcg(double delta, double *g, double *M, double *s, double *r, bool *reach_boundary); double norm_inf(int n, double *x); double eps; double eps_cg; int max_iter; function *fun_obj; void info(const char *fmt,...); void (*tron_print_string)(const char *buf); }; #endif nan-3.6.1/src/PaxHeaders/linear.cpp0000644000000000000000000000006114140566210014120 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/linear.cpp0000644000175000017500000017622114140566210016534 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include #include #include #include "linear.h" #include "tron.h" int liblinear_version = LIBLINEAR_VERSION; typedef signed char schar; template static inline void swap(T& x, T& y) { T t=x; x=y; y=t; } #ifndef min template static inline T min(T x,T y) { return (x static inline T max(T x,T y) { return (x>y)?x:y; } #endif template static inline void clone(T*& dst, S* src, int n) { dst = new T[n]; memcpy((void *)dst,(void *)src,sizeof(T)*n); } #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) #define INF HUGE_VAL static void print_string_stdout(const char *s) { fputs(s,stdout); fflush(stdout); } static void print_null(const char*) {} static void (*liblinear_print_string) (const char *) = &print_string_stdout; #if 1 static void info(const char *fmt,...) { char buf[BUFSIZ]; va_list ap; va_start(ap,fmt); vsprintf(buf,fmt,ap); va_end(ap); (*liblinear_print_string)(buf); } #else static void info(const char *fmt,...) {} #endif class sparse_operator { public: static double nrm2_sq(const feature_node *x) { double ret = 0; while(x->index != -1) { ret += x->value*x->value; x++; } return (ret); } static double dot(const double *s, const feature_node *x) { double ret = 0; while(x->index != -1) { ret += s[x->index-1]*x->value; x++; } return (ret); } static void axpy(const double a, const feature_node *x, double *y) { while(x->index != -1) { y[x->index-1] += a*x->value; x++; } } }; class l2r_lr_fun: public function { public: l2r_lr_fun(const problem *prob, double *C); ~l2r_lr_fun(); double fun(double *w); void grad(double *w, double *g); void Hv(double *s, double *Hs); int get_nr_variable(void); void get_diag_preconditioner(double *M); private: void Xv(double *v, double *Xv); void XTv(double *v, double *XTv); double *C; double *z; double *D; const problem *prob; }; l2r_lr_fun::l2r_lr_fun(const problem *prob, double *C) { int l=prob->l; this->prob = prob; z = new double[l]; D = new double[l]; this->C = C; } l2r_lr_fun::~l2r_lr_fun() { delete[] z; delete[] D; } double l2r_lr_fun::fun(double *w) { int i; double f=0; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); Xv(w, z); for(i=0;i= 0) f += C[i]*log(1 + exp(-yz)); else f += C[i]*(-yz+log(1 + exp(yz))); } return(f); } void l2r_lr_fun::grad(double *w, double *g) { int i; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); for(i=0;in; } void l2r_lr_fun::get_diag_preconditioner(double *M) { int i; int l = prob->l; int w_size=get_nr_variable(); feature_node **x = prob->x; for (i=0; iindex!=-1) { M[s->index-1] += s->value*s->value*C[i]*D[i]; s++; } } } void l2r_lr_fun::Hv(double *s, double *Hs) { int i; int l=prob->l; int w_size=get_nr_variable(); feature_node **x=prob->x; for(i=0;il; feature_node **x=prob->x; for(i=0;il; int w_size=get_nr_variable(); feature_node **x=prob->x; for(i=0;il; this->prob = prob; z = new double[l]; I = new int[l]; this->C = C; } l2r_l2_svc_fun::~l2r_l2_svc_fun() { delete[] z; delete[] I; } double l2r_l2_svc_fun::fun(double *w) { int i; double f=0; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); Xv(w, z); for(i=0;i 0) f += C[i]*d*d; } return(f); } void l2r_l2_svc_fun::grad(double *w, double *g) { int i; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); sizeI = 0; for (i=0;in; } void l2r_l2_svc_fun::get_diag_preconditioner(double *M) { int i; int w_size=get_nr_variable(); feature_node **x = prob->x; for (i=0; iindex!=-1) { M[s->index-1] += s->value*s->value*C[idx]*2; s++; } } } void l2r_l2_svc_fun::Hv(double *s, double *Hs) { int i; int w_size=get_nr_variable(); feature_node **x=prob->x; for(i=0;il; feature_node **x=prob->x; for(i=0;ix; for(i=0;ip = p; } double l2r_l2_svr_fun::fun(double *w) { int i; double f=0; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); double d; Xv(w, z); for(i=0;i p) f += C[i]*(d-p)*(d-p); } return(f); } void l2r_l2_svr_fun::grad(double *w, double *g) { int i; double *y=prob->y; int l=prob->l; int w_size=get_nr_variable(); double d; sizeI = 0; for(i=0;i p) { z[sizeI] = C[i]*(d-p); I[sizeI] = i; sizeI++; } } subXTv(z, g); for(i=0;iy[i]) // To support weights for instances, use GETI(i) (i) class Solver_MCSVM_CS { public: Solver_MCSVM_CS(const problem *prob, int nr_class, double *C, double eps=0.1, int max_iter=100000); ~Solver_MCSVM_CS(); void Solve(double *w); private: void solve_sub_problem(double A_i, int yi, double C_yi, int active_i, double *alpha_new); bool be_shrunk(int i, int m, int yi, double alpha_i, double minG); double *B, *C, *G; int w_size, l; int nr_class; int max_iter; double eps; const problem *prob; }; Solver_MCSVM_CS::Solver_MCSVM_CS(const problem *prob, int nr_class, double *weighted_C, double eps, int max_iter) { this->w_size = prob->n; this->l = prob->l; this->nr_class = nr_class; this->eps = eps; this->max_iter = max_iter; this->prob = prob; this->B = new double[nr_class]; this->G = new double[nr_class]; this->C = weighted_C; } Solver_MCSVM_CS::~Solver_MCSVM_CS() { delete[] B; delete[] G; } int compare_double(const void *a, const void *b) { if(*(double *)a > *(double *)b) return -1; if(*(double *)a < *(double *)b) return 1; return 0; } void Solver_MCSVM_CS::solve_sub_problem(double A_i, int yi, double C_yi, int active_i, double *alpha_new) { int r; double *D; clone(D, B, active_i); if(yi < active_i) D[yi] += A_i*C_yi; qsort(D, active_i, sizeof(double), compare_double); double beta = D[0] - A_i*C_yi; for(r=1;ry[i] == m // alpha[i*nr_class+m] <= 0 if prob->y[i] != m // If initial alpha isn't zero, uncomment the for loop below to initialize w for(i=0;ix[i]; QD[i] = 0; while(xi->index != -1) { double val = xi->value; QD[i] += val*val; // Uncomment the for loop if initial alpha isn't zero // for(m=0; mindex-1)*nr_class+m] += alpha[i*nr_class+m]*val; xi++; } active_size_i[i] = nr_class; y_index[i] = (int)prob->y[i]; index[i] = i; } while(iter < max_iter) { double stopping = -INF; for(i=0;i 0) { for(m=0;mx[i]; while(xi->index!= -1) { double *w_i = &w[(xi->index-1)*nr_class]; for(m=0;mvalue); xi++; } double minG = INF; double maxG = -INF; for(m=0;m maxG) maxG = G[m]; } if(y_index[i] < active_size_i[i]) if(alpha_i[(int) prob->y[i]] < C[GETI(i)] && G[y_index[i]] < minG) minG = G[y_index[i]]; for(m=0;mm) { if(!be_shrunk(i, active_size_i[i], y_index[i], alpha_i[alpha_index_i[active_size_i[i]]], minG)) { swap(alpha_index_i[m], alpha_index_i[active_size_i[i]]); swap(G[m], G[active_size_i[i]]); if(y_index[i] == active_size_i[i]) y_index[i] = m; else if(y_index[i] == m) y_index[i] = active_size_i[i]; break; } active_size_i[i]--; } } } if(active_size_i[i] <= 1) { active_size--; swap(index[s], index[active_size]); s--; continue; } if(maxG-minG <= 1e-12) continue; else stopping = max(maxG - minG, stopping); for(m=0;m= 1e-12) { d_ind[nz_d] = alpha_index_i[m]; d_val[nz_d] = d; nz_d++; } } xi = prob->x[i]; while(xi->index != -1) { double *w_i = &w[(xi->index-1)*nr_class]; for(m=0;mvalue; xi++; } } } iter++; if(iter % 10 == 0) { info("."); } if(stopping < eps_shrink) { if(stopping < eps && start_from_all == true) break; else { active_size = l; for(i=0;i= max_iter) info("\nWARNING: reaching max number of iterations\n"); // calculate objective value double v = 0; int nSV = 0; for(i=0;i 0) nSV++; } for(i=0;iy[i]]; info("Objective value = %lf\n",v); info("nSV = %d\n",nSV); delete [] alpha; delete [] alpha_new; delete [] index; delete [] QD; delete [] d_ind; delete [] d_val; delete [] alpha_index; delete [] y_index; delete [] active_size_i; } // A coordinate descent algorithm for // L1-loss and L2-loss SVM dual problems // // min_\alpha 0.5(\alpha^T (Q + D)\alpha) - e^T \alpha, // s.t. 0 <= \alpha_i <= upper_bound_i, // // where Qij = yi yj xi^T xj and // D is a diagonal matrix // // In L1-SVM case: // upper_bound_i = Cp if y_i = 1 // upper_bound_i = Cn if y_i = -1 // D_ii = 0 // In L2-SVM case: // upper_bound_i = INF // D_ii = 1/(2*Cp) if y_i = 1 // D_ii = 1/(2*Cn) if y_i = -1 // // Given: // x, y, Cp, Cn // eps is the stopping tolerance // // solution will be put in w // // See Algorithm 3 of Hsieh et al., ICML 2008 #undef GETI #define GETI(i) (y[i]+1) // To support weights for instances, use GETI(i) (i) static void solve_l2r_l1l2_svc( const problem *prob, double *w, double eps, double Cp, double Cn, int solver_type) { int l = prob->l; int w_size = prob->n; int i, s, iter = 0; double C, d, G; double *QD = new double[l]; int max_iter = 1000; int *index = new int[l]; double *alpha = new double[l]; schar *y = new schar[l]; int active_size = l; // PG: projected gradient, for shrinking and stopping double PG; double PGmax_old = INF; double PGmin_old = -INF; double PGmax_new, PGmin_new; // default solver_type: L2R_L2LOSS_SVC_DUAL double diag[3] = {0.5/Cn, 0, 0.5/Cp}; double upper_bound[3] = {INF, 0, INF}; if(solver_type == L2R_L1LOSS_SVC_DUAL) { diag[0] = 0; diag[2] = 0; upper_bound[0] = Cn; upper_bound[2] = Cp; } for(i=0; iy[i] > 0) { y[i] = +1; } else { y[i] = -1; } } // Initial alpha can be set here. Note that // 0 <= alpha[i] <= upper_bound[GETI(i)] for(i=0; ix[i]; QD[i] += sparse_operator::nrm2_sq(xi); sparse_operator::axpy(y[i]*alpha[i], xi, w); index[i] = i; } while (iter < max_iter) { PGmax_new = -INF; PGmin_new = INF; for (i=0; ix[i]; G = yi*sparse_operator::dot(w, xi)-1; C = upper_bound[GETI(i)]; G += alpha[i]*diag[GETI(i)]; PG = 0; if (alpha[i] == 0) { if (G > PGmax_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } else if (G < 0) PG = G; } else if (alpha[i] == C) { if (G < PGmin_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } else if (G > 0) PG = G; } else PG = G; PGmax_new = max(PGmax_new, PG); PGmin_new = min(PGmin_new, PG); if(fabs(PG) > 1.0e-12) { double alpha_old = alpha[i]; alpha[i] = min(max(alpha[i] - G/QD[i], 0.0), C); d = (alpha[i] - alpha_old)*yi; sparse_operator::axpy(d, xi, w); } } iter++; if(iter % 10 == 0) info("."); if(PGmax_new - PGmin_new <= eps) { if(active_size == l) break; else { active_size = l; info("*"); PGmax_old = INF; PGmin_old = -INF; continue; } } PGmax_old = PGmax_new; PGmin_old = PGmin_new; if (PGmax_old <= 0) PGmax_old = INF; if (PGmin_old >= 0) PGmin_old = -INF; } info("\noptimization finished, #iter = %d\n",iter); if (iter >= max_iter) info("\nWARNING: reaching max number of iterations\nUsing -s 2 may be faster (also see FAQ)\n\n"); // calculate objective value double v = 0; int nSV = 0; for(i=0; i 0) ++nSV; } info("Objective value = %lf\n",v/2); info("nSV = %d\n",nSV); delete [] QD; delete [] alpha; delete [] y; delete [] index; } // A coordinate descent algorithm for // L1-loss and L2-loss epsilon-SVR dual problem // // min_\beta 0.5\beta^T (Q + diag(lambda)) \beta - p \sum_{i=1}^l|\beta_i| + \sum_{i=1}^l yi\beta_i, // s.t. -upper_bound_i <= \beta_i <= upper_bound_i, // // where Qij = xi^T xj and // D is a diagonal matrix // // In L1-SVM case: // upper_bound_i = C // lambda_i = 0 // In L2-SVM case: // upper_bound_i = INF // lambda_i = 1/(2*C) // // Given: // x, y, p, C // eps is the stopping tolerance // // solution will be put in w // // See Algorithm 4 of Ho and Lin, 2012 #undef GETI #define GETI(i) (0) // To support weights for instances, use GETI(i) (i) static void solve_l2r_l1l2_svr( const problem *prob, double *w, const parameter *param, int solver_type) { int l = prob->l; double C = param->C; double p = param->p; int w_size = prob->n; double eps = param->eps; int i, s, iter = 0; int max_iter = 1000; int active_size = l; int *index = new int[l]; double d, G, H; double Gmax_old = INF; double Gmax_new, Gnorm1_new; double Gnorm1_init = -1.0; // Gnorm1_init is initialized at the first iteration double *beta = new double[l]; double *QD = new double[l]; double *y = prob->y; // L2R_L2LOSS_SVR_DUAL double lambda[1], upper_bound[1]; lambda[0] = 0.5/C; upper_bound[0] = INF; if(solver_type == L2R_L1LOSS_SVR_DUAL) { lambda[0] = 0; upper_bound[0] = C; } // Initial beta can be set here. Note that // -upper_bound <= beta[i] <= upper_bound for(i=0; ix[i]; QD[i] = sparse_operator::nrm2_sq(xi); sparse_operator::axpy(beta[i], xi, w); index[i] = i; } while(iter < max_iter) { Gmax_new = 0; Gnorm1_new = 0; for(i=0; ix[i]; G += sparse_operator::dot(w, xi); double Gp = G+p; double Gn = G-p; double violation = 0; if(beta[i] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; else if(Gp>Gmax_old && Gn<-Gmax_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(beta[i] >= upper_bound[GETI(i)]) { if(Gp > 0) violation = Gp; else if(Gp < -Gmax_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(beta[i] <= -upper_bound[GETI(i)]) { if(Gn < 0) violation = -Gn; else if(Gn > Gmax_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(beta[i] > 0) violation = fabs(Gp); else violation = fabs(Gn); Gmax_new = max(Gmax_new, violation); Gnorm1_new += violation; // obtain Newton direction d if(Gp < H*beta[i]) d = -Gp/H; else if(Gn > H*beta[i]) d = -Gn/H; else d = -beta[i]; if(fabs(d) < 1.0e-12) continue; double beta_old = beta[i]; beta[i] = min(max(beta[i]+d, -upper_bound[GETI(i)]), upper_bound[GETI(i)]); d = beta[i]-beta_old; if(d != 0) sparse_operator::axpy(d, xi, w); } if(iter == 0) Gnorm1_init = Gnorm1_new; iter++; if(iter % 10 == 0) info("."); if(Gnorm1_new <= eps*Gnorm1_init) { if(active_size == l) break; else { active_size = l; info("*"); Gmax_old = INF; continue; } } Gmax_old = Gmax_new; } info("\noptimization finished, #iter = %d\n", iter); if(iter >= max_iter) info("\nWARNING: reaching max number of iterations\nUsing -s 11 may be faster\n\n"); // calculate objective value double v = 0; int nSV = 0; for(i=0; il; int w_size = prob->n; int i, s, iter = 0; double *xTx = new double[l]; int max_iter = 1000; int *index = new int[l]; double *alpha = new double[2*l]; // store alpha and C - alpha schar *y = new schar[l]; int max_inner_iter = 100; // for inner Newton double innereps = 1e-2; double innereps_min = min(1e-8, eps); double upper_bound[3] = {Cn, 0, Cp}; for(i=0; iy[i] > 0) { y[i] = +1; } else { y[i] = -1; } } // Initial alpha can be set here. Note that // 0 < alpha[i] < upper_bound[GETI(i)] // alpha[2*i] + alpha[2*i+1] = upper_bound[GETI(i)] for(i=0; ix[i]; xTx[i] = sparse_operator::nrm2_sq(xi); sparse_operator::axpy(y[i]*alpha[2*i], xi, w); index[i] = i; } while (iter < max_iter) { for (i=0; ix[i]; ywTx = yi*sparse_operator::dot(w, xi); double a = xisq, b = ywTx; // Decide to minimize g_1(z) or g_2(z) int ind1 = 2*i, ind2 = 2*i+1, sign = 1; if(0.5*a*(alpha[ind2]-alpha[ind1])+b < 0) { ind1 = 2*i+1; ind2 = 2*i; sign = -1; } // g_t(z) = z*log(z) + (C-z)*log(C-z) + 0.5a(z-alpha_old)^2 + sign*b(z-alpha_old) double alpha_old = alpha[ind1]; double z = alpha_old; if(C - z < 0.5 * C) z = 0.1*z; double gp = a*(z-alpha_old)+sign*b+log(z/(C-z)); Gmax = max(Gmax, fabs(gp)); // Newton method on the sub-problem const double eta = 0.1; // xi in the paper int inner_iter = 0; while (inner_iter <= max_inner_iter) { if(fabs(gp) < innereps) break; double gpp = a + C/(C-z)/z; double tmpz = z - gp/gpp; if(tmpz <= 0) z *= eta; else // tmpz in (0, C) z = tmpz; gp = a*(z-alpha_old)+sign*b+log(z/(C-z)); newton_iter++; inner_iter++; } if(inner_iter > 0) // update w { alpha[ind1] = z; alpha[ind2] = C-z; sparse_operator::axpy(sign*(z-alpha_old)*yi, xi, w); } } iter++; if(iter % 10 == 0) info("."); if(Gmax < eps) break; if(newton_iter <= l/10) innereps = max(innereps_min, 0.1*innereps); } info("\noptimization finished, #iter = %d\n",iter); if (iter >= max_iter) info("\nWARNING: reaching max number of iterations\nUsing -s 0 may be faster (also see FAQ)\n\n"); // calculate objective value double v = 0; for(i=0; il; int w_size = prob_col->n; int j, s, iter = 0; int max_iter = 1000; int active_size = w_size; int max_num_linesearch = 20; double sigma = 0.01; double d, G_loss, G, H; double Gmax_old = INF; double Gmax_new, Gnorm1_new; double Gnorm1_init = -1.0; // Gnorm1_init is initialized at the first iteration double d_old, d_diff; double loss_old, loss_new; double appxcond, cond; int *index = new int[w_size]; schar *y = new schar[l]; double *b = new double[l]; // b = 1-ywTx double *xj_sq = new double[w_size]; feature_node *x; double C[3] = {Cn,0,Cp}; // Initial w can be set here. for(j=0; jy[j] > 0) y[j] = 1; else y[j] = -1; } for(j=0; jx[j]; while(x->index != -1) { int ind = x->index-1; x->value *= y[ind]; // x->value stores yi*xij double val = x->value; b[ind] -= w[j]*val; xj_sq[j] += C[GETI(ind)]*val*val; x++; } } while(iter < max_iter) { Gmax_new = 0; Gnorm1_new = 0; for(j=0; jx[j]; while(x->index != -1) { int ind = x->index-1; if(b[ind] > 0) { double val = x->value; double tmp = C[GETI(ind)]*val; G_loss -= tmp*b[ind]; H += tmp*val; } x++; } G_loss *= 2; G = G_loss; H *= 2; H = max(H, 1e-12); double Gp = G+1; double Gn = G-1; double violation = 0; if(w[j] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; else if(Gp>Gmax_old/l && Gn<-Gmax_old/l) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(w[j] > 0) violation = fabs(Gp); else violation = fabs(Gn); Gmax_new = max(Gmax_new, violation); Gnorm1_new += violation; // obtain Newton direction d if(Gp < H*w[j]) d = -Gp/H; else if(Gn > H*w[j]) d = -Gn/H; else d = -w[j]; if(fabs(d) < 1.0e-12) continue; double delta = fabs(w[j]+d)-fabs(w[j]) + G*d; d_old = 0; int num_linesearch; for(num_linesearch=0; num_linesearch < max_num_linesearch; num_linesearch++) { d_diff = d_old - d; cond = fabs(w[j]+d)-fabs(w[j]) - sigma*delta; appxcond = xj_sq[j]*d*d + G_loss*d + cond; if(appxcond <= 0) { x = prob_col->x[j]; sparse_operator::axpy(d_diff, x, b); break; } if(num_linesearch == 0) { loss_old = 0; loss_new = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index-1; if(b[ind] > 0) loss_old += C[GETI(ind)]*b[ind]*b[ind]; double b_new = b[ind] + d_diff*x->value; b[ind] = b_new; if(b_new > 0) loss_new += C[GETI(ind)]*b_new*b_new; x++; } } else { loss_new = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index-1; double b_new = b[ind] + d_diff*x->value; b[ind] = b_new; if(b_new > 0) loss_new += C[GETI(ind)]*b_new*b_new; x++; } } cond = cond + loss_new - loss_old; if(cond <= 0) break; else { d_old = d; d *= 0.5; delta *= 0.5; } } w[j] += d; // recompute b[] if line search takes too many steps if(num_linesearch >= max_num_linesearch) { info("#"); for(int i=0; ix[i]; sparse_operator::axpy(-w[i], x, b); } } } if(iter == 0) Gnorm1_init = Gnorm1_new; iter++; if(iter % 10 == 0) info("."); if(Gnorm1_new <= eps*Gnorm1_init) { if(active_size == w_size) break; else { active_size = w_size; info("*"); Gmax_old = INF; continue; } } Gmax_old = Gmax_new; } info("\noptimization finished, #iter = %d\n", iter); if(iter >= max_iter) info("\nWARNING: reaching max number of iterations\n"); // calculate objective value double v = 0; int nnz = 0; for(j=0; jx[j]; while(x->index != -1) { x->value *= prob_col->y[x->index-1]; // restore x->value x++; } if(w[j] != 0) { v += fabs(w[j]); nnz++; } } for(j=0; j 0) v += C[GETI(j)]*b[j]*b[j]; info("Objective value = %lf\n", v); info("#nonzeros/#features = %d/%d\n", nnz, w_size); delete [] index; delete [] y; delete [] b; delete [] xj_sq; } // A coordinate descent algorithm for // L1-regularized logistic regression problems // // min_w \sum |wj| + C \sum log(1+exp(-yi w^T xi)), // // Given: // x, y, Cp, Cn // eps is the stopping tolerance // // solution will be put in w // // See Yuan et al. (2011) and appendix of LIBLINEAR paper, Fan et al. (2008) #undef GETI #define GETI(i) (y[i]+1) // To support weights for instances, use GETI(i) (i) static void solve_l1r_lr( const problem *prob_col, double *w, double eps, double Cp, double Cn) { int l = prob_col->l; int w_size = prob_col->n; int j, s, newton_iter=0, iter=0; int max_newton_iter = 100; int max_iter = 1000; int max_num_linesearch = 20; int active_size; int QP_active_size; double nu = 1e-12; double inner_eps = 1; double sigma = 0.01; double w_norm, w_norm_new; double z, G, H; double Gnorm1_init = -1.0; // Gnorm1_init is initialized at the first iteration double Gmax_old = INF; double Gmax_new, Gnorm1_new; double QP_Gmax_old = INF; double QP_Gmax_new, QP_Gnorm1_new; double delta, negsum_xTd, cond; int *index = new int[w_size]; schar *y = new schar[l]; double *Hdiag = new double[w_size]; double *Grad = new double[w_size]; double *wpd = new double[w_size]; double *xjneg_sum = new double[w_size]; double *xTd = new double[l]; double *exp_wTx = new double[l]; double *exp_wTx_new = new double[l]; double *tau = new double[l]; double *D = new double[l]; feature_node *x; double C[3] = {Cn,0,Cp}; // Initial w can be set here. for(j=0; jy[j] > 0) y[j] = 1; else y[j] = -1; exp_wTx[j] = 0; } w_norm = 0; for(j=0; jx[j]; while(x->index != -1) { int ind = x->index-1; double val = x->value; exp_wTx[ind] += w[j]*val; if(y[ind] == -1) xjneg_sum[j] += C[GETI(ind)]*val; x++; } } for(j=0; jx[j]; while(x->index != -1) { int ind = x->index-1; Hdiag[j] += x->value*x->value*D[ind]; tmp += x->value*tau[ind]; x++; } Grad[j] = -tmp + xjneg_sum[j]; double Gp = Grad[j]+1; double Gn = Grad[j]-1; double violation = 0; if(w[j] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; //outer-level shrinking else if(Gp>Gmax_old/l && Gn<-Gmax_old/l) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(w[j] > 0) violation = fabs(Gp); else violation = fabs(Gn); Gmax_new = max(Gmax_new, violation); Gnorm1_new += violation; } if(newton_iter == 0) Gnorm1_init = Gnorm1_new; if(Gnorm1_new <= eps*Gnorm1_init) break; iter = 0; QP_Gmax_old = INF; QP_active_size = active_size; for(int i=0; ix[j]; G = Grad[j] + (wpd[j]-w[j])*nu; while(x->index != -1) { int ind = x->index-1; G += x->value*D[ind]*xTd[ind]; x++; } double Gp = G+1; double Gn = G-1; double violation = 0; if(wpd[j] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; //inner-level shrinking else if(Gp>QP_Gmax_old/l && Gn<-QP_Gmax_old/l) { QP_active_size--; swap(index[s], index[QP_active_size]); s--; continue; } } else if(wpd[j] > 0) violation = fabs(Gp); else violation = fabs(Gn); QP_Gmax_new = max(QP_Gmax_new, violation); QP_Gnorm1_new += violation; // obtain solution of one-variable problem if(Gp < H*wpd[j]) z = -Gp/H; else if(Gn > H*wpd[j]) z = -Gn/H; else z = -wpd[j]; if(fabs(z) < 1.0e-12) continue; z = min(max(z,-10.0),10.0); wpd[j] += z; x = prob_col->x[j]; sparse_operator::axpy(z, x, xTd); } iter++; if(QP_Gnorm1_new <= inner_eps*Gnorm1_init) { //inner stopping if(QP_active_size == active_size) break; //active set reactivation else { QP_active_size = active_size; QP_Gmax_old = INF; continue; } } QP_Gmax_old = QP_Gmax_new; } if(iter >= max_iter) info("WARNING: reaching max number of inner iterations\n"); delta = 0; w_norm_new = 0; for(j=0; j= max_num_linesearch) { for(int i=0; ix[i]; sparse_operator::axpy(w[i], x, exp_wTx); } for(int i=0; i= max_newton_iter) info("WARNING: reaching max number of iterations\n"); // calculate objective value double v = 0; int nnz = 0; for(j=0; jl; int n = prob->n; size_t nnz = 0; size_t *col_ptr = new size_t [n+1]; feature_node *x_space; prob_col->l = l; prob_col->n = n; prob_col->y = new double[l]; prob_col->x = new feature_node*[n]; for(i=0; iy[i] = prob->y[i]; for(i=0; ix[i]; while(x->index != -1) { nnz++; col_ptr[x->index]++; x++; } } for(i=1; ix[i] = &x_space[col_ptr[i]]; for(i=0; ix[i]; while(x->index != -1) { int ind = x->index-1; x_space[col_ptr[ind]].index = i+1; // starts from 1 x_space[col_ptr[ind]].value = x->value; col_ptr[ind]++; x++; } } for(i=0; il; int max_nr_class = 16; int nr_class = 0; int *label = Malloc(int,max_nr_class); int *count = Malloc(int,max_nr_class); int *data_label = Malloc(int,l); int i; for(i=0;iy[i]; int j; for(j=0;jeps; double eps_cg = 0.1; if(param->init_sol != NULL) eps_cg = 0.5; int pos = 0; int neg = 0; for(int i=0;il;i++) if(prob->y[i] > 0) pos++; neg = prob->l - pos; double primal_solver_tol = eps*max(min(pos,neg), 1)/prob->l; function *fun_obj=NULL; switch(param->solver_type) { case L2R_LR: { double *C = new double[prob->l]; for(int i = 0; i < prob->l; i++) { if(prob->y[i] > 0) C[i] = Cp; else C[i] = Cn; } fun_obj=new l2r_lr_fun(prob, C); TRON tron_obj(fun_obj, primal_solver_tol, eps_cg); tron_obj.set_print_string(liblinear_print_string); tron_obj.tron(w); delete fun_obj; delete[] C; break; } case L2R_L2LOSS_SVC: { double *C = new double[prob->l]; for(int i = 0; i < prob->l; i++) { if(prob->y[i] > 0) C[i] = Cp; else C[i] = Cn; } fun_obj=new l2r_l2_svc_fun(prob, C); TRON tron_obj(fun_obj, primal_solver_tol, eps_cg); tron_obj.set_print_string(liblinear_print_string); tron_obj.tron(w); delete fun_obj; delete[] C; break; } case L2R_L2LOSS_SVC_DUAL: solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L2LOSS_SVC_DUAL); break; case L2R_L1LOSS_SVC_DUAL: solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L1LOSS_SVC_DUAL); break; case L1R_L2LOSS_SVC: { problem prob_col; feature_node *x_space = NULL; transpose(prob, &x_space ,&prob_col); solve_l1r_l2_svc(&prob_col, w, primal_solver_tol, Cp, Cn); delete [] prob_col.y; delete [] prob_col.x; delete [] x_space; break; } case L1R_LR: { problem prob_col; feature_node *x_space = NULL; transpose(prob, &x_space ,&prob_col); solve_l1r_lr(&prob_col, w, primal_solver_tol, Cp, Cn); delete [] prob_col.y; delete [] prob_col.x; delete [] x_space; break; } case L2R_LR_DUAL: solve_l2r_lr_dual(prob, w, eps, Cp, Cn); break; case L2R_L2LOSS_SVR: { double *C = new double[prob->l]; for(int i = 0; i < prob->l; i++) C[i] = param->C; fun_obj=new l2r_l2_svr_fun(prob, C, param->p); TRON tron_obj(fun_obj, param->eps); tron_obj.set_print_string(liblinear_print_string); tron_obj.tron(w); delete fun_obj; delete[] C; break; } case L2R_L1LOSS_SVR_DUAL: solve_l2r_l1l2_svr(prob, w, param, L2R_L1LOSS_SVR_DUAL); break; case L2R_L2LOSS_SVR_DUAL: solve_l2r_l1l2_svr(prob, w, param, L2R_L2LOSS_SVR_DUAL); break; default: fprintf(stderr, "ERROR: unknown solver_type\n"); break; } } // Calculate the initial C for parameter selection static double calc_start_C(const problem *prob, const parameter *param) { int i; double xTx,max_xTx; max_xTx = 0; for(i=0; il; i++) { xTx = 0; feature_node *xi=prob->x[i]; while(xi->index != -1) { double val = xi->value; xTx += val*val; xi++; } if(xTx > max_xTx) max_xTx = xTx; } double min_C = 1.0; if(param->solver_type == L2R_LR) min_C = 1.0 / (prob->l * max_xTx); else if(param->solver_type == L2R_L2LOSS_SVC) min_C = 1.0 / (2 * prob->l * max_xTx); return pow( 2, floor(log(min_C) / log(2.0)) ); } // // Interface functions // model* train(const problem *prob, const parameter *param) { int i,j; int l = prob->l; int n = prob->n; int w_size = prob->n; model *model_ = Malloc(model,1); if(prob->bias>=0) model_->nr_feature=n-1; else model_->nr_feature=n; model_->param = *param; model_->bias = prob->bias; if(check_regression_model(model_)) { model_->w = Malloc(double, w_size); for(i=0; iw[i] = 0; model_->nr_class = 2; model_->label = NULL; train_one(prob, param, model_->w, 0, 0); } else { int nr_class; int *label = NULL; int *start = NULL; int *count = NULL; int *perm = Malloc(int,l); // group training data of the same class group_classes(prob,&nr_class,&label,&start,&count,perm); model_->nr_class=nr_class; model_->label = Malloc(int,nr_class); for(i=0;ilabel[i] = label[i]; // calculate weighted C double *weighted_C = Malloc(double, nr_class); for(i=0;iC; for(i=0;inr_weight;i++) { for(j=0;jweight_label[i] == label[j]) break; if(j == nr_class) fprintf(stderr,"WARNING: class label %d specified in weight is not found\n", param->weight_label[i]); else weighted_C[j] *= param->weight[i]; } // constructing the subproblem feature_node **x = Malloc(feature_node *,l); for(i=0;ix[perm[i]]; int k; problem sub_prob; sub_prob.l = l; sub_prob.n = n; sub_prob.x = Malloc(feature_node *,sub_prob.l); sub_prob.y = Malloc(double,sub_prob.l); for(k=0; ksolver_type == MCSVM_CS) { model_->w=Malloc(double, n*nr_class); for(i=0;ieps); Solver.Solve(model_->w); } else { if(nr_class == 2) { model_->w=Malloc(double, w_size); int e0 = start[0]+count[0]; k=0; for(; kinit_sol != NULL) for(i=0;iw[i] = param->init_sol[i]; else for(i=0;iw[i] = 0; train_one(&sub_prob, param, model_->w, weighted_C[0], weighted_C[1]); } else { model_->w=Malloc(double, w_size*nr_class); double *w=Malloc(double, w_size); for(i=0;iinit_sol != NULL) for(j=0;jinit_sol[j*nr_class+i]; else for(j=0;jC); for(j=0;jw[j*nr_class+i] = w[j]; } free(w); } } free(x); free(label); free(start); free(count); free(perm); free(sub_prob.x); free(sub_prob.y); free(weighted_C); } return model_; } void cross_validation(const problem *prob, const parameter *param, int nr_fold, double *target) { int i; int *fold_start; int l = prob->l; int *perm = Malloc(int,l); if (nr_fold > l) { nr_fold = l; fprintf(stderr,"WARNING: # folds > # data. Will use # folds = # data instead (i.e., leave-one-out cross validation)\n"); } fold_start = Malloc(int,nr_fold+1); for(i=0;ibias; subprob.n = prob->n; subprob.l = l-(end-begin); subprob.x = Malloc(struct feature_node*,subprob.l); subprob.y = Malloc(double,subprob.l); k=0; for(j=0;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } for(j=end;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } struct model *submodel = train(&subprob,param); for(j=begin;jx[perm[j]]); free_and_destroy_model(&submodel); free(subprob.x); free(subprob.y); } free(fold_start); free(perm); } void find_parameter_C(const problem *prob, const parameter *param, int nr_fold, double start_C, double max_C, double *best_C, double *best_rate) { // variables for CV int i; int *fold_start; int l = prob->l; int *perm = Malloc(int, l); double *target = Malloc(double, prob->l); struct problem *subprob = Malloc(problem,nr_fold); // variables for warm start double ratio = 2; double **prev_w = Malloc(double*, nr_fold); for(i = 0; i < nr_fold; i++) prev_w[i] = NULL; int num_unchanged_w = 0; struct parameter param1 = *param; void (*default_print_string) (const char *) = liblinear_print_string; if (nr_fold > l) { nr_fold = l; fprintf(stderr,"WARNING: # folds > # data. Will use # folds = # data instead (i.e., leave-one-out cross validation)\n"); } fold_start = Malloc(int,nr_fold+1); for(i=0;ibias; subprob[i].n = prob->n; subprob[i].l = l-(end-begin); subprob[i].x = Malloc(struct feature_node*,subprob[i].l); subprob[i].y = Malloc(double,subprob[i].l); k=0; for(j=0;jx[perm[j]]; subprob[i].y[k] = prob->y[perm[j]]; ++k; } for(j=end;jx[perm[j]]; subprob[i].y[k] = prob->y[perm[j]]; ++k; } } *best_rate = 0; if(start_C <= 0) start_C = calc_start_C(prob,param); param1.C = start_C; while(param1.C <= max_C) { //Output disabled for running CV at a particular C set_print_string_function(&print_null); for(i=0; inr_class == 2) total_w_size = subprob[i].n; else total_w_size = subprob[i].n * submodel->nr_class; if(prev_w[i] == NULL) { prev_w[i] = Malloc(double, total_w_size); for(j=0; jw[j]; } else if(num_unchanged_w >= 0) { double norm_w_diff = 0; for(j=0; jw[j] - prev_w[i][j])*(submodel->w[j] - prev_w[i][j]); prev_w[i][j] = submodel->w[j]; } norm_w_diff = sqrt(norm_w_diff); if(norm_w_diff > 1e-15) num_unchanged_w = -1; } else { for(j=0; jw[j]; } for(j=begin; jx[perm[j]]); free_and_destroy_model(&submodel); } set_print_string_function(default_print_string); int total_correct = 0; for(i=0; il; i++) if(target[i] == prob->y[i]) ++total_correct; double current_rate = (double)total_correct/prob->l; if(current_rate > *best_rate) { *best_C = param1.C; *best_rate = current_rate; } info("log2c=%7.2f\trate=%g\n",log(param1.C)/log(2.0),100.0*current_rate); num_unchanged_w++; if(num_unchanged_w == 3) break; param1.C = param1.C*ratio; } if(param1.C > max_C && max_C > start_C) info("warning: maximum C reached.\n"); free(fold_start); free(perm); free(target); for(i=0; ibias>=0) n=model_->nr_feature+1; else n=model_->nr_feature; double *w=model_->w; int nr_class=model_->nr_class; int i; int nr_w; if(nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w = 1; else nr_w = nr_class; const feature_node *lx=x; for(i=0;iindex)!=-1; lx++) { // the dimension of testing data may exceed that of training if(idx<=n) for(i=0;ivalue; } if(nr_class==2) { if(check_regression_model(model_)) return dec_values[0]; else return (dec_values[0]>0)?model_->label[0]:model_->label[1]; } else { int dec_max_idx = 0; for(i=1;i dec_values[dec_max_idx]) dec_max_idx = i; } return model_->label[dec_max_idx]; } } double predict(const model *model_, const feature_node *x) { double *dec_values = Malloc(double, model_->nr_class); double label=predict_values(model_, x, dec_values); free(dec_values); return label; } double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates) { if(check_probability_model(model_)) { int i; int nr_class=model_->nr_class; int nr_w; if(nr_class==2) nr_w = 1; else nr_w = nr_class; double label=predict_values(model_, x, prob_estimates); for(i=0;inr_feature; int n; const parameter& param = model_->param; if(model_->bias>=0) n=nr_feature+1; else n=nr_feature; int w_size = n; FILE *fp = fopen(model_file_name,"w"); if(fp==NULL) return -1; char *old_locale = setlocale(LC_ALL, NULL); if (old_locale) { old_locale = strdup(old_locale); } setlocale(LC_ALL, "C"); int nr_w; if(model_->nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w=1; else nr_w=model_->nr_class; fprintf(fp, "solver_type %s\n", solver_type_table[param.solver_type]); fprintf(fp, "nr_class %d\n", model_->nr_class); if(model_->label) { fprintf(fp, "label"); for(i=0; inr_class; i++) fprintf(fp, " %d", model_->label[i]); fprintf(fp, "\n"); } fprintf(fp, "nr_feature %d\n", nr_feature); fprintf(fp, "bias %.17g\n", model_->bias); fprintf(fp, "w\n"); for(i=0; iw[i*nr_w+j]); fprintf(fp, "\n"); } setlocale(LC_ALL, old_locale); free(old_locale); if (ferror(fp) != 0 || fclose(fp) != 0) return -1; else return 0; } // // FSCANF helps to handle fscanf failures. // Its do-while block avoids the ambiguity when // if (...) // FSCANF(); // is used // #define FSCANF(_stream, _format, _var)do\ {\ if (fscanf(_stream, _format, _var) != 1)\ {\ fprintf(stderr, "ERROR: fscanf failed to read the model\n");\ EXIT_LOAD_MODEL()\ }\ }while(0) // EXIT_LOAD_MODEL should NOT end with a semicolon. #define EXIT_LOAD_MODEL()\ {\ setlocale(LC_ALL, old_locale);\ free(model_->label);\ free(model_);\ free(old_locale);\ return NULL;\ } struct model *load_model(const char *model_file_name) { FILE *fp = fopen(model_file_name,"r"); if(fp==NULL) return NULL; int i; int nr_feature; int n; int nr_class; double bias; model *model_ = Malloc(model,1); parameter& param = model_->param; // parameters for training only won't be assigned, but arrays are assigned as NULL for safety param.nr_weight = 0; param.weight_label = NULL; param.weight = NULL; param.init_sol = NULL; model_->label = NULL; char *old_locale = setlocale(LC_ALL, NULL); if (old_locale) { old_locale = strdup(old_locale); } setlocale(LC_ALL, "C"); char cmd[81]; while(1) { FSCANF(fp,"%80s",cmd); if(strcmp(cmd,"solver_type")==0) { FSCANF(fp,"%80s",cmd); int i; for(i=0;solver_type_table[i];i++) { if(strcmp(solver_type_table[i],cmd)==0) { param.solver_type=i; break; } } if(solver_type_table[i] == NULL) { fprintf(stderr,"unknown solver type.\n"); EXIT_LOAD_MODEL() } } else if(strcmp(cmd,"nr_class")==0) { FSCANF(fp,"%d",&nr_class); model_->nr_class=nr_class; } else if(strcmp(cmd,"nr_feature")==0) { FSCANF(fp,"%d",&nr_feature); model_->nr_feature=nr_feature; } else if(strcmp(cmd,"bias")==0) { FSCANF(fp,"%lf",&bias); model_->bias=bias; } else if(strcmp(cmd,"w")==0) { break; } else if(strcmp(cmd,"label")==0) { int nr_class = model_->nr_class; model_->label = Malloc(int,nr_class); for(int i=0;ilabel[i]); } else { fprintf(stderr,"unknown text in model file: [%s]\n",cmd); EXIT_LOAD_MODEL() } } nr_feature=model_->nr_feature; if(model_->bias>=0) n=nr_feature+1; else n=nr_feature; int w_size = n; int nr_w; if(nr_class==2 && param.solver_type != MCSVM_CS) nr_w = 1; else nr_w = nr_class; model_->w=Malloc(double, w_size*nr_w); for(i=0; iw[i*nr_w+j]); } setlocale(LC_ALL, old_locale); free(old_locale); if (ferror(fp) != 0 || fclose(fp) != 0) return NULL; return model_; } int get_nr_feature(const model *model_) { return model_->nr_feature; } int get_nr_class(const model *model_) { return model_->nr_class; } void get_labels(const model *model_, int* label) { if (model_->label != NULL) for(int i=0;inr_class;i++) label[i] = model_->label[i]; } // use inline here for better performance (around 20% faster than the non-inline one) static inline double get_w_value(const struct model *model_, int idx, int label_idx) { int nr_class = model_->nr_class; int solver_type = model_->param.solver_type; const double *w = model_->w; if(idx < 0 || idx > model_->nr_feature) return 0; if(check_regression_model(model_)) return w[idx]; else { if(label_idx < 0 || label_idx >= nr_class) return 0; if(nr_class == 2 && solver_type != MCSVM_CS) { if(label_idx == 0) return w[idx]; else return -w[idx]; } else return w[idx*nr_class+label_idx]; } } // feat_idx: starting from 1 to nr_feature // label_idx: starting from 0 to nr_class-1 for classification models; // for regression models, label_idx is ignored. double get_decfun_coef(const struct model *model_, int feat_idx, int label_idx) { if(feat_idx > model_->nr_feature) return 0; return get_w_value(model_, feat_idx-1, label_idx); } double get_decfun_bias(const struct model *model_, int label_idx) { int bias_idx = model_->nr_feature; double bias = model_->bias; if(bias <= 0) return 0; else return bias*get_w_value(model_, bias_idx, label_idx); } void free_model_content(struct model *model_ptr) { if(model_ptr->w != NULL) free(model_ptr->w); if(model_ptr->label != NULL) free(model_ptr->label); } void free_and_destroy_model(struct model **model_ptr_ptr) { struct model *model_ptr = *model_ptr_ptr; if(model_ptr != NULL) { free_model_content(model_ptr); free(model_ptr); } } void destroy_param(parameter* param) { if(param->weight_label != NULL) free(param->weight_label); if(param->weight != NULL) free(param->weight); if(param->init_sol != NULL) free(param->init_sol); } const char *check_parameter(const problem*, const parameter *param) { if(param->eps <= 0) return "eps <= 0"; if(param->C <= 0) return "C <= 0"; if(param->p < 0) return "p < 0"; if(param->solver_type != L2R_LR && param->solver_type != L2R_L2LOSS_SVC_DUAL && param->solver_type != L2R_L2LOSS_SVC && param->solver_type != L2R_L1LOSS_SVC_DUAL && param->solver_type != MCSVM_CS && param->solver_type != L1R_L2LOSS_SVC && param->solver_type != L1R_LR && param->solver_type != L2R_LR_DUAL && param->solver_type != L2R_L2LOSS_SVR && param->solver_type != L2R_L2LOSS_SVR_DUAL && param->solver_type != L2R_L1LOSS_SVR_DUAL) return "unknown solver type"; if(param->init_sol != NULL && param->solver_type != L2R_LR && param->solver_type != L2R_L2LOSS_SVC) return "Initial-solution specification supported only for solver L2R_LR and L2R_L2LOSS_SVC"; return NULL; } int check_probability_model(const struct model *model_) { return (model_->param.solver_type==L2R_LR || model_->param.solver_type==L2R_LR_DUAL || model_->param.solver_type==L1R_LR); } int check_regression_model(const struct model *model_) { return (model_->param.solver_type==L2R_L2LOSS_SVR || model_->param.solver_type==L2R_L1LOSS_SVR_DUAL || model_->param.solver_type==L2R_L2LOSS_SVR_DUAL); } void set_print_string_function(void (*print_func)(const char*)) { if (print_func == NULL) liblinear_print_string = &print_string_stdout; else liblinear_print_string = print_func; } nan-3.6.1/src/PaxHeaders/kth_element.cpp0000644000000000000000000000006114140566210015145 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/kth_element.cpp0000644000175000017500000001604114140566210017552 0ustar00schloeglschloegl00000000000000//------------------------------------------------------------------- // C-MEX implementation of kth element - this function is part of the NaN-toolbox. // // usage: x = kth_element(X,k [,flag]) // returns sort(X)(k) // // References: // [1] https://secure.wikimedia.org/wikipedia/en/wiki/Selection_algorithm // // This program 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 program 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 this program; if not, see . // // // Input: // X data vector, must be double/real // k which element should be selected // flag [optional]: // 0: data in X might be reorded (partially sorted) in-place and // is slightly faster because no local copy is generated // data with NaN is not correctly handled. // 1: data in X is never modified in-place, but a local copy is used. // data with NaN is not correctly handled. // 2: copies data and excludes all NaN's, the copying might be slower // than 1, but it enables a faster selection algorithm. // This is the save but slowest option // // Output: // x = sort(X)(k) // // $Id$ // Copyright (C) 2010,2011 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // //------------------------------------------------------------------- #include #include #include #include #include "mex.h" #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; typedef int mwIndex; #endif #endif /* math.h has isnan() defined for all sizes of floating point numbers, but c++ assumes isnan(double), causing possible conversions for float and long double */ #define ISNAN(a) (a!=a) #define SWAP(a,b) {temp = a; a=b; b=temp;} static void findFirstK(double *array, size_t left, size_t right, size_t k) { while (right > left) { size_t pivotIndex = (left + right) / 2; /* partition */ double temp; double pivotValue = array[pivotIndex]; SWAP(array[pivotIndex], array[right]); pivotIndex = left; for (size_t i = left; i <= right - 1; ++i ) { // if (array[i] <= pivotValue || isnan(pivotValue)) // needed if data contains NaN's if (array[i] <= pivotValue) { SWAP(array[i], array[pivotIndex]); ++pivotIndex; } } SWAP(array[pivotIndex], array[right]); if (pivotIndex > k) right = pivotIndex - 1; else if (pivotIndex < k) left = pivotIndex + 1; else break; } } void mexFunction(int POutputCount, mxArray* POutput[], int PInputCount, const mxArray *PInputs[]) { size_t k, n; // running indices size_t szK, szX; double *T,*X,*Y,*K; char flag = 0; // default value // check for proper number of input and output arguments if ( PInputCount < 2 || PInputCount > 3 ) { mexPrintf("KTH_ELEMENT returns the K-th smallest element of vector X\n"); mexPrintf("\nusage:\tx = kth_element(X,k)\n"); mexPrintf("\nusage:\tx = kth_element(X,k,flag)\n"); mexPrintf("\nflag=0: the elements in X can be modified in-place, and data with NaN's is not correctly handled. This can be useful for performance reasons, but it might modify data in-place and is not save for data with NaN's. You are warned.\n"); mexPrintf("flag=1: prevents in-place modification of X using a local copy of the data, but does not handle data with NaN in the correct way.\n"); mexPrintf("flag=2: prevents in-place modification of X using a local copy of the data and handles NaN's correctly. This is the save but slowest option.\n"); mexPrintf("\nsee also: median, quantile\n\n"); mexErrMsgTxt("KTH_ELEMENT requires two or three input arguments\n"); } else if (PInputCount == 3) { // check value of flag size_t N = mxGetNumberOfElements(PInputs[2]); if (N>1) mexErrMsgTxt("KTH_ELEMENT: flag argument must be scalar\n"); else if (N==1) { switch (mxGetClassID(PInputs[2])) { case mxLOGICAL_CLASS: case mxCHAR_CLASS: case mxINT8_CLASS: case mxUINT8_CLASS: flag = (char)*(uint8_t*)mxGetData(PInputs[2]); break; case mxDOUBLE_CLASS: flag = (char)*(double*)mxGetData(PInputs[2]); break; case mxSINGLE_CLASS: flag = (char)*(float*)mxGetData(PInputs[2]); break; case mxINT16_CLASS: case mxUINT16_CLASS: flag = (char)*(uint16_t*)mxGetData(PInputs[2]); break; case mxINT32_CLASS: case mxUINT32_CLASS: flag = (char)*(uint32_t*)mxGetData(PInputs[2]); break; case mxINT64_CLASS: case mxUINT64_CLASS: flag = (char)*(uint64_t*)mxGetData(PInputs[2]); break; case mxFUNCTION_CLASS: case mxUNKNOWN_CLASS: case mxCELL_CLASS: case mxSTRUCT_CLASS: default: mexErrMsgTxt("KTH_ELEMENT: Type of 3rd input argument not supported."); } } // else flag = default value } // else flag = default value if (POutputCount > 2) mexErrMsgTxt("KTH_ELEMENT has only one output arguments."); // get 1st argument if (mxIsComplex(PInputs[0]) || mxIsComplex(PInputs[1])) mexErrMsgTxt("complex argument not supported (yet). "); if (!mxIsDouble(PInputs[0]) || !mxIsDouble(PInputs[1])) mexErrMsgTxt("input arguments must be of type double . "); // TODO: support of complex, and integer data szK = mxGetNumberOfElements(PInputs[1]); K = (double*)mxGetData(PInputs[1]); szX = mxGetNumberOfElements(PInputs[0]); X = (double*)mxGetData(PInputs[0]); if (flag==0) T = X; else { //***** create temporary copy for avoiding unintended side effects (in-place sort of input data) */ T = (double*)mxMalloc(szX*sizeof(double)); if (flag==1) memcpy(T,X,szX*sizeof(double)); else { /* do not copy NaN's */ for (k=0,n=0; k < szX; k++) { if (!ISNAN(X[k])) T[n++]=X[k]; } szX = n; } } /*********** create output arguments *****************/ POutput[0] = mxCreateDoubleMatrix(mxGetM(PInputs[1]),mxGetN(PInputs[1]),mxREAL); Y = (double*) mxGetData(POutput[0]); for (k=0; k < szK; k++) { if (K[k] > szX || K[k] < 1) Y[k] = 0.0/0.0; // NaN: result undefined else { n = (size_t)(K[k]-1); // convert to zero-based indexing, round towards 0 findFirstK(T, 0, szX-1, n); Y[k] = T[n]; } } if (flag) mxFree(T); return; } nan-3.6.1/src/PaxHeaders/svm.h0000644000000000000000000000006114140566210013120 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svm.h0000644000175000017500000001160314140566210015524 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #ifndef _LIBSVM_H #define _LIBSVM_H #define LIBSVM_VERSION 323 #ifdef __cplusplus extern "C" { #endif extern int libsvm_version; struct svm_node { int index; double value; }; struct svm_problem { int l; double *y; struct svm_node **x; }; enum { C_SVC, NU_SVC, ONE_CLASS, EPSILON_SVR, NU_SVR }; /* svm_type */ enum { LINEAR, POLY, RBF, SIGMOID, PRECOMPUTED }; /* kernel_type */ struct svm_parameter { int svm_type; int kernel_type; int degree; /* for poly */ double gamma; /* for poly/rbf/sigmoid */ double coef0; /* for poly/sigmoid */ /* these are for training only */ double cache_size; /* in MB */ double eps; /* stopping criteria */ double C; /* for C_SVC, EPSILON_SVR and NU_SVR */ int nr_weight; /* for C_SVC */ int *weight_label; /* for C_SVC */ double* weight; /* for C_SVC */ double nu; /* for NU_SVC, ONE_CLASS, and NU_SVR */ double p; /* for EPSILON_SVR */ int shrinking; /* use the shrinking heuristics */ int probability; /* do probability estimates */ }; // // svm_model // struct svm_model { struct svm_parameter param; /* parameter */ int nr_class; /* number of classes, = 2 in regression/one class svm */ int l; /* total #SV */ struct svm_node **SV; /* SVs (SV[l]) */ double **sv_coef; /* coefficients for SVs in decision functions (sv_coef[k-1][l]) */ double *rho; /* constants in decision functions (rho[k*(k-1)/2]) */ double *probA; /* pariwise probability information */ double *probB; int *sv_indices; /* sv_indices[0,...,nSV-1] are values in [1,...,num_traning_data] to indicate SVs in the training set */ /* for classification only */ int *label; /* label of each class (label[k]) */ int *nSV; /* number of SVs for each class (nSV[k]) */ /* nSV[0] + nSV[1] + ... + nSV[k-1] = l */ /* XXX */ int free_sv; /* 1 if svm_model is created by svm_load_model*/ /* 0 if svm_model is created by svm_train */ }; struct svm_model *svm_train(const struct svm_problem *prob, const struct svm_parameter *param); void svm_cross_validation(const struct svm_problem *prob, const struct svm_parameter *param, int nr_fold, double *target); int svm_save_model(const char *model_file_name, const struct svm_model *model); struct svm_model *svm_load_model(const char *model_file_name); int svm_get_svm_type(const struct svm_model *model); int svm_get_nr_class(const struct svm_model *model); void svm_get_labels(const struct svm_model *model, int *label); void svm_get_sv_indices(const struct svm_model *model, int *sv_indices); int svm_get_nr_sv(const struct svm_model *model); double svm_get_svr_probability(const struct svm_model *model); double svm_predict_values(const struct svm_model *model, const struct svm_node *x, double* dec_values); double svm_predict(const struct svm_model *model, const struct svm_node *x); double svm_predict_probability(const struct svm_model *model, const struct svm_node *x, double* prob_estimates); void svm_free_model_content(struct svm_model *model_ptr); void svm_free_and_destroy_model(struct svm_model **model_ptr_ptr); void svm_destroy_param(struct svm_parameter *param); const char *svm_check_parameter(const struct svm_problem *prob, const struct svm_parameter *param); int svm_check_probability_model(const struct svm_model *model); void svm_set_print_string_function(void (*print_func)(const char *)); #ifdef __cplusplus } #endif #endif /* _LIBSVM_H */ nan-3.6.1/src/PaxHeaders/str2array.cpp0000644000000000000000000000006114140566210014577 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/str2array.cpp0000644000175000017500000002251614140566210017210 0ustar00schloeglschloegl00000000000000//------------------------------------------------------------------- // C-MEX implementation of STR2ARRAY - this function is part of the NaN-toolbox. // Actually, it also fixes a problem in STR2ARRAY.m described here: // http://www-old.cae.wisc.edu/pipermail/help-octave/2007-December/007325.html // // This program 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 program 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 this program; if not, see . // // // usage: // [...] = STR2ARRAY(s) // [...] = STR2ARRAY(sa) // [...] = STR2ARRAY(s,cdelim) // [...] = STR2ARRAY(s,cdelim,rdelim) // [...] = STR2ARRAY(s,cdelim,rdelim,ddelim) // [num,status,strarray] = STR2ARRAY(...) // // Input: // s char string // sa cell array of strings // cdelim column delimiter // rdelim row delimiter // ddelim decimal delimiter // // Output: // $Id: STR2ARRAY.cpp 7142 2010-03-30 18:48:06Z schloegl $ // Copyright (C) 2010,2011 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // //------------------------------------------------------------------- #include #include #include #include #include "mex.h" #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; #endif #endif int str2val(char *s, double *r, double *i) { /* str2val converts string into numeric value. real and complex numbers are supported. complex numbers are "3.4 + 5.6i" or "3.4 + i * 5.6" (spaces are optional) input: s char string output: *r real value *i imaginary value return values: 0: conversion failed 1: real number returned: 2: complex number returned */ char *endptr = NULL; double val = strtod(s, &endptr); // conversion while (isspace(*endptr)) endptr++; #ifdef DEBUG mexPrintf("123<%s>\t,%f,\t[%s]\n",s,val,endptr); #endif if (!*endptr) { // conversion successful *r = val; return(1); } else if ((*endptr=='+') || (*endptr=='-')) { // imaginary part double sgn = (*endptr=='+') ? 1.0 : -1.0; double ival; while (isspace(*(++endptr))); if (*endptr=='i') { // case " a + i * b " while (isspace(*(++endptr))); if (*endptr=='*') { ival = strtod(endptr+1, &endptr); // conversion if (*endptr && !isspace(*endptr)) { return(0); // failed } else { *r = val; *i = sgn*ival; return(2); // } } else return(0); //failed } else { // case " a + bi " ival = strtod(endptr, &endptr); // conversion if (*endptr != 'i') return(0); endptr++; while (*endptr) { if (!isspace(*endptr)) return(0); endptr++; } *r = val; *i = sgn*ival; return(2); } } else //if (*endptr && !isspace(*endptr)) { // conversion failed return(0); } } void mexFunction( int nlhs, /* number of expected outputs */ mxArray *plhs[], /* array of pointers to output arguments */ int nrhs, /* number of inputs */ const mxArray *prhs[] /* array of pointers to input arguments */ ) { char *s = NULL; const char *cdelim = "\x09,"; const char *rdelim = "\x0a;"; const char *ddelim = NULL; const char *valid_delim = " ()[]{},;:\"|/\x21\x22\x09\0x0a\0x0b\0x0c\0x0d\x00"; // valid delimiter uint8_t *u; size_t slen = 0,k; size_t maxcol=0, maxrow=0, nr, nc; if (nrhs<1) { mexPrintf(" STR2ARRAY.MEX converts delimiter text files into arrays of numerics and cell-strings\n"); mexPrintf(" STR2ARRAY.MEX converts delimiter text files into numeric arrays\n"); mexPrintf(" It fixes a problem of the old STR2DOUBLE discussed here: http://www-old.cae.wisc.edu/pipermail/help-octave/2007-December/007325.html\n"); mexPrintf(" at avoids using the insecure STR2NUM using EVAL\n"); mexPrintf("\n Usage of STR2ARRAY:\n"); mexPrintf("\t[...] = STR2ARRAY(s)\n"); mexPrintf("\t[...] = STR2ARRAY(sa)\n"); mexPrintf("\t[...] = STR2ARRAY(s,cdelim)\n"); mexPrintf("\t[...] = STR2ARRAY(s,cdelim,rdelim)\n"); mexPrintf("\t[...] = STR2ARRAY(s,cdelim,rdelim,ddelim)\n"); mexPrintf("\t[num,status,strarray] = STR2ARRAY(...)\n"); mexPrintf(" Input:\n\ts\tstring\n\tsa\tcell array of strings\n\tcdelim\tlist of column delimiters (default: \",\"\n\trdelim\tlist of row delimiter (default: \";\")"); mexPrintf("\n\tddelim\tdecimal delimiter (default: \".\"). This is useful if decimal delimiter is a comma (e.g. after Excel export in Europe)\n"); mexPrintf(" Output:\n\tnum\tnumeric array\n\tstatus\tflag failing conversion\n\tstrarray\tcell array of strings contains strings of failed conversions\n"); mexPrintf("\nExamples:\n\tSTR2ARRAY('4.12')\n\tSTR2ARRAY('1.2 - 3.4e2i') complex numbers\n\tSTR2ARRAY('101.01 , 0-i4; 1.2 - i * 3.4, abc')\n\tSTR2ARRAY({'101.01', '0-i4'; '1.2 - i * 3.4', 'abc'})\n\tSTR2ARRAY('1,2;a,b,c;3,4')\n"); mexPrintf("\tSTR2ARRAY('1;2,3;4',';',',') exchange row- and column delimiter\n\tSTR2ARRAY('1,200 4;3,400 5',' ',';',',') replace decimal delimter\n"); return; } /* sanity check of input arguments */ if ((nrhs==1) && mxIsCell(prhs[0])) { // cell array of strings maxrow = mxGetM(prhs[0]); maxcol = mxGetN(prhs[0]); /* allocate output memory */ if (nlhs>2) plhs[2] = mxCreateCellMatrix(maxrow, maxcol); uint8_t *v = NULL; if (nlhs>1) { plhs[1] = mxCreateLogicalMatrix(maxrow, maxcol); v = (uint8_t*)mxGetData(plhs[1]); memset(v, 1, maxrow*maxcol); } plhs[0] = mxCreateDoubleMatrix(maxrow, maxcol, mxREAL); double *o = (double*)mxGetData(plhs[0]); double *oi= NULL; for (k=0; k2) mxSetCell(plhs[2], k, a); */ } else { int typ = str2val(s, o+k, &ival); if ((nlhs>2) && (typ==0)) mxSetCell(plhs[2], (mwSize)k, mxCreateString(s)); if ((nlhs>1) && (typ> 0)) v[k] = 0; if (typ==2) { if (mxGetPi(plhs[0])==NULL) { oi = (double*) mxCalloc(maxrow*maxcol, sizeof(double)); mxSetPi(plhs[0], oi); } oi[k] = ival; } } } // cell-array input is finished return; } if (nrhs>0) { if (mxIsChar(prhs[0])) { s = mxArrayToString(prhs[0]); slen = mxGetNumberOfElements(prhs[0]); } else mexErrMsgTxt("arg1 is not a char array"); } if (nrhs>1) { if (mxIsChar(prhs[1])) cdelim = mxArrayToString(prhs[1]); else mexErrMsgTxt("arg2 is not a char array"); } if (nrhs>2) { if (mxIsChar(prhs[2])) rdelim = mxArrayToString(prhs[2]); else mexErrMsgTxt("arg3 is not a char array"); } if (nrhs>3) { if (mxIsChar(prhs[3]) && (mxGetNumberOfElements(prhs[3])==1) ) { ddelim = mxArrayToString(prhs[3]); for (k=0; k0); u[slen] = 2; } for (k = 0; k < slen; ) { if (u[k]==2) { s[k] = 0; nr++; if (nc > maxcol) maxcol=nc; nc = 0; } else if (u[k]==1) { s[k] = 0; nc++; } k++; } if (nc > maxcol) maxcol=nc; maxcol += (slen>0); maxrow = nr; /* allocate output memory */ if (nlhs>2) plhs[2] = mxCreateCellMatrix(maxrow, maxcol); uint8_t *v = NULL; if (nlhs>1) { plhs[1] = mxCreateLogicalMatrix(maxrow, maxcol); v = (uint8_t*)mxGetData(plhs[1]); memset(v,1,maxrow*maxcol); } plhs[0] = mxCreateDoubleMatrix(maxrow, maxcol, mxREAL); double *o = (double*)mxGetData(plhs[0]); double *oi = NULL; for (k=0; k2) && (typ==0)) mxSetCell(plhs[2], idx, mxCreateString(s+last)); if ((nlhs>1) && (typ> 0)) v[idx] = 0; if (typ==2) { if (oi==NULL) { oi = (double*) mxCalloc(maxrow*maxcol, sizeof(double)); mxSetPi(plhs[0], oi); } oi[idx] = ival; } } nc++; // next element if (u[k]==2) { nr++; // next row nc = 0; } last = k+1; } } mxFree(u); }; nan-3.6.1/src/PaxHeaders/svm_model_matlab.c0000644000000000000000000000006114140566210015613 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svm_model_matlab.c0000644000175000017500000002313714140566210020224 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include "svm.h" #include "svm_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define NUM_OF_RETURN_FIELD 11 #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) static const char *field_names[] = { "Parameters", "nr_class", "totalSV", "rho", "Label", "sv_indices", "ProbA", "ProbB", "nSV", "sv_coef", "SVs" }; const char *model_to_matlab_structure(mxArray *plhs[], int num_of_feature, struct svm_model *model) { int i, j, n; double *ptr; mxArray *return_model, **rhs; int out_id = 0; rhs = (mxArray **)mxMalloc(sizeof(mxArray *)*NUM_OF_RETURN_FIELD); // Parameters rhs[out_id] = mxCreateDoubleMatrix(5, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model->param.svm_type; ptr[1] = model->param.kernel_type; ptr[2] = model->param.degree; ptr[3] = model->param.gamma; ptr[4] = model->param.coef0; out_id++; // nr_class rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model->nr_class; out_id++; // total SV rhs[out_id] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); ptr[0] = model->l; out_id++; // rho n = model->nr_class*(model->nr_class-1)/2; rhs[out_id] = mxCreateDoubleMatrix(n, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < n; i++) ptr[i] = model->rho[i]; out_id++; // Label if(model->label) { rhs[out_id] = mxCreateDoubleMatrix(model->nr_class, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < model->nr_class; i++) ptr[i] = model->label[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id++; // sv_indices if(model->sv_indices) { rhs[out_id] = mxCreateDoubleMatrix(model->l, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < model->l; i++) ptr[i] = model->sv_indices[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id++; // probA if(model->probA != NULL) { rhs[out_id] = mxCreateDoubleMatrix(n, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < n; i++) ptr[i] = model->probA[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id ++; // probB if(model->probB != NULL) { rhs[out_id] = mxCreateDoubleMatrix(n, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < n; i++) ptr[i] = model->probB[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id++; // nSV if(model->nSV) { rhs[out_id] = mxCreateDoubleMatrix(model->nr_class, 1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < model->nr_class; i++) ptr[i] = model->nSV[i]; } else rhs[out_id] = mxCreateDoubleMatrix(0, 0, mxREAL); out_id++; // sv_coef rhs[out_id] = mxCreateDoubleMatrix(model->l, model->nr_class-1, mxREAL); ptr = mxGetPr(rhs[out_id]); for(i = 0; i < model->nr_class-1; i++) for(j = 0; j < model->l; j++) ptr[(i*(model->l))+j] = model->sv_coef[i][j]; out_id++; // SVs { int ir_index, nonzero_element; mwIndex *ir, *jc; mxArray *pprhs[1], *pplhs[1]; if(model->param.kernel_type == PRECOMPUTED) { nonzero_element = model->l; num_of_feature = 1; } else { nonzero_element = 0; for(i = 0; i < model->l; i++) { j = 0; while(model->SV[i][j].index != -1) { nonzero_element++; j++; } } } // SV in column, easier accessing rhs[out_id] = mxCreateSparse(num_of_feature, model->l, nonzero_element, mxREAL); ir = mxGetIr(rhs[out_id]); jc = mxGetJc(rhs[out_id]); ptr = mxGetPr(rhs[out_id]); jc[0] = ir_index = 0; for(i = 0;i < model->l; i++) { if(model->param.kernel_type == PRECOMPUTED) { // make a (1 x model->l) matrix ir[ir_index] = 0; ptr[ir_index] = model->SV[i][0].value; ir_index++; jc[i+1] = jc[i] + 1; } else { int x_index = 0; while (model->SV[i][x_index].index != -1) { ir[ir_index] = model->SV[i][x_index].index - 1; ptr[ir_index] = model->SV[i][x_index].value; ir_index++, x_index++; } jc[i+1] = jc[i] + x_index; } } // transpose back to SV in row pprhs[0] = rhs[out_id]; if(mexCallMATLAB(1, pplhs, 1, pprhs, "transpose")) return "cannot transpose SV matrix"; rhs[out_id] = pplhs[0]; out_id++; } /* Create a struct matrix contains NUM_OF_RETURN_FIELD fields */ return_model = mxCreateStructMatrix(1, 1, NUM_OF_RETURN_FIELD, field_names); /* Fill struct matrix with input arguments */ for(i = 0; i < NUM_OF_RETURN_FIELD; i++) mxSetField(return_model,0,field_names[i],mxDuplicateArray(rhs[i])); /* return */ plhs[0] = return_model; mxFree(rhs); return NULL; } struct svm_model *matlab_matrix_to_model(const mxArray *matlab_struct, const char **msg) { int i, j, n, num_of_fields; double *ptr; int id = 0; struct svm_node *x_space; struct svm_model *model; mxArray **rhs; num_of_fields = mxGetNumberOfFields(matlab_struct); if(num_of_fields != NUM_OF_RETURN_FIELD) { *msg = "number of return field is not correct"; return NULL; } rhs = (mxArray **) mxMalloc(sizeof(mxArray *)*num_of_fields); for(i=0;irho = NULL; model->probA = NULL; model->probB = NULL; model->label = NULL; model->sv_indices = NULL; model->nSV = NULL; model->free_sv = 1; // XXX ptr = mxGetPr(rhs[id]); model->param.svm_type = (int)ptr[0]; model->param.kernel_type = (int)ptr[1]; model->param.degree = (int)ptr[2]; model->param.gamma = ptr[3]; model->param.coef0 = ptr[4]; id++; ptr = mxGetPr(rhs[id]); model->nr_class = (int)ptr[0]; id++; ptr = mxGetPr(rhs[id]); model->l = (int)ptr[0]; id++; // rho n = model->nr_class * (model->nr_class-1)/2; model->rho = (double*) malloc(n*sizeof(double)); ptr = mxGetPr(rhs[id]); for(i=0;irho[i] = ptr[i]; id++; // label if(mxIsEmpty(rhs[id]) == 0) { model->label = (int*) malloc(model->nr_class*sizeof(int)); ptr = mxGetPr(rhs[id]); for(i=0;inr_class;i++) model->label[i] = (int)ptr[i]; } id++; // sv_indices if(mxIsEmpty(rhs[id]) == 0) { model->sv_indices = (int*) malloc(model->l*sizeof(int)); ptr = mxGetPr(rhs[id]); for(i=0;il;i++) model->sv_indices[i] = (int)ptr[i]; } id++; // probA if(mxIsEmpty(rhs[id]) == 0) { model->probA = (double*) malloc(n*sizeof(double)); ptr = mxGetPr(rhs[id]); for(i=0;iprobA[i] = ptr[i]; } id++; // probB if(mxIsEmpty(rhs[id]) == 0) { model->probB = (double*) malloc(n*sizeof(double)); ptr = mxGetPr(rhs[id]); for(i=0;iprobB[i] = ptr[i]; } id++; // nSV if(mxIsEmpty(rhs[id]) == 0) { model->nSV = (int*) malloc(model->nr_class*sizeof(int)); ptr = mxGetPr(rhs[id]); for(i=0;inr_class;i++) model->nSV[i] = (int)ptr[i]; } id++; // sv_coef ptr = mxGetPr(rhs[id]); model->sv_coef = (double**) malloc((model->nr_class-1)*sizeof(double)); for( i=0 ; i< model->nr_class -1 ; i++ ) model->sv_coef[i] = (double*) malloc((model->l)*sizeof(double)); for(i = 0; i < model->nr_class - 1; i++) for(j = 0; j < model->l; j++) model->sv_coef[i][j] = ptr[i*(model->l)+j]; id++; // SV { int sr, elements; int num_samples; mwIndex *ir, *jc; mxArray *pprhs[1], *pplhs[1]; // transpose SV pprhs[0] = rhs[id]; if(mexCallMATLAB(1, pplhs, 1, pprhs, "transpose")) { svm_free_and_destroy_model(&model); *msg = "cannot transpose SV matrix"; return NULL; } rhs[id] = pplhs[0]; sr = (int)mxGetN(rhs[id]); ptr = mxGetPr(rhs[id]); ir = mxGetIr(rhs[id]); jc = mxGetJc(rhs[id]); num_samples = (int)mxGetNzmax(rhs[id]); elements = num_samples + sr; model->SV = (struct svm_node **) malloc(sr * sizeof(struct svm_node *)); x_space = (struct svm_node *)malloc(elements * sizeof(struct svm_node)); // SV is in column for(i=0;iSV[i] = &x_space[low+i]; for(j=low;jSV[i][x_index].index = (int)ir[j] + 1; model->SV[i][x_index].value = ptr[j]; x_index++; } model->SV[i][x_index].index = -1; } id++; } mxFree(rhs); return model; } nan-3.6.1/src/PaxHeaders/tron.cpp0000644000000000000000000000006114140566210013630 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/tron.cpp0000644000175000017500000001736114140566210016243 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include #include "tron.h" #ifndef min template static inline T min(T x,T y) { return (x static inline T max(T x,T y) { return (x>y)?x:y; } #endif #ifdef __cplusplus extern "C" { #endif extern double dnrm2_(int *, double *, int *); extern double ddot_(int *, double *, int *, double *, int *); extern int daxpy_(int *, double *, double *, int *, double *, int *); extern int dscal_(int *, double *, double *, int *); #ifdef __cplusplus } #endif static void default_print(const char *buf) { fputs(buf,stdout); fflush(stdout); } static double uTMv(int n, double *u, double *M, double *v) { const int m = n-4; double res = 0; int i; for (i=0; ifun_obj=const_cast(fun_obj); this->eps=eps; this->eps_cg=eps_cg; this->max_iter=max_iter; tron_print_string = default_print; } TRON::~TRON() { } void TRON::tron(double *w) { // Parameters for updating the iterates. double eta0 = 1e-4, eta1 = 0.25, eta2 = 0.75; // Parameters for updating the trust region size delta. double sigma1 = 0.25, sigma2 = 0.5, sigma3 = 4; int n = fun_obj->get_nr_variable(); int i, cg_iter; double delta=0, sMnorm, one=1.0; double alpha, f, fnew, prered, actred, gs; int search = 1, iter = 1, inc = 1; double *s = new double[n]; double *r = new double[n]; double *g = new double[n]; const double alpha_pcg = 0.01; double *M = new double[n]; // calculate gradient norm at w=0 for stopping condition. double *w0 = new double[n]; for (i=0; ifun(w0); fun_obj->grad(w0, g); double gnorm0 = dnrm2_(&n, g, &inc); delete [] w0; f = fun_obj->fun(w); fun_obj->grad(w, g); double gnorm = dnrm2_(&n, g, &inc); if (gnorm <= eps*gnorm0) search = 0; fun_obj->get_diag_preconditioner(M); for(i=0; ifun(w_new); // Compute the actual reduction. actred = f - fnew; // On the first iteration, adjust the initial step bound. sMnorm = sqrt(uTMv(n, s, M, s)); if (iter == 1 && !delta_adjusted) { delta = min(delta, sMnorm); delta_adjusted = true; } // Compute prediction alpha*sMnorm of the step. if (fnew - f - gs <= 0) alpha = sigma3; else alpha = max(sigma1, -0.5*(gs/(fnew - f - gs))); // Update the trust region bound according to the ratio of actual to predicted reduction. if (actred < eta0*prered) delta = min(alpha*sMnorm, sigma2*delta); else if (actred < eta1*prered) delta = max(sigma1*delta, min(alpha*sMnorm, sigma2*delta)); else if (actred < eta2*prered) delta = max(sigma1*delta, min(alpha*sMnorm, sigma3*delta)); else { if (reach_boundary) delta = sigma3*delta; else delta = max(delta, min(alpha*sMnorm, sigma3*delta)); } info("iter %2d act %5.3e pre %5.3e delta %5.3e f %5.3e |g| %5.3e CG %3d\n", iter, actred, prered, delta, f, gnorm, cg_iter); if (actred > eta0*prered) { iter++; memcpy(w, w_new, sizeof(double)*n); f = fnew; fun_obj->grad(w, g); fun_obj->get_diag_preconditioner(M); for(i=0; iget_nr_variable(); double one = 1; double *d = new double[n]; double *Hd = new double[n]; double zTr, znewTrnew, alpha, beta, cgtol; double *z = new double[n]; *reach_boundary = false; for (i=0; iHv(d, Hd); alpha = zTr/ddot_(&n, d, &inc, Hd, &inc); daxpy_(&n, &alpha, d, &inc, s, &inc); double sMnorm = sqrt(uTMv(n, s, M, s)); if (sMnorm > delta) { info("cg reaches trust region boundary\n"); *reach_boundary = true; alpha = -alpha; daxpy_(&n, &alpha, d, &inc, s, &inc); double sTMd = uTMv(n, s, M, d); double sTMs = uTMv(n, s, M, s); double dTMd = uTMv(n, d, M, d); double dsq = delta*delta; double rad = sqrt(sTMd*sTMd + dTMd*(dsq-sTMs)); if (sTMd >= 0) alpha = (dsq - sTMs)/(sTMd + rad); else alpha = (rad - sTMd)/dTMd; daxpy_(&n, &alpha, d, &inc, s, &inc); alpha = -alpha; daxpy_(&n, &alpha, Hd, &inc, r, &inc); break; } alpha = -alpha; daxpy_(&n, &alpha, Hd, &inc, r, &inc); for (i=0; i= dmax) dmax = fabs(x[i]); return(dmax); } void TRON::set_print_string(void (*print_string) (const char *buf)) { tron_print_string = print_string; } nan-3.6.1/src/PaxHeaders/config.h.in0000644000000000000000000000006114140566210014165 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/config.h.in0000644000175000017500000001427514140566210016601 0ustar00schloeglschloegl00000000000000/* config.h.in. Generated from configure.ac by autoheader. */ /* liblinear-dev is installed. */ #undef HAVE_EXTERNAL_LIBLINEAR /* libsvm-dev is installed. */ #undef HAVE_EXTERNAL_LIBSVM /* Define to 1 if you have the header file. */ #undef HAVE_FLOAT_H /* Define to 1 if you have the `floor' function. */ #undef HAVE_FLOOR /* Define to 1 if you have the header file. */ #undef HAVE_INTTYPES_H /* Define to 1 if you have the `blas' library (-lblas). */ #undef HAVE_LIBBLAS /* Define to 1 if you have the `gomp' library (-lgomp). */ #undef HAVE_LIBGOMP /* Define to 1 if you have the `libmat' library (-llibmat). */ #undef HAVE_LIBLIBMAT /* Define to 1 if you have the `libmex' library (-llibmex). */ #undef HAVE_LIBLIBMEX /* Define to 1 if you have the `libmx' library (-llibmx). */ #undef HAVE_LIBLIBMX /* Define to 1 if you have the `libtensorflow' library (-llibtensorflow). */ #undef HAVE_LIBLIBTENSORFLOW /* Define to 1 if you have the `linear' library (-llinear). */ #undef HAVE_LIBLINEAR /* Define to 1 if you have the `pthread' library (-lpthread). */ #undef HAVE_LIBPTHREAD /* Define to 1 if you have the `svm' library (-lsvm). */ #undef HAVE_LIBSVM /* Define to 1 if you have the header file. */ #undef HAVE_LIBSVM_SVM_H /* Define to 1 if you have the header file. */ #undef HAVE_LIMITS_H /* Define to 1 if you have the header file. */ #undef HAVE_LINEAR_H /* Define to 1 if you have the header file. */ #undef HAVE_LOCALE_H /* Define to 1 if your system has a GNU libc compatible `malloc' function, and to 0 otherwise. */ #undef HAVE_MALLOC /* Define to 1 if you have the header file. */ #undef HAVE_MEMORY_H /* Define to 1 if you have the `memset' function. */ #undef HAVE_MEMSET /* Define to 1 if you have the `mkdir' function. */ #undef HAVE_MKDIR /* Define to 1 if your system has a GNU libc compatible `realloc' function, and to 0 otherwise. */ #undef HAVE_REALLOC /* Define to 1 if you have the `setlocale' function. */ #undef HAVE_SETLOCALE /* Define to 1 if you have the `sqrt' function. */ #undef HAVE_SQRT /* Define to 1 if you have the header file. */ #undef HAVE_STDINT_H /* Define to 1 if you have the header file. */ #undef HAVE_STDLIB_H /* Define to 1 if you have the `strchr' function. */ #undef HAVE_STRCHR /* Define to 1 if you have the `strcspn' function. */ #undef HAVE_STRCSPN /* Define to 1 if you have the `strdup' function. */ #undef HAVE_STRDUP /* Define to 1 if you have the header file. */ #undef HAVE_STRINGS_H /* Define to 1 if you have the header file. */ #undef HAVE_STRING_H /* Define to 1 if you have the `strncasecmp' function. */ #undef HAVE_STRNCASECMP /* Define to 1 if you have the `strrchr' function. */ #undef HAVE_STRRCHR /* Define to 1 if you have the `strtol' function. */ #undef HAVE_STRTOL /* Define to 1 if you have the `strtoul' function. */ #undef HAVE_STRTOUL /* Define to 1 if you have the header file. */ #undef HAVE_SYS_PARAM_H /* Define to 1 if you have the header file. */ #undef HAVE_SYS_STAT_H /* Define to 1 if you have the header file. */ #undef HAVE_SYS_TYPES_H /* Define to 1 if you have the header file. */ #undef HAVE_UNISTD_H /* Define to 1 if the system has the type `_Bool'. */ #undef HAVE__BOOL /* Define to the address where bug reports for this package should be sent. */ #undef PACKAGE_BUGREPORT /* Define to the full name of this package. */ #undef PACKAGE_NAME /* Define to the full name and version of this package. */ #undef PACKAGE_STRING /* Define to the one symbol short name of this package. */ #undef PACKAGE_TARNAME /* Define to the home page for this package. */ #undef PACKAGE_URL /* Define to the version of this package. */ #undef PACKAGE_VERSION /* Define to 1 if you have the ANSI C header files. */ #undef STDC_HEADERS /* Define for Solaris 2.5.1 so the uint32_t typedef from , , or is not used. If the typedef were allowed, the #define below would cause a syntax error. */ #undef _UINT32_T /* Define for Solaris 2.5.1 so the uint64_t typedef from , , or is not used. If the typedef were allowed, the #define below would cause a syntax error. */ #undef _UINT64_T /* Define for Solaris 2.5.1 so the uint8_t typedef from , , or is not used. If the typedef were allowed, the #define below would cause a syntax error. */ #undef _UINT8_T /* Define to `__inline__' or `__inline' if that's what the C compiler calls it, or to nothing if 'inline' is not supported under any name. */ #ifndef __cplusplus #undef inline #endif /* Define to the type of a signed integer type of width exactly 16 bits if such a type exists and the standard includes do not define it. */ #undef int16_t /* Define to the type of a signed integer type of width exactly 32 bits if such a type exists and the standard includes do not define it. */ #undef int32_t /* Define to the type of a signed integer type of width exactly 64 bits if such a type exists and the standard includes do not define it. */ #undef int64_t /* Define to the type of a signed integer type of width exactly 8 bits if such a type exists and the standard includes do not define it. */ #undef int8_t /* Define to rpl_malloc if the replacement function should be used. */ #undef malloc /* Define to rpl_realloc if the replacement function should be used. */ #undef realloc /* Define to `unsigned int' if does not define. */ #undef size_t /* Define to the type of an unsigned integer type of width exactly 16 bits if such a type exists and the standard includes do not define it. */ #undef uint16_t /* Define to the type of an unsigned integer type of width exactly 32 bits if such a type exists and the standard includes do not define it. */ #undef uint32_t /* Define to the type of an unsigned integer type of width exactly 64 bits if such a type exists and the standard includes do not define it. */ #undef uint64_t /* Define to the type of an unsigned integer type of width exactly 8 bits if such a type exists and the standard includes do not define it. */ #undef uint8_t nan-3.6.1/src/PaxHeaders/configure.ac0000644000000000000000000000006114140566210014430 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/configure.ac0000644000175000017500000000322214140566210017032 0ustar00schloeglschloegl00000000000000# -*- Autoconf -*- # Process this file with autoconf to produce a configure script. AC_PREREQ([2.69]) AC_INIT([nan-toolbox], [3.5.3], [alois.schloegl@gmail.com]) AC_CONFIG_SRCDIR([train.c]) AC_CONFIG_HEADERS([config.h]) # Checks for programs. AC_PROG_CXX AC_PROG_CC # Checks for libraries. AC_CHECK_LIB([blas], [caxpy]) AC_CHECK_LIB([gomp], [omp_get_num_procs]) AC_CHECK_LIB([libmat], [matClose]) AC_CHECK_LIB([libmex], [mexPrintf]) AC_CHECK_LIB([libmx], [mxGetNumberOfFields]) AC_CHECK_LIB([libtensorflow], [TF_NewTensor]) AC_CHECK_LIB([pthread], [pthread_exit]) AC_CHECK_LIB([linear], [train]) AC_CHECK_LIB([svm], [svm_train]) # Checks for header files. AC_CHECK_HEADERS([float.h limits.h locale.h stdint.h stdlib.h string.h sys/param.h]) AC_CHECK_HEADERS([libsvm/svm.h], [AC_DEFINE([HAVE_EXTERNAL_LIBSVM],[1],[libsvm-dev is installed.]) AC_SUBST([HAVE_EXTERNAL_LIBSVM],"1") ]) AC_CHECK_HEADERS([linear.h], [AC_DEFINE([HAVE_EXTERNAL_LIBLINEAR],[1],[liblinear-dev is installed.]) AC_SUBST([HAVE_EXTERNAL_LIBLINEAR],"1") ]) # disable use of external libsvm and liblinear AC_SUBST([HAVE_EXTERNAL_LIBSVM],"") AC_SUBST([HAVE_EXTERNAL_LIBLINEAR],"") # Checks for typedefs, structures, and compiler characteristics. AC_CHECK_HEADER_STDBOOL AC_C_INLINE AC_TYPE_INT16_T AC_TYPE_INT32_T AC_TYPE_INT64_T AC_TYPE_INT8_T AC_TYPE_SIZE_T AC_TYPE_UINT16_T AC_TYPE_UINT32_T AC_TYPE_UINT64_T AC_TYPE_UINT8_T # Checks for library functions. AC_FUNC_MALLOC AC_FUNC_REALLOC AC_FUNC_STRTOD AC_CHECK_FUNCS([floor memset mkdir setlocale sqrt strchr strcspn strdup strncasecmp strrchr strtol strtoul]) AC_CONFIG_FILES([Makefile]) AC_OUTPUT nan-3.6.1/src/PaxHeaders/linear_model_matlab.h0000644000000000000000000000006114140566210016265 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/linear_model_matlab.h0000644000175000017500000000350414140566210020672 0ustar00schloeglschloegl00000000000000/* This code was extracted from liblinear-2.2.1 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include "mex.h" #ifdef __cplusplus extern "C" { #endif const char *model_to_matlab_structure(mxArray *plhs[], struct model *model_); const char *matlab_matrix_to_model(struct model *model_, const mxArray *matlab_struct); #ifdef __cplusplus } #endif nan-3.6.1/src/PaxHeaders/train.c0000644000000000000000000000006114140566210013423 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/train.c0000644000175000017500000003255414140566210016037 0ustar00schloeglschloegl00000000000000/* Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include #include "linear.h" #include "mex.h" #include "linear_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define CMD_LEN 2048 #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) #define INF HUGE_VAL void print_null(const char *s) {} void print_string_matlab(const char *s) {mexPrintf(s);} void exit_with_help() { mexPrintf( "Usage: model = train(training_label_vector, training_instance_matrix, 'liblinear_options', 'col');\n" "liblinear_options:\n" "-s type : set type of solver (default 1)\n" " for multi-class classification\n" " 0 -- L2-regularized logistic regression (primal)\n" " 1 -- L2-regularized L2-loss support vector classification (dual)\n" " 2 -- L2-regularized L2-loss support vector classification (primal)\n" " 3 -- L2-regularized L1-loss support vector classification (dual)\n" " 4 -- support vector classification by Crammer and Singer\n" " 5 -- L1-regularized L2-loss support vector classification\n" " 6 -- L1-regularized logistic regression\n" " 7 -- L2-regularized logistic regression (dual)\n" " for regression\n" " 11 -- L2-regularized L2-loss support vector regression (primal)\n" " 12 -- L2-regularized L2-loss support vector regression (dual)\n" " 13 -- L2-regularized L1-loss support vector regression (dual)\n" "-c cost : set the parameter C (default 1)\n" "-p epsilon : set the epsilon in loss function of SVR (default 0.1)\n" "-e epsilon : set tolerance of termination criterion\n" " -s 0 and 2\n" " |f'(w)|_2 <= eps*min(pos,neg)/l*|f'(w0)|_2,\n" " where f is the primal function and pos/neg are # of\n" " positive/negative data (default 0.01)\n" " -s 11\n" " |f'(w)|_2 <= eps*|f'(w0)|_2 (default 0.001)\n" " -s 1, 3, 4 and 7\n" " Dual maximal violation <= eps; similar to libsvm (default 0.1)\n" " -s 5 and 6\n" " |f'(w)|_1 <= eps*min(pos,neg)/l*|f'(w0)|_1,\n" " where f is the primal function (default 0.01)\n" " -s 12 and 13\n" " |f'(alpha)|_1 <= eps |f'(alpha0)|,\n" " where f is the dual function (default 0.1)\n" "-B bias : if bias >= 0, instance x becomes [x; bias]; if < 0, no bias term added (default -1)\n" "-wi weight: weights adjust the parameter C of different classes (see README for details)\n" "-v n: n-fold cross validation mode\n" "-C : find parameter C (only for -s 0 and 2)\n" "-q : quiet mode (no outputs)\n" "col:\n" " if 'col' is set, training_instance_matrix is parsed in column format, otherwise is in row format\n" ); } // liblinear arguments struct parameter param; // set by parse_command_line struct problem prob; // set by read_problem struct model *model_; struct feature_node *x_space; int flag_cross_validation; int flag_find_C; int flag_C_specified; int flag_solver_specified; int col_format_flag; int nr_fold; double bias; void do_find_parameter_C(double *best_C, double *best_rate) { double start_C; double max_C = 1024; if (flag_C_specified) start_C = param.C; else start_C = -1.0; find_parameter_C(&prob, ¶m, nr_fold, start_C, max_C, best_C, best_rate); mexPrintf("Best C = %lf CV accuracy = %g%%\n", *best_C, 100.0**best_rate); } double do_cross_validation() { int i; int total_correct = 0; double total_error = 0; double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0; double *target = Malloc(double, prob.l); double retval = 0.0; cross_validation(&prob,¶m,nr_fold,target); if(param.solver_type == L2R_L2LOSS_SVR || param.solver_type == L2R_L1LOSS_SVR_DUAL || param.solver_type == L2R_L2LOSS_SVR_DUAL) { for(i=0;i 2) { mxGetString(prhs[2], cmd, mxGetN(prhs[2]) + 1); if((argv[argc] = strtok(cmd, " ")) != NULL) while((argv[++argc] = strtok(NULL, " ")) != NULL) ; } // parse options for(i=1;i=argc && argv[i-1][1] != 'q' && argv[i-1][1] != 'C') // since options -q and -C have no parameter return 1; switch(argv[i-1][1]) { case 's': param.solver_type = atoi(argv[i]); flag_solver_specified = 1; break; case 'c': param.C = atof(argv[i]); flag_C_specified = 1; break; case 'p': param.p = atof(argv[i]); break; case 'e': param.eps = atof(argv[i]); break; case 'B': bias = atof(argv[i]); break; case 'v': flag_cross_validation = 1; nr_fold = atoi(argv[i]); if(nr_fold < 2) { mexPrintf("n-fold cross validation: n must >= 2\n"); return 1; } break; case 'w': ++param.nr_weight; param.weight_label = (int *) realloc(param.weight_label,sizeof(int)*param.nr_weight); param.weight = (double *) realloc(param.weight,sizeof(double)*param.nr_weight); param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]); param.weight[param.nr_weight-1] = atof(argv[i]); break; case 'q': print_func = &print_null; i--; break; case 'C': flag_find_C = 1; i--; break; default: mexPrintf("unknown option\n"); return 1; } } set_print_string_function(print_func); // default solver for parameter selection is L2R_L2LOSS_SVC if(flag_find_C) { if(!flag_cross_validation) nr_fold = 5; if(!flag_solver_specified) { mexPrintf("Solver not specified. Using -s 2\n"); param.solver_type = L2R_L2LOSS_SVC; } else if(param.solver_type != L2R_LR && param.solver_type != L2R_L2LOSS_SVC) { mexPrintf("Warm-start parameter search only available for -s 0 and -s 2\n"); return 1; } } if(param.eps == INF) { switch(param.solver_type) { case L2R_LR: case L2R_L2LOSS_SVC: param.eps = 0.01; break; case L2R_L2LOSS_SVR: param.eps = 0.001; break; case L2R_L2LOSS_SVC_DUAL: case L2R_L1LOSS_SVC_DUAL: case MCSVM_CS: case L2R_LR_DUAL: param.eps = 0.1; break; case L1R_L2LOSS_SVC: case L1R_LR: param.eps = 0.01; break; case L2R_L1LOSS_SVR_DUAL: case L2R_L2LOSS_SVR_DUAL: param.eps = 0.1; break; } } return 0; } static void fake_answer(int nlhs, mxArray *plhs[]) { int i; for(i=0;i=0) { x_space[j].index = (int) max_index+1; x_space[j].value = prob.bias; j++; } x_space[j++].index = -1; } if(prob.bias>=0) prob.n = (int) max_index+1; else prob.n = (int) max_index; return 0; } // Interface function of matlab // now assume prhs[0]: label prhs[1]: features void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] ) { const char *error_msg; // fix random seed to have same results for each run // (for cross validation) srand(1); if(nlhs > 1) { exit_with_help(); fake_answer(nlhs, plhs); return; } // Transform the input Matrix to libsvm format if(nrhs > 1 && nrhs < 5) { int err=0; if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) { mexPrintf("Error: label vector and instance matrix must be double\n"); fake_answer(nlhs, plhs); return; } if(mxIsSparse(prhs[0])) { mexPrintf("Error: label vector should not be in sparse format"); fake_answer(nlhs, plhs); return; } if(parse_command_line(nrhs, prhs, NULL)) { exit_with_help(); destroy_param(¶m); fake_answer(nlhs, plhs); return; } if(mxIsSparse(prhs[1])) err = read_problem_sparse(prhs[0], prhs[1]); else { mexPrintf("Training_instance_matrix must be sparse; " "use sparse(Training_instance_matrix) first\n"); destroy_param(¶m); fake_answer(nlhs, plhs); return; } // train's original code error_msg = check_parameter(&prob, ¶m); if(err || error_msg) { if (error_msg != NULL) mexPrintf("Error: %s\n", error_msg); destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); fake_answer(nlhs, plhs); return; } if (flag_find_C) { double best_C, best_rate, *ptr; do_find_parameter_C(&best_C, &best_rate); plhs[0] = mxCreateDoubleMatrix(2, 1, mxREAL); ptr = mxGetPr(plhs[0]); ptr[0] = best_C; ptr[1] = best_rate; } else if(flag_cross_validation) { double *ptr; plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL); ptr = mxGetPr(plhs[0]); ptr[0] = do_cross_validation(); } else { const char *error_msg; model_ = train(&prob, ¶m); error_msg = model_to_matlab_structure(plhs, model_); if(error_msg) mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg); free_and_destroy_model(&model_); } destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); } else { exit_with_help(); fake_answer(nlhs, plhs); return; } } nan-3.6.1/src/PaxHeaders/covm_mex.cpp0000644000000000000000000000006114140566210014463 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/covm_mex.cpp0000644000175000017500000004710614140566210017076 0ustar00schloeglschloegl00000000000000/* //------------------------------------------------------------------- // C-MEX implementation of COVM - this function is part of the NaN-toolbox. // // // This program 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 program 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 this program; if not, see . // // // covm: in-product of matrices, NaN are skipped. // usage: // [cc,nn] = covm_mex(X,Y,flag,W); // // Input: // - X: // - Y: [optional], if empty, Y=X; // - flag: if not empty, it is set to 1 if some NaN was observed // - W: weight vector to compute weighted correlation // // Output: // - CC = X' * sparse(diag(W)) * Y while NaN's are skipped // - NN = real(~ISNAN(X)')*sparse(diag(W))*real(~ISNAN(Y)) count of valid (non-NaN) elements // computed more efficiently // // $Id$ // Copyright (C) 2009,2010,2011 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // //------------------------------------------------------------------- */ #ifdef __GNUC__ #include #endif #include #include "mex.h" /*#define NO_FLAG*/ /* math.h has isnan() defined for all sizes of floating point numbers, but c++ assumes isnan(double), causing possible conversions for float and long double */ #define ISNAN(a) (a!=a) #ifndef typeof #define typeof __typeof__ #endif void mexFunction(int POutputCount, mxArray* POutput[], int PInputCount, const mxArray *PInputs[]) { double *X0=NULL, *Y0=NULL, *W=NULL; double *CC; double *NN = NULL; size_t rX,cX,rY,cY; size_t i; char flag_isNaN = 0; int ACC_LEVEL; /*********** check input arguments *****************/ // check for proper number of input and output arguments if ((PInputCount <= 0) || (PInputCount > 5)) { mexPrintf("usage: [CC,NN] = covm_mex(X [,Y [,flag [,W [,'E']]]])\n\n"); mexPrintf("Do not use COVM_MEX directly, use COVM instead. \n"); /* mexPrintf("\nCOVM_MEX computes the covariance matrix of real matrices and skips NaN's\n"); mexPrintf("\t[CC,NN] = covm_mex(...)\n\t\t computes CC=X'*Y, NN contains the number of not-NaN elements\n"); mexPrintf("\t\t CC./NN is the unbiased covariance matrix\n"); mexPrintf("\t... = covm_mex(X,Y,...)\n\t\t computes CC=X'*sparse(diag(W))*Y, number of rows of X and Y must match\n"); mexPrintf("\t... = covm_mex(X,[], ...)\n\t\t computes CC=X'*sparse(diag(W))*X\n"); mexPrintf("\t... = covm_mex(...,flag,...)\n\t\t if flag is not empty, it is set to 1 if some NaN occured in X or Y\n"); mexPrintf("\t... = covm_mex(...,W)\n\t\t W to compute weighted covariance, number of elements must match the number of rows of X\n"); mexPrintf("\t\t if isempty(W), all weights are 1\n"); mexPrintf("\t[CC,NN]=covm_mex(X,Y,flag,W)\n"); */ return; } if (POutputCount > 2) mexErrMsgTxt("covm.MEX has 1 to 2 output arguments."); // get 1st argument if(mxIsDouble(PInputs[0]) && !mxIsComplex(PInputs[0]) && !mxIsSparse(PInputs[0]) ) X0 = mxGetPr(PInputs[0]); else mexErrMsgTxt("First argument must be non-sparse REAL/DOUBLE."); rX = mxGetM(PInputs[0]); cX = mxGetN(PInputs[0]); // get 2nd argument if (PInputCount > 1) { if (!mxGetNumberOfElements(PInputs[1])) ; // Y0 = NULL; else if (mxIsDouble(PInputs[1]) && !mxIsComplex(PInputs[1])) Y0 = mxGetPr(PInputs[1]); else mexErrMsgTxt("Second argument must be REAL/DOUBLE."); } // get weight vector for weighted sumskipnan if (PInputCount > 3) { // get 4th argument size_t nW = mxGetNumberOfElements(PInputs[3]); if (!nW) ; else if (nW == rX) W = mxGetPr(PInputs[3]); else mexErrMsgTxt("number of elements in W must match numbers of rows in X"); } #ifdef __GNUC__ ACC_LEVEL = 0; { mxArray *LEVEL = NULL; int s = mexCallMATLAB(1, &LEVEL, 0, NULL, "flag_accuracy_level"); if (!s) { ACC_LEVEL = (int) mxGetScalar(LEVEL); } mxDestroyArray(LEVEL); } // mexPrintf("Accuracy Level=%i\n",ACC_LEVEL); #endif if (Y0==NULL) { Y0 = X0; rY = rX; cY = cX; } else { rY = mxGetM(PInputs[1]); cY = mxGetN(PInputs[1]); } if (rX != rY) mexErrMsgTxt("number of rows in X and Y do not match"); /*********** create output arguments *****************/ POutput[0] = mxCreateDoubleMatrix(cX, cY, mxREAL); CC = mxGetPr(POutput[0]); if (POutputCount > 1) { POutput[1] = mxCreateDoubleMatrix(cX, cY, mxREAL); NN = mxGetPr(POutput[1]); } /*********** compute covariance *****************/ #if 0 /*------ version 1 --------------------- this solution is slower than the alternative solution below for transposed matrices, this might be faster. */ for (k=0; k 2) && mxGetNumberOfElements(PInputs[2])) { // set FLAG_NANS_OCCURED switch (mxGetClassID(PInputs[2])) { case mxDOUBLE_CLASS: *(double*)mxGetData(PInputs[2]) = 1.0; break; case mxSINGLE_CLASS: *(float*)mxGetData(PInputs[2]) = 1.0; break; case mxLOGICAL_CLASS: case mxCHAR_CLASS: case mxINT8_CLASS: case mxUINT8_CLASS: *(char*)mxGetData(PInputs[2]) = 1; break; #ifdef __GNUC__ case mxINT16_CLASS: case mxUINT16_CLASS: *(uint16_t*)mxGetData(PInputs[2]) = 1; break; case mxINT32_CLASS: case mxUINT32_CLASS: *(uint32_t*)mxGetData(PInputs[2])= 1; break; case mxINT64_CLASS: case mxUINT64_CLASS: *(uint64_t*)mxGetData(PInputs[2]) = 1; break; case mxFUNCTION_CLASS: case mxUNKNOWN_CLASS: case mxCELL_CLASS: case mxSTRUCT_CLASS: #endif default: mexPrintf("Type of 3rd input argument cannot be used to return status of NaN occurrence."); } } #endif #endif } nan-3.6.1/src/PaxHeaders/svmpredict_mex.cpp0000644000000000000000000000006114140566210015677 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svmpredict_mex.cpp0000644000175000017500000002626214140566210020312 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include "svm.h" #include "mex.h" #include "svm_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define CMD_LEN 2048 int print_null(const char *s,...) {return 0;} int (*info)(const char *fmt,...) = &mexPrintf; void read_sparse_instance(const mxArray *prhs, int index, struct svm_node *x) { int i, j, low, high; mwIndex *ir, *jc; double *samples; ir = mxGetIr(prhs); jc = mxGetJc(prhs); samples = mxGetPr(prhs); // each column is one instance j = 0; low = (int)jc[index], high = (int)jc[index+1]; for(i=low;iparam.kernel_type == PRECOMPUTED) { // precomputed kernel requires dense matrix, so we make one mxArray *rhs[1], *lhs[1]; rhs[0] = mxDuplicateArray(prhs[1]); if(mexCallMATLAB(1, lhs, 1, rhs, "full")) { mexPrintf("Error: cannot full testing instance matrix\n"); fake_answer(nlhs, plhs); return; } ptr_instance = mxGetPr(lhs[0]); mxDestroyArray(rhs[0]); } else { mxArray *pprhs[1]; pprhs[0] = mxDuplicateArray(prhs[1]); if(mexCallMATLAB(1, pplhs, 1, pprhs, "transpose")) { mexPrintf("Error: cannot transpose testing instance matrix\n"); fake_answer(nlhs, plhs); return; } } } if(predict_probability) { if(svm_type==NU_SVR || svm_type==EPSILON_SVR) info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma=%g\n",svm_get_svr_probability(model)); else prob_estimates = (double *) malloc(nr_class*sizeof(double)); } tplhs[0] = mxCreateDoubleMatrix(testing_instance_number, 1, mxREAL); if(predict_probability) { // prob estimates are in plhs[2] if(svm_type==C_SVC || svm_type==NU_SVC) tplhs[2] = mxCreateDoubleMatrix(testing_instance_number, nr_class, mxREAL); else tplhs[2] = mxCreateDoubleMatrix(0, 0, mxREAL); } else { // decision values are in plhs[2] if(svm_type == ONE_CLASS || svm_type == EPSILON_SVR || svm_type == NU_SVR || nr_class == 1) // if only one class in training data, decision values are still returned. tplhs[2] = mxCreateDoubleMatrix(testing_instance_number, 1, mxREAL); else tplhs[2] = mxCreateDoubleMatrix(testing_instance_number, nr_class*(nr_class-1)/2, mxREAL); } ptr_predict_label = mxGetPr(tplhs[0]); ptr_prob_estimates = mxGetPr(tplhs[2]); ptr_dec_values = mxGetPr(tplhs[2]); x = (struct svm_node*)malloc((feature_number+1)*sizeof(struct svm_node) ); for(instance_index=0;instance_indexparam.kernel_type != PRECOMPUTED) // prhs[1]^T is still sparse read_sparse_instance(pplhs[0], instance_index, x); else { for(i=0;i 3 || nrhs > 4 || nrhs < 3) { exit_with_help(); fake_answer(nlhs, plhs); return; } if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) { mexPrintf("Error: label vector and instance matrix must be double\n"); fake_answer(nlhs, plhs); return; } if(mxIsStruct(prhs[2])) { const char *error_msg; // parse options if(nrhs==4) { int i, argc = 1; char cmd[CMD_LEN], *argv[CMD_LEN/2]; // put options in argv[] mxGetString(prhs[3], cmd, mxGetN(prhs[3]) + 1); if((argv[argc] = strtok(cmd, " ")) != NULL) while((argv[++argc] = strtok(NULL, " ")) != NULL) ; for(i=1;i=argc) && argv[i-1][1] != 'q') { exit_with_help(); fake_answer(nlhs, plhs); return; } switch(argv[i-1][1]) { case 'b': prob_estimate_flag = atoi(argv[i]); break; case 'q': i--; info = &print_null; break; default: mexPrintf("Unknown option: -%c\n", argv[i-1][1]); exit_with_help(); fake_answer(nlhs, plhs); return; } } } model = matlab_matrix_to_model(prhs[2], &error_msg); if (model == NULL) { mexPrintf("Error: can't read model: %s\n", error_msg); fake_answer(nlhs, plhs); return; } if(prob_estimate_flag) { if(svm_check_probability_model(model)==0) { mexPrintf("Model does not support probabiliy estimates\n"); fake_answer(nlhs, plhs); svm_free_and_destroy_model(&model); return; } } else { if(svm_check_probability_model(model)!=0) info("Model supports probability estimates, but disabled in predicton.\n"); } predict(nlhs, plhs, prhs, model, prob_estimate_flag); // destroy model svm_free_and_destroy_model(&model); } else { mexPrintf("model file should be a struct array\n"); fake_answer(nlhs, plhs); } return; } nan-3.6.1/src/PaxHeaders/sumskipnan_mex.cpp0000644000000000000000000000006114140566210015707 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/sumskipnan_mex.cpp0000644000175000017500000006170214140566210020320 0ustar00schloeglschloegl00000000000000 //------------------------------------------------------------------- // C-MEX implementation of SUMSKIPNAN - this function is part of the NaN-toolbox. // // // This program 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 program 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 this program; if not, see . // // // sumskipnan: sums all non-NaN values // usage: // [o,count,SSQ] = sumskipnan_mex(x,DIM,flag,W); // // SUMSKIPNAN uses two techniques to reduce errors: // 1) long double (80bit) instead of 64-bit double is used internally // 2) The Kahan Summation formula is used to reduce the error margin from N*eps to 2*eps // The latter is only implemented in case of stride=1 (column vectors only, summation along 1st dimension). // // Input: // - x data array // - DIM (optional) dimension to sum // - flag (optional) is actually an output argument telling whether some NaN was observed // - W (optional) weight vector to compute weighted sum (default 1) // // Output: // - o (weighted) sum along dimension DIM // - count of valid elements // - sums of squares // // // $Id$ // Copyright (C) 2009,2010,2011 Alois Schloegl // This function is part of the NaN-toolbox // http://pub.ist.ac.at/~schloegl/matlab/NaN/ // //------------------------------------------------------------------- #include #include #include "mex.h" /* math.h has isnan() defined for all sizes of floating point numbers, but c++ assumes isnan(double), causing possible conversions for float and long double */ #define ISNAN(a) (a!=a) #ifndef typeof #define typeof __typeof__ #endif inline void __sumskipnan2w__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan3w__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan2wr__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan3wr__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan2we__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan3we__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan2wer__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W); inline void __sumskipnan3wer__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W); //#define NO_FLAG #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; #endif #endif void mexFunction(int POutputCount, mxArray* POutput[], int PInputCount, const mxArray *PInputs[]) { const mwSize *SZ; double* LInput; double* LOutputSum; double* LOutputCount; double* LOutputSum2; long double* LongOutputSum = NULL; long double* LongOutputCount = NULL; long double* LongOutputSum2 = NULL; double x; double* W = NULL; // weight vector size_t DIM = 0; size_t D1, D2, D3; // NN; // size_t ND, ND2; // number of dimensions: input, output size_t ix0, ix1, ix2; // index to input and output size_t j, l; // running indices mwIndex *SZ2; // size of output char flag_isNaN = 0; // check for proper number of input and output arguments if ((PInputCount <= 0) || (PInputCount > 4)) mexErrMsgTxt("SUMSKIPNAN.MEX requires between 1 and 4 arguments."); if (POutputCount > 4) mexErrMsgTxt("SUMSKIPNAN.MEX has 1 to 3 output arguments."); // get 1st argument if(mxIsDouble(PInputs[0]) && !mxIsComplex(PInputs[0]) && !mxIsSparse(PInputs[0]) ) LInput = mxGetPr(PInputs[0]); else mexErrMsgTxt("First argument must be double and not sparse REAL/DOUBLE."); // get 2nd argument if (PInputCount > 1) { switch (mxGetNumberOfElements(PInputs[1])) { case 0: x = 0.0; // accept empty element break; case 1: x = (mxIsNumeric(PInputs[1]) ? mxGetScalar(PInputs[1]) : -1.0); break; default:x = -1.0; // invalid } if ((x < 0) || (x > 65535) || (x != floor(x))) mexErrMsgTxt("Error SUMSKIPNAN.MEX: DIM-argument must be a positive integer scalar"); DIM = (unsigned)floor(x); } // get size ND = mxGetNumberOfDimensions(PInputs[0]); // NN = mxGetNumberOfElements(PInputs[0]); SZ = mxGetDimensions(PInputs[0]); // if DIM==0 (undefined), look for first dimension with more than 1 element. for (j = 0; (DIM < 1) && (j < ND); j++) if (SZ[j]>1) DIM = j+1; if (DIM < 1) DIM=1; // in case DIM is still undefined ND2 = (ND>DIM ? ND : DIM); // number of dimensions of output SZ2 = (mwSize*)mxCalloc(ND2, sizeof(mwSize)); // allocate memory for output size for (j=0; j ND, add extra elements 1 SZ2[j] = 1; for (j=0, D1=1; j 3) { if (!mxGetNumberOfElements(PInputs[3])) ; // empty weight vector - no weighting else if (mxGetNumberOfElements(PInputs[3])==D2) W = mxGetPr(PInputs[3]); else mexErrMsgTxt("Error SUMSKIPNAN.MEX: length of weight vector does not match size of dimension"); } int ACC_LEVEL = 0; { mxArray *LEVEL = NULL; int s = mexCallMATLAB(1, &LEVEL, 0, NULL, "flag_accuracy_level"); if (!s) { ACC_LEVEL = (int) mxGetScalar(LEVEL); if ((D1>1) && (ACC_LEVEL>2)) mexWarnMsgTxt("Warning: Kahan summation not supported with stride > 1 !"); } mxDestroyArray(LEVEL); } // mexPrintf("Accuracy Level=%i\n",ACC_LEVEL); // create outputs #define TYP mxDOUBLE_CLASS POutput[0] = mxCreateNumericArray(ND2, SZ2, TYP, mxREAL); LOutputSum = mxGetPr(POutput[0]); if (D1!=1 && D2>0) LongOutputSum = (long double*) mxCalloc(D1*D3,sizeof(long double)); if (POutputCount >= 2) { POutput[1] = mxCreateNumericArray(ND2, SZ2, TYP, mxREAL); LOutputCount = mxGetPr(POutput[1]); if (D1!=1 && D2>0) LongOutputCount = (long double*) mxCalloc(D1*D3,sizeof(long double)); } if (POutputCount >= 3) { POutput[2] = mxCreateNumericArray(ND2, SZ2, TYP, mxREAL); LOutputSum2 = mxGetPr(POutput[2]); if (D1!=1 && D2>0) LongOutputSum2 = (long double*) mxCalloc(D1*D3,sizeof(long double)); } mxFree(SZ2); if (!D1 || !D2 || !D3) // zero size array ; // do nothing else if (D1==1) { if (ACC_LEVEL<1) { // double accuray, naive summation, error = N*2^-52 switch (POutputCount) { case 0: case 1: #pragma omp parallel for schedule(dynamic) for (l = 0; l DIM for (l = 0; l DIM for (l = 0; l DIM for (l = 0; l 2) && mxGetNumberOfElements(PInputs[2])) { // set FLAG_NANS_OCCURED switch (mxGetClassID(PInputs[2])) { case mxLOGICAL_CLASS: case mxCHAR_CLASS: case mxINT8_CLASS: case mxUINT8_CLASS: *(uint8_t*)mxGetData(PInputs[2]) = 1; break; case mxDOUBLE_CLASS: *(double*)mxGetData(PInputs[2]) = 1.0; break; case mxSINGLE_CLASS: *(float*)mxGetData(PInputs[2]) = 1.0; break; case mxINT16_CLASS: case mxUINT16_CLASS: *(uint16_t*)mxGetData(PInputs[2]) = 1; break; case mxINT32_CLASS: case mxUINT32_CLASS: *(uint32_t*)mxGetData(PInputs[2])= 1; break; case mxINT64_CLASS: case mxUINT64_CLASS: *(uint64_t*)mxGetData(PInputs[2]) = 1; break; case mxFUNCTION_CLASS: case mxUNKNOWN_CLASS: case mxCELL_CLASS: case mxSTRUCT_CLASS: default: mexPrintf("Type of 3rd input argument not supported."); } } #endif } #define stride 1 inline void __sumskipnan2w__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W) { long double sum=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector long double count = 0.0; do { long double x = *data; if (!ISNAN(x)) { count += *W; sum += *W*x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; do { long double x = *data; if (!ISNAN(x)) { countI++; sum += x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; } inline void __sumskipnan3w__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W) { long double sum=0; long double msq=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector long double count = 0.0; do { long double x = *data; if (!ISNAN(x)) { count += *W; long double t = *W*x; sum += t; msq += x*t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; do { long double x = *data; if (!ISNAN(x)) { countI++; sum += x; msq += x*x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; *s2 = (typeof(*s2))msq; } inline void __sumskipnan2wr__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W) { double sum=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector double count = 0.0; do { double x = *data; if (!ISNAN(x)) { count += *W; sum += *W*x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; do { double x = *data; if (!ISNAN(x)) { countI++; sum += x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; } inline void __sumskipnan3wr__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W) { double sum=0; double msq=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector double count = 0.0; do { double x = *data; if (!ISNAN(x)) { count += *W; double t = *W*x; sum += t; msq += x*t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = count; } else { // w/o weight vector size_t countI = 0; do { double x = *data; if (!ISNAN(x)) { countI++; sum += x; msq += x*x; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; *s2 = (typeof(*s2))msq; } /*************************************** using Kahan's summation formula [1] this gives more accurate results while the computational effort within the loop is about 4x as high First tests show a penalty of about 40% in terms of computational time. [1] David Goldberg, What Every Computer Scientist Should Know About Floating-Point Arithmetic ACM Computing Surveys, Vol 23, No 1, March 1991. ****************************************/ inline void __sumskipnan2we__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W) { long double sum=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector long double count = 0.0; long double rc=0.0, rn=0.0; do { long double x = *data; long double t,y; if (!ISNAN(x)) { //count += *W; [1] y = *W-rn; t = count+y; rn= (t-count)-y; count= t; //sum += *W*x; [1] y = *W*x-rc; t = sum+y; rc= (t-sum)-y; sum= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; long double rc=0.0; do { long double x = *data; long double t,y; if (!ISNAN(x)) { countI++; // sum += x; [1] y = x-rc; t = sum+y; rc= (t-sum)-y; sum= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; } inline void __sumskipnan3we__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W) { long double sum=0; long double msq=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector long double count = 0.0; long double rc=0.0, rn=0.0, rq=0.0; do { long double x = *data; long double t,y; if (!ISNAN(x)) { //count += *W; [1] y = *W-rn; t = count+y; rn= (t-count)-y; count= t; long double w = *W*x; //sum += *W*x; [1] y = *W*x-rc; t = sum+y; rc= (t-sum)-y; sum= t; // msq += x*w; y = w*x-rq; t = msq+y; rq= (t-msq)-y; msq= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; long double rc=0.0, rq=0.0; do { long double x = *data; long double t,y; if (!ISNAN(x)) { countI++; //sum += x; [1] y = x-rc; t = sum+y; rc= (t-sum)-y; sum= t; // msq += x*x; y = x*x-rq; t = msq+y; rq= (t-msq)-y; msq= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; *s2 = (typeof(*s))msq; } inline void __sumskipnan2wer__(double *data, size_t Ni, double *s, double *No, char *flag_anyISNAN, double *W) { double sum=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector double count = 0.0; double rc=0.0, rn=0.0; do { double x = *data; double t,y; if (!ISNAN(x)) { //count += *W; [1] y = *W-rn; t = count+y; rn= (t-count)-y; count= t; //sum += *W*x; [1] y = *W*x-rc; t = sum+y; rc= (t-sum)-y; sum= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; double rc=0.0; do { double x = *data; double t,y; if (!ISNAN(x)) { countI++; // sum += x; [1] y = x-rc; t = sum+y; rc= (t-sum)-y; sum= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; } inline void __sumskipnan3wer__(double *data, size_t Ni, double *s, double *s2, double *No, char *flag_anyISNAN, double *W) { double sum=0; double msq=0; char flag=0; // LOOP along dimension DIM double *end = data + stride*Ni; if (W) { // with weight vector double count = 0.0; double rc=0.0, rn=0.0, rq=0.0; do { double x = *data; double t,y; if (!ISNAN(x)) { //count += *W; [1] y = *W-rn; t = count+y; rn= (t-count)-y; count= t; double w = *W*x; //sum += *W*x; [1] y = *W*x-rc; t = sum+y; rc= (t-sum)-y; sum= t; // msq += x*w; y = w*x-rq; t = msq+y; rq= (t-msq)-y; msq= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 W++; } while (data < end); *No = (typeof(*No))count; } else { // w/o weight vector size_t countI = 0; double rc=0.0, rq=0.0; do { double x = *data; double t,y; if (!ISNAN(x)) { countI++; //sum += x; [1] y = x-rc; t = sum+y; rc= (t-sum)-y; sum= t; // msq += x*x; y = x*x-rq; t = msq+y; rq= (t-msq)-y; msq= t; } #ifndef NO_FLAG else flag = 1; #endif data++; // stride=1 } while (data < end); *No = (typeof(*No))countI; } #ifndef NO_FLAG if (flag && (flag_anyISNAN != NULL)) *flag_anyISNAN = 1; #endif *s = (typeof(*s))sum; *s2 = (typeof(*s))msq; } nan-3.6.1/src/PaxHeaders/svm.cpp0000644000000000000000000000006114140566210013453 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svm.cpp0000644000175000017500000020213314140566210016057 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include #include #include #include #include #include #include "svm.h" int libsvm_version = LIBSVM_VERSION; typedef float Qfloat; typedef signed char schar; #ifndef min template static inline T min(T x,T y) { return (x static inline T max(T x,T y) { return (x>y)?x:y; } #endif template static inline void swap(T& x, T& y) { T t=x; x=y; y=t; } template static inline void clone(T*& dst, S* src, int n) { dst = new T[n]; memcpy((void *)dst,(void *)src,sizeof(T)*n); } static inline double powi(double base, int times) { double tmp = base, ret = 1.0; for(int t=times; t>0; t/=2) { if(t%2==1) ret*=tmp; tmp = tmp * tmp; } return ret; } #define INF HUGE_VAL #define TAU 1e-12 #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) static void print_string_stdout(const char *s) { fputs(s,stdout); fflush(stdout); } static void (*svm_print_string) (const char *) = &print_string_stdout; #if 1 static void info(const char *fmt,...) { char buf[BUFSIZ]; va_list ap; va_start(ap,fmt); vsprintf(buf,fmt,ap); va_end(ap); (*svm_print_string)(buf); } #else static void info(const char *fmt,...) {} #endif // // Kernel Cache // // l is the number of total data items // size is the cache size limit in bytes // class Cache { public: Cache(int l,long int size); ~Cache(); // request data [0,len) // return some position p where [p,len) need to be filled // (p >= len if nothing needs to be filled) int get_data(const int index, Qfloat **data, int len); void swap_index(int i, int j); private: int l; long int size; struct head_t { head_t *prev, *next; // a circular list Qfloat *data; int len; // data[0,len) is cached in this entry }; head_t *head; head_t lru_head; void lru_delete(head_t *h); void lru_insert(head_t *h); }; Cache::Cache(int l_,long int size_):l(l_),size(size_) { head = (head_t *)calloc(l,sizeof(head_t)); // initialized to 0 size /= sizeof(Qfloat); size -= l * sizeof(head_t) / sizeof(Qfloat); size = max(size, 2 * (long int) l); // cache must be large enough for two columns lru_head.next = lru_head.prev = &lru_head; } Cache::~Cache() { for(head_t *h = lru_head.next; h != &lru_head; h=h->next) free(h->data); free(head); } void Cache::lru_delete(head_t *h) { // delete from current location h->prev->next = h->next; h->next->prev = h->prev; } void Cache::lru_insert(head_t *h) { // insert to last position h->next = &lru_head; h->prev = lru_head.prev; h->prev->next = h; h->next->prev = h; } int Cache::get_data(const int index, Qfloat **data, int len) { head_t *h = &head[index]; if(h->len) lru_delete(h); int more = len - h->len; if(more > 0) { // free old space while(size < more) { head_t *old = lru_head.next; lru_delete(old); free(old->data); size += old->len; old->data = 0; old->len = 0; } // allocate new space h->data = (Qfloat *)realloc(h->data,sizeof(Qfloat)*len); size -= more; swap(h->len,len); } lru_insert(h); *data = h->data; return len; } void Cache::swap_index(int i, int j) { if(i==j) return; if(head[i].len) lru_delete(&head[i]); if(head[j].len) lru_delete(&head[j]); swap(head[i].data,head[j].data); swap(head[i].len,head[j].len); if(head[i].len) lru_insert(&head[i]); if(head[j].len) lru_insert(&head[j]); if(i>j) swap(i,j); for(head_t *h = lru_head.next; h!=&lru_head; h=h->next) { if(h->len > i) { if(h->len > j) swap(h->data[i],h->data[j]); else { // give up lru_delete(h); free(h->data); size += h->len; h->data = 0; h->len = 0; } } } } // // Kernel evaluation // // the static method k_function is for doing single kernel evaluation // the constructor of Kernel prepares to calculate the l*l kernel matrix // the member function get_Q is for getting one column from the Q Matrix // class QMatrix { public: virtual Qfloat *get_Q(int column, int len) const = 0; virtual double *get_QD() const = 0; virtual void swap_index(int i, int j) const = 0; virtual ~QMatrix() {} }; class Kernel: public QMatrix { public: Kernel(int l, svm_node * const * x, const svm_parameter& param); virtual ~Kernel(); static double k_function(const svm_node *x, const svm_node *y, const svm_parameter& param); virtual Qfloat *get_Q(int column, int len) const = 0; virtual double *get_QD() const = 0; virtual void swap_index(int i, int j) const // no so const... { swap(x[i],x[j]); if(x_square) swap(x_square[i],x_square[j]); } protected: double (Kernel::*kernel_function)(int i, int j) const; private: const svm_node **x; double *x_square; // svm_parameter const int kernel_type; const int degree; const double gamma; const double coef0; static double dot(const svm_node *px, const svm_node *py); double kernel_linear(int i, int j) const { return dot(x[i],x[j]); } double kernel_poly(int i, int j) const { return powi(gamma*dot(x[i],x[j])+coef0,degree); } double kernel_rbf(int i, int j) const { return exp(-gamma*(x_square[i]+x_square[j]-2*dot(x[i],x[j]))); } double kernel_sigmoid(int i, int j) const { return tanh(gamma*dot(x[i],x[j])+coef0); } double kernel_precomputed(int i, int j) const { return x[i][(int)(x[j][0].value)].value; } }; Kernel::Kernel(int l, svm_node * const * x_, const svm_parameter& param) :kernel_type(param.kernel_type), degree(param.degree), gamma(param.gamma), coef0(param.coef0) { switch(kernel_type) { case LINEAR: kernel_function = &Kernel::kernel_linear; break; case POLY: kernel_function = &Kernel::kernel_poly; break; case RBF: kernel_function = &Kernel::kernel_rbf; break; case SIGMOID: kernel_function = &Kernel::kernel_sigmoid; break; case PRECOMPUTED: kernel_function = &Kernel::kernel_precomputed; break; } clone(x,x_,l); if(kernel_type == RBF) { x_square = new double[l]; for(int i=0;iindex != -1 && py->index != -1) { if(px->index == py->index) { sum += px->value * py->value; ++px; ++py; } else { if(px->index > py->index) ++py; else ++px; } } return sum; } double Kernel::k_function(const svm_node *x, const svm_node *y, const svm_parameter& param) { switch(param.kernel_type) { case LINEAR: return dot(x,y); case POLY: return powi(param.gamma*dot(x,y)+param.coef0,param.degree); case RBF: { double sum = 0; while(x->index != -1 && y->index !=-1) { if(x->index == y->index) { double d = x->value - y->value; sum += d*d; ++x; ++y; } else { if(x->index > y->index) { sum += y->value * y->value; ++y; } else { sum += x->value * x->value; ++x; } } } while(x->index != -1) { sum += x->value * x->value; ++x; } while(y->index != -1) { sum += y->value * y->value; ++y; } return exp(-param.gamma*sum); } case SIGMOID: return tanh(param.gamma*dot(x,y)+param.coef0); case PRECOMPUTED: //x: test (validation), y: SV return x[(int)(y->value)].value; default: return 0; // Unreachable } } // An SMO algorithm in Fan et al., JMLR 6(2005), p. 1889--1918 // Solves: // // min 0.5(\alpha^T Q \alpha) + p^T \alpha // // y^T \alpha = \delta // y_i = +1 or -1 // 0 <= alpha_i <= Cp for y_i = 1 // 0 <= alpha_i <= Cn for y_i = -1 // // Given: // // Q, p, y, Cp, Cn, and an initial feasible point \alpha // l is the size of vectors and matrices // eps is the stopping tolerance // // solution will be put in \alpha, objective value will be put in obj // class Solver { public: Solver() {}; virtual ~Solver() {}; struct SolutionInfo { double obj; double rho; double upper_bound_p; double upper_bound_n; double r; // for Solver_NU }; void Solve(int l, const QMatrix& Q, const double *p_, const schar *y_, double *alpha_, double Cp, double Cn, double eps, SolutionInfo* si, int shrinking); protected: int active_size; schar *y; double *G; // gradient of objective function enum { LOWER_BOUND, UPPER_BOUND, FREE }; char *alpha_status; // LOWER_BOUND, UPPER_BOUND, FREE double *alpha; const QMatrix *Q; const double *QD; double eps; double Cp,Cn; double *p; int *active_set; double *G_bar; // gradient, if we treat free variables as 0 int l; bool unshrink; // XXX double get_C(int i) { return (y[i] > 0)? Cp : Cn; } void update_alpha_status(int i) { if(alpha[i] >= get_C(i)) alpha_status[i] = UPPER_BOUND; else if(alpha[i] <= 0) alpha_status[i] = LOWER_BOUND; else alpha_status[i] = FREE; } bool is_upper_bound(int i) { return alpha_status[i] == UPPER_BOUND; } bool is_lower_bound(int i) { return alpha_status[i] == LOWER_BOUND; } bool is_free(int i) { return alpha_status[i] == FREE; } void swap_index(int i, int j); void reconstruct_gradient(); virtual int select_working_set(int &i, int &j); virtual double calculate_rho(); virtual void do_shrinking(); private: bool be_shrunk(int i, double Gmax1, double Gmax2); }; void Solver::swap_index(int i, int j) { Q->swap_index(i,j); swap(y[i],y[j]); swap(G[i],G[j]); swap(alpha_status[i],alpha_status[j]); swap(alpha[i],alpha[j]); swap(p[i],p[j]); swap(active_set[i],active_set[j]); swap(G_bar[i],G_bar[j]); } void Solver::reconstruct_gradient() { // reconstruct inactive elements of G from G_bar and free variables if(active_size == l) return; int i,j; int nr_free = 0; for(j=active_size;j 2*active_size*(l-active_size)) { for(i=active_size;iget_Q(i,active_size); for(j=0;jget_Q(i,l); double alpha_i = alpha[i]; for(j=active_size;jl = l; this->Q = &Q; QD=Q.get_QD(); clone(p, p_,l); clone(y, y_,l); clone(alpha,alpha_,l); this->Cp = Cp; this->Cn = Cn; this->eps = eps; unshrink = false; // initialize alpha_status { alpha_status = new char[l]; for(int i=0;iINT_MAX/100 ? INT_MAX : 100*l); int counter = min(l,1000)+1; while(iter < max_iter) { // show progress and do shrinking if(--counter == 0) { counter = min(l,1000); if(shrinking) do_shrinking(); info("."); } int i,j; if(select_working_set(i,j)!=0) { // reconstruct the whole gradient reconstruct_gradient(); // reset active set size and check active_size = l; info("*"); if(select_working_set(i,j)!=0) break; else counter = 1; // do shrinking next iteration } ++iter; // update alpha[i] and alpha[j], handle bounds carefully const Qfloat *Q_i = Q.get_Q(i,active_size); const Qfloat *Q_j = Q.get_Q(j,active_size); double C_i = get_C(i); double C_j = get_C(j); double old_alpha_i = alpha[i]; double old_alpha_j = alpha[j]; if(y[i]!=y[j]) { double quad_coef = QD[i]+QD[j]+2*Q_i[j]; if (quad_coef <= 0) quad_coef = TAU; double delta = (-G[i]-G[j])/quad_coef; double diff = alpha[i] - alpha[j]; alpha[i] += delta; alpha[j] += delta; if(diff > 0) { if(alpha[j] < 0) { alpha[j] = 0; alpha[i] = diff; } } else { if(alpha[i] < 0) { alpha[i] = 0; alpha[j] = -diff; } } if(diff > C_i - C_j) { if(alpha[i] > C_i) { alpha[i] = C_i; alpha[j] = C_i - diff; } } else { if(alpha[j] > C_j) { alpha[j] = C_j; alpha[i] = C_j + diff; } } } else { double quad_coef = QD[i]+QD[j]-2*Q_i[j]; if (quad_coef <= 0) quad_coef = TAU; double delta = (G[i]-G[j])/quad_coef; double sum = alpha[i] + alpha[j]; alpha[i] -= delta; alpha[j] += delta; if(sum > C_i) { if(alpha[i] > C_i) { alpha[i] = C_i; alpha[j] = sum - C_i; } } else { if(alpha[j] < 0) { alpha[j] = 0; alpha[i] = sum; } } if(sum > C_j) { if(alpha[j] > C_j) { alpha[j] = C_j; alpha[i] = sum - C_j; } } else { if(alpha[i] < 0) { alpha[i] = 0; alpha[j] = sum; } } } // update G double delta_alpha_i = alpha[i] - old_alpha_i; double delta_alpha_j = alpha[j] - old_alpha_j; for(int k=0;k= max_iter) { if(active_size < l) { // reconstruct the whole gradient to calculate objective value reconstruct_gradient(); active_size = l; info("*"); } fprintf(stderr,"\nWARNING: reaching max number of iterations\n"); } // calculate rho si->rho = calculate_rho(); // calculate objective value { double v = 0; int i; for(i=0;iobj = v/2; } // put back the solution { for(int i=0;iupper_bound_p = Cp; si->upper_bound_n = Cn; info("\noptimization finished, #iter = %d\n",iter); delete[] p; delete[] y; delete[] alpha; delete[] alpha_status; delete[] active_set; delete[] G; delete[] G_bar; } // return 1 if already optimal, return 0 otherwise int Solver::select_working_set(int &out_i, int &out_j) { // return i,j such that // i: maximizes -y_i * grad(f)_i, i in I_up(\alpha) // j: minimizes the decrease of obj value // (if quadratic coefficeint <= 0, replace it with tau) // -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha) double Gmax = -INF; double Gmax2 = -INF; int Gmax_idx = -1; int Gmin_idx = -1; double obj_diff_min = INF; for(int t=0;t= Gmax) { Gmax = -G[t]; Gmax_idx = t; } } else { if(!is_lower_bound(t)) if(G[t] >= Gmax) { Gmax = G[t]; Gmax_idx = t; } } int i = Gmax_idx; const Qfloat *Q_i = NULL; if(i != -1) // NULL Q_i not accessed: Gmax=-INF if i=-1 Q_i = Q->get_Q(i,active_size); for(int j=0;j= Gmax2) Gmax2 = G[j]; if (grad_diff > 0) { double obj_diff; double quad_coef = QD[i]+QD[j]-2.0*y[i]*Q_i[j]; if (quad_coef > 0) obj_diff = -(grad_diff*grad_diff)/quad_coef; else obj_diff = -(grad_diff*grad_diff)/TAU; if (obj_diff <= obj_diff_min) { Gmin_idx=j; obj_diff_min = obj_diff; } } } } else { if (!is_upper_bound(j)) { double grad_diff= Gmax-G[j]; if (-G[j] >= Gmax2) Gmax2 = -G[j]; if (grad_diff > 0) { double obj_diff; double quad_coef = QD[i]+QD[j]+2.0*y[i]*Q_i[j]; if (quad_coef > 0) obj_diff = -(grad_diff*grad_diff)/quad_coef; else obj_diff = -(grad_diff*grad_diff)/TAU; if (obj_diff <= obj_diff_min) { Gmin_idx=j; obj_diff_min = obj_diff; } } } } } if(Gmax+Gmax2 < eps || Gmin_idx == -1) return 1; out_i = Gmax_idx; out_j = Gmin_idx; return 0; } bool Solver::be_shrunk(int i, double Gmax1, double Gmax2) { if(is_upper_bound(i)) { if(y[i]==+1) return(-G[i] > Gmax1); else return(-G[i] > Gmax2); } else if(is_lower_bound(i)) { if(y[i]==+1) return(G[i] > Gmax2); else return(G[i] > Gmax1); } else return(false); } void Solver::do_shrinking() { int i; double Gmax1 = -INF; // max { -y_i * grad(f)_i | i in I_up(\alpha) } double Gmax2 = -INF; // max { y_i * grad(f)_i | i in I_low(\alpha) } // find maximal violating pair first for(i=0;i= Gmax1) Gmax1 = -G[i]; } if(!is_lower_bound(i)) { if(G[i] >= Gmax2) Gmax2 = G[i]; } } else { if(!is_upper_bound(i)) { if(-G[i] >= Gmax2) Gmax2 = -G[i]; } if(!is_lower_bound(i)) { if(G[i] >= Gmax1) Gmax1 = G[i]; } } } if(unshrink == false && Gmax1 + Gmax2 <= eps*10) { unshrink = true; reconstruct_gradient(); active_size = l; info("*"); } for(i=0;i i) { if (!be_shrunk(active_size, Gmax1, Gmax2)) { swap_index(i,active_size); break; } active_size--; } } } double Solver::calculate_rho() { double r; int nr_free = 0; double ub = INF, lb = -INF, sum_free = 0; for(int i=0;i0) r = sum_free/nr_free; else r = (ub+lb)/2; return r; } // // Solver for nu-svm classification and regression // // additional constraint: e^T \alpha = constant // class Solver_NU: public Solver { public: Solver_NU() {} void Solve(int l, const QMatrix& Q, const double *p, const schar *y, double *alpha, double Cp, double Cn, double eps, SolutionInfo* si, int shrinking) { this->si = si; Solver::Solve(l,Q,p,y,alpha,Cp,Cn,eps,si,shrinking); } private: SolutionInfo *si; int select_working_set(int &i, int &j); double calculate_rho(); bool be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4); void do_shrinking(); }; // return 1 if already optimal, return 0 otherwise int Solver_NU::select_working_set(int &out_i, int &out_j) { // return i,j such that y_i = y_j and // i: maximizes -y_i * grad(f)_i, i in I_up(\alpha) // j: minimizes the decrease of obj value // (if quadratic coefficeint <= 0, replace it with tau) // -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha) double Gmaxp = -INF; double Gmaxp2 = -INF; int Gmaxp_idx = -1; double Gmaxn = -INF; double Gmaxn2 = -INF; int Gmaxn_idx = -1; int Gmin_idx = -1; double obj_diff_min = INF; for(int t=0;t= Gmaxp) { Gmaxp = -G[t]; Gmaxp_idx = t; } } else { if(!is_lower_bound(t)) if(G[t] >= Gmaxn) { Gmaxn = G[t]; Gmaxn_idx = t; } } int ip = Gmaxp_idx; int in = Gmaxn_idx; const Qfloat *Q_ip = NULL; const Qfloat *Q_in = NULL; if(ip != -1) // NULL Q_ip not accessed: Gmaxp=-INF if ip=-1 Q_ip = Q->get_Q(ip,active_size); if(in != -1) Q_in = Q->get_Q(in,active_size); for(int j=0;j= Gmaxp2) Gmaxp2 = G[j]; if (grad_diff > 0) { double obj_diff; double quad_coef = QD[ip]+QD[j]-2*Q_ip[j]; if (quad_coef > 0) obj_diff = -(grad_diff*grad_diff)/quad_coef; else obj_diff = -(grad_diff*grad_diff)/TAU; if (obj_diff <= obj_diff_min) { Gmin_idx=j; obj_diff_min = obj_diff; } } } } else { if (!is_upper_bound(j)) { double grad_diff=Gmaxn-G[j]; if (-G[j] >= Gmaxn2) Gmaxn2 = -G[j]; if (grad_diff > 0) { double obj_diff; double quad_coef = QD[in]+QD[j]-2*Q_in[j]; if (quad_coef > 0) obj_diff = -(grad_diff*grad_diff)/quad_coef; else obj_diff = -(grad_diff*grad_diff)/TAU; if (obj_diff <= obj_diff_min) { Gmin_idx=j; obj_diff_min = obj_diff; } } } } } if(max(Gmaxp+Gmaxp2,Gmaxn+Gmaxn2) < eps || Gmin_idx == -1) return 1; if (y[Gmin_idx] == +1) out_i = Gmaxp_idx; else out_i = Gmaxn_idx; out_j = Gmin_idx; return 0; } bool Solver_NU::be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4) { if(is_upper_bound(i)) { if(y[i]==+1) return(-G[i] > Gmax1); else return(-G[i] > Gmax4); } else if(is_lower_bound(i)) { if(y[i]==+1) return(G[i] > Gmax2); else return(G[i] > Gmax3); } else return(false); } void Solver_NU::do_shrinking() { double Gmax1 = -INF; // max { -y_i * grad(f)_i | y_i = +1, i in I_up(\alpha) } double Gmax2 = -INF; // max { y_i * grad(f)_i | y_i = +1, i in I_low(\alpha) } double Gmax3 = -INF; // max { -y_i * grad(f)_i | y_i = -1, i in I_up(\alpha) } double Gmax4 = -INF; // max { y_i * grad(f)_i | y_i = -1, i in I_low(\alpha) } // find maximal violating pair first int i; for(i=0;i Gmax1) Gmax1 = -G[i]; } else if(-G[i] > Gmax4) Gmax4 = -G[i]; } if(!is_lower_bound(i)) { if(y[i]==+1) { if(G[i] > Gmax2) Gmax2 = G[i]; } else if(G[i] > Gmax3) Gmax3 = G[i]; } } if(unshrink == false && max(Gmax1+Gmax2,Gmax3+Gmax4) <= eps*10) { unshrink = true; reconstruct_gradient(); active_size = l; } for(i=0;i i) { if (!be_shrunk(active_size, Gmax1, Gmax2, Gmax3, Gmax4)) { swap_index(i,active_size); break; } active_size--; } } } double Solver_NU::calculate_rho() { int nr_free1 = 0,nr_free2 = 0; double ub1 = INF, ub2 = INF; double lb1 = -INF, lb2 = -INF; double sum_free1 = 0, sum_free2 = 0; for(int i=0;i 0) r1 = sum_free1/nr_free1; else r1 = (ub1+lb1)/2; if(nr_free2 > 0) r2 = sum_free2/nr_free2; else r2 = (ub2+lb2)/2; si->r = (r1+r2)/2; return (r1-r2)/2; } // // Q matrices for various formulations // class SVC_Q: public Kernel { public: SVC_Q(const svm_problem& prob, const svm_parameter& param, const schar *y_) :Kernel(prob.l, prob.x, param) { clone(y,y_,prob.l); cache = new Cache(prob.l,(long int)(param.cache_size*(1<<20))); QD = new double[prob.l]; for(int i=0;i*kernel_function)(i,i); } Qfloat *get_Q(int i, int len) const { Qfloat *data; int start, j; if((start = cache->get_data(i,&data,len)) < len) { for(j=start;j*kernel_function)(i,j)); } return data; } double *get_QD() const { return QD; } void swap_index(int i, int j) const { cache->swap_index(i,j); Kernel::swap_index(i,j); swap(y[i],y[j]); swap(QD[i],QD[j]); } ~SVC_Q() { delete[] y; delete cache; delete[] QD; } private: schar *y; Cache *cache; double *QD; }; class ONE_CLASS_Q: public Kernel { public: ONE_CLASS_Q(const svm_problem& prob, const svm_parameter& param) :Kernel(prob.l, prob.x, param) { cache = new Cache(prob.l,(long int)(param.cache_size*(1<<20))); QD = new double[prob.l]; for(int i=0;i*kernel_function)(i,i); } Qfloat *get_Q(int i, int len) const { Qfloat *data; int start, j; if((start = cache->get_data(i,&data,len)) < len) { for(j=start;j*kernel_function)(i,j); } return data; } double *get_QD() const { return QD; } void swap_index(int i, int j) const { cache->swap_index(i,j); Kernel::swap_index(i,j); swap(QD[i],QD[j]); } ~ONE_CLASS_Q() { delete cache; delete[] QD; } private: Cache *cache; double *QD; }; class SVR_Q: public Kernel { public: SVR_Q(const svm_problem& prob, const svm_parameter& param) :Kernel(prob.l, prob.x, param) { l = prob.l; cache = new Cache(l,(long int)(param.cache_size*(1<<20))); QD = new double[2*l]; sign = new schar[2*l]; index = new int[2*l]; for(int k=0;k*kernel_function)(k,k); QD[k+l] = QD[k]; } buffer[0] = new Qfloat[2*l]; buffer[1] = new Qfloat[2*l]; next_buffer = 0; } void swap_index(int i, int j) const { swap(sign[i],sign[j]); swap(index[i],index[j]); swap(QD[i],QD[j]); } Qfloat *get_Q(int i, int len) const { Qfloat *data; int j, real_i = index[i]; if(cache->get_data(real_i,&data,l) < l) { for(j=0;j*kernel_function)(real_i,j); } // reorder and copy Qfloat *buf = buffer[next_buffer]; next_buffer = 1 - next_buffer; schar si = sign[i]; for(j=0;jl; double *minus_ones = new double[l]; schar *y = new schar[l]; int i; for(i=0;iy[i] > 0) y[i] = +1; else y[i] = -1; } Solver s; s.Solve(l, SVC_Q(*prob,*param,y), minus_ones, y, alpha, Cp, Cn, param->eps, si, param->shrinking); double sum_alpha=0; for(i=0;il)); for(i=0;il; double nu = param->nu; schar *y = new schar[l]; for(i=0;iy[i]>0) y[i] = +1; else y[i] = -1; double sum_pos = nu*l/2; double sum_neg = nu*l/2; for(i=0;ieps, si, param->shrinking); double r = si->r; info("C = %f\n",1/r); for(i=0;irho /= r; si->obj /= (r*r); si->upper_bound_p = 1/r; si->upper_bound_n = 1/r; delete[] y; delete[] zeros; } static void solve_one_class( const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo* si) { int l = prob->l; double *zeros = new double[l]; schar *ones = new schar[l]; int i; int n = (int)(param->nu*prob->l); // # of alpha's at upper bound for(i=0;il) alpha[n] = param->nu * prob->l - n; for(i=n+1;ieps, si, param->shrinking); delete[] zeros; delete[] ones; } static void solve_epsilon_svr( const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo* si) { int l = prob->l; double *alpha2 = new double[2*l]; double *linear_term = new double[2*l]; schar *y = new schar[2*l]; int i; for(i=0;ip - prob->y[i]; y[i] = 1; alpha2[i+l] = 0; linear_term[i+l] = param->p + prob->y[i]; y[i+l] = -1; } Solver s; s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y, alpha2, param->C, param->C, param->eps, si, param->shrinking); double sum_alpha = 0; for(i=0;iC*l)); delete[] alpha2; delete[] linear_term; delete[] y; } static void solve_nu_svr( const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo* si) { int l = prob->l; double C = param->C; double *alpha2 = new double[2*l]; double *linear_term = new double[2*l]; schar *y = new schar[2*l]; int i; double sum = C * param->nu * l / 2; for(i=0;iy[i]; y[i] = 1; linear_term[i+l] = prob->y[i]; y[i+l] = -1; } Solver_NU s; s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y, alpha2, C, C, param->eps, si, param->shrinking); info("epsilon = %f\n",-si->r); for(i=0;il); Solver::SolutionInfo si; switch(param->svm_type) { case C_SVC: solve_c_svc(prob,param,alpha,&si,Cp,Cn); break; case NU_SVC: solve_nu_svc(prob,param,alpha,&si); break; case ONE_CLASS: solve_one_class(prob,param,alpha,&si); break; case EPSILON_SVR: solve_epsilon_svr(prob,param,alpha,&si); break; case NU_SVR: solve_nu_svr(prob,param,alpha,&si); break; } info("obj = %f, rho = %f\n",si.obj,si.rho); // output SVs int nSV = 0; int nBSV = 0; for(int i=0;il;i++) { if(fabs(alpha[i]) > 0) { ++nSV; if(prob->y[i] > 0) { if(fabs(alpha[i]) >= si.upper_bound_p) ++nBSV; } else { if(fabs(alpha[i]) >= si.upper_bound_n) ++nBSV; } } } info("nSV = %d, nBSV = %d\n",nSV,nBSV); decision_function f; f.alpha = alpha; f.rho = si.rho; return f; } // Platt's binary SVM Probablistic Output: an improvement from Lin et al. static void sigmoid_train( int l, const double *dec_values, const double *labels, double& A, double& B) { double prior1=0, prior0 = 0; int i; for (i=0;i 0) prior1+=1; else prior0+=1; int max_iter=100; // Maximal number of iterations double min_step=1e-10; // Minimal step taken in line search double sigma=1e-12; // For numerically strict PD of Hessian double eps=1e-5; double hiTarget=(prior1+1.0)/(prior1+2.0); double loTarget=1/(prior0+2.0); double *t=Malloc(double,l); double fApB,p,q,h11,h22,h21,g1,g2,det,dA,dB,gd,stepsize; double newA,newB,newf,d1,d2; int iter; // Initial Point and Initial Fun Value A=0.0; B=log((prior0+1.0)/(prior1+1.0)); double fval = 0.0; for (i=0;i0) t[i]=hiTarget; else t[i]=loTarget; fApB = dec_values[i]*A+B; if (fApB>=0) fval += t[i]*fApB + log(1+exp(-fApB)); else fval += (t[i] - 1)*fApB +log(1+exp(fApB)); } for (iter=0;iter= 0) { p=exp(-fApB)/(1.0+exp(-fApB)); q=1.0/(1.0+exp(-fApB)); } else { p=1.0/(1.0+exp(fApB)); q=exp(fApB)/(1.0+exp(fApB)); } d2=p*q; h11+=dec_values[i]*dec_values[i]*d2; h22+=d2; h21+=dec_values[i]*d2; d1=t[i]-p; g1+=dec_values[i]*d1; g2+=d1; } // Stopping Criteria if (fabs(g1)= min_step) { newA = A + stepsize * dA; newB = B + stepsize * dB; // New function value newf = 0.0; for (i=0;i= 0) newf += t[i]*fApB + log(1+exp(-fApB)); else newf += (t[i] - 1)*fApB +log(1+exp(fApB)); } // Check sufficient decrease if (newf=max_iter) info("Reaching maximal iterations in two-class probability estimates\n"); free(t); } static double sigmoid_predict(double decision_value, double A, double B) { double fApB = decision_value*A+B; // 1-p used later; avoid catastrophic cancellation if (fApB >= 0) return exp(-fApB)/(1.0+exp(-fApB)); else return 1.0/(1+exp(fApB)) ; } // Method 2 from the multiclass_prob paper by Wu, Lin, and Weng static void multiclass_probability(int k, double **r, double *p) { int t,j; int iter = 0, max_iter=max(100,k); double **Q=Malloc(double *,k); double *Qp=Malloc(double,k); double pQp, eps=0.005/k; for (t=0;tmax_error) max_error=error; } if (max_error=max_iter) info("Exceeds max_iter in multiclass_prob\n"); for(t=0;tl); double *dec_values = Malloc(double,prob->l); // random shuffle for(i=0;il;i++) perm[i]=i; for(i=0;il;i++) { int j = i+rand()%(prob->l-i); swap(perm[i],perm[j]); } for(i=0;il/nr_fold; int end = (i+1)*prob->l/nr_fold; int j,k; struct svm_problem subprob; subprob.l = prob->l-(end-begin); subprob.x = Malloc(struct svm_node*,subprob.l); subprob.y = Malloc(double,subprob.l); k=0; for(j=0;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } for(j=end;jl;j++) { subprob.x[k] = prob->x[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } int p_count=0,n_count=0; for(j=0;j0) p_count++; else n_count++; if(p_count==0 && n_count==0) for(j=begin;j 0 && n_count == 0) for(j=begin;j 0) for(j=begin;jx[perm[j]],&(dec_values[perm[j]])); // ensure +1 -1 order; reason not using CV subroutine dec_values[perm[j]] *= submodel->label[0]; } svm_free_and_destroy_model(&submodel); svm_destroy_param(&subparam); } free(subprob.x); free(subprob.y); } sigmoid_train(prob->l,dec_values,prob->y,probA,probB); free(dec_values); free(perm); } // Return parameter of a Laplace distribution static double svm_svr_probability( const svm_problem *prob, const svm_parameter *param) { int i; int nr_fold = 5; double *ymv = Malloc(double,prob->l); double mae = 0; svm_parameter newparam = *param; newparam.probability = 0; svm_cross_validation(prob,&newparam,nr_fold,ymv); for(i=0;il;i++) { ymv[i]=prob->y[i]-ymv[i]; mae += fabs(ymv[i]); } mae /= prob->l; double std=sqrt(2*mae*mae); int count=0; mae=0; for(i=0;il;i++) if (fabs(ymv[i]) > 5*std) count=count+1; else mae+=fabs(ymv[i]); mae /= (prob->l-count); info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma= %g\n",mae); free(ymv); return mae; } // label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data // perm, length l, must be allocated before calling this subroutine static void svm_group_classes(const svm_problem *prob, int *nr_class_ret, int **label_ret, int **start_ret, int **count_ret, int *perm) { int l = prob->l; int max_nr_class = 16; int nr_class = 0; int *label = Malloc(int,max_nr_class); int *count = Malloc(int,max_nr_class); int *data_label = Malloc(int,l); int i; for(i=0;iy[i]; int j; for(j=0;jparam = *param; model->free_sv = 0; // XXX if(param->svm_type == ONE_CLASS || param->svm_type == EPSILON_SVR || param->svm_type == NU_SVR) { // regression or one-class-svm model->nr_class = 2; model->label = NULL; model->nSV = NULL; model->probA = NULL; model->probB = NULL; model->sv_coef = Malloc(double *,1); if(param->probability && (param->svm_type == EPSILON_SVR || param->svm_type == NU_SVR)) { model->probA = Malloc(double,1); model->probA[0] = svm_svr_probability(prob,param); } decision_function f = svm_train_one(prob,param,0,0); model->rho = Malloc(double,1); model->rho[0] = f.rho; int nSV = 0; int i; for(i=0;il;i++) if(fabs(f.alpha[i]) > 0) ++nSV; model->l = nSV; model->SV = Malloc(svm_node *,nSV); model->sv_coef[0] = Malloc(double,nSV); model->sv_indices = Malloc(int,nSV); int j = 0; for(i=0;il;i++) if(fabs(f.alpha[i]) > 0) { model->SV[j] = prob->x[i]; model->sv_coef[0][j] = f.alpha[i]; model->sv_indices[j] = i+1; ++j; } free(f.alpha); } else { // classification int l = prob->l; int nr_class; int *label = NULL; int *start = NULL; int *count = NULL; int *perm = Malloc(int,l); // group training data of the same class svm_group_classes(prob,&nr_class,&label,&start,&count,perm); if(nr_class == 1) info("WARNING: training data in only one class. See README for details.\n"); svm_node **x = Malloc(svm_node *,l); int i; for(i=0;ix[perm[i]]; // calculate weighted C double *weighted_C = Malloc(double, nr_class); for(i=0;iC; for(i=0;inr_weight;i++) { int j; for(j=0;jweight_label[i] == label[j]) break; if(j == nr_class) fprintf(stderr,"WARNING: class label %d specified in weight is not found\n", param->weight_label[i]); else weighted_C[j] *= param->weight[i]; } // train k*(k-1)/2 models bool *nonzero = Malloc(bool,l); for(i=0;iprobability) { probA=Malloc(double,nr_class*(nr_class-1)/2); probB=Malloc(double,nr_class*(nr_class-1)/2); } int p = 0; for(i=0;iprobability) svm_binary_svc_probability(&sub_prob,param,weighted_C[i],weighted_C[j],probA[p],probB[p]); f[p] = svm_train_one(&sub_prob,param,weighted_C[i],weighted_C[j]); for(k=0;k 0) nonzero[si+k] = true; for(k=0;k 0) nonzero[sj+k] = true; free(sub_prob.x); free(sub_prob.y); ++p; } // build output model->nr_class = nr_class; model->label = Malloc(int,nr_class); for(i=0;ilabel[i] = label[i]; model->rho = Malloc(double,nr_class*(nr_class-1)/2); for(i=0;irho[i] = f[i].rho; if(param->probability) { model->probA = Malloc(double,nr_class*(nr_class-1)/2); model->probB = Malloc(double,nr_class*(nr_class-1)/2); for(i=0;iprobA[i] = probA[i]; model->probB[i] = probB[i]; } } else { model->probA=NULL; model->probB=NULL; } int total_sv = 0; int *nz_count = Malloc(int,nr_class); model->nSV = Malloc(int,nr_class); for(i=0;inSV[i] = nSV; nz_count[i] = nSV; } info("Total nSV = %d\n",total_sv); model->l = total_sv; model->SV = Malloc(svm_node *,total_sv); model->sv_indices = Malloc(int,total_sv); p = 0; for(i=0;iSV[p] = x[i]; model->sv_indices[p++] = perm[i] + 1; } int *nz_start = Malloc(int,nr_class); nz_start[0] = 0; for(i=1;isv_coef = Malloc(double *,nr_class-1); for(i=0;isv_coef[i] = Malloc(double,total_sv); p = 0; for(i=0;isv_coef[j-1][q++] = f[p].alpha[k]; q = nz_start[j]; for(k=0;ksv_coef[i][q++] = f[p].alpha[ci+k]; ++p; } free(label); free(probA); free(probB); free(count); free(perm); free(start); free(x); free(weighted_C); free(nonzero); for(i=0;il; int *perm = Malloc(int,l); int nr_class; if (nr_fold > l) { nr_fold = l; fprintf(stderr,"WARNING: # folds > # data. Will use # folds = # data instead (i.e., leave-one-out cross validation)\n"); } fold_start = Malloc(int,nr_fold+1); // stratified cv may not give leave-one-out rate // Each class to l folds -> some folds may have zero elements if((param->svm_type == C_SVC || param->svm_type == NU_SVC) && nr_fold < l) { int *start = NULL; int *label = NULL; int *count = NULL; svm_group_classes(prob,&nr_class,&label,&start,&count,perm); // random shuffle and then data grouped by fold using the array perm int *fold_count = Malloc(int,nr_fold); int c; int *index = Malloc(int,l); for(i=0;ix[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } for(j=end;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } struct svm_model *submodel = svm_train(&subprob,param); if(param->probability && (param->svm_type == C_SVC || param->svm_type == NU_SVC)) { double *prob_estimates=Malloc(double,svm_get_nr_class(submodel)); for(j=begin;jx[perm[j]],prob_estimates); free(prob_estimates); } else for(j=begin;jx[perm[j]]); svm_free_and_destroy_model(&submodel); free(subprob.x); free(subprob.y); } free(fold_start); free(perm); } int svm_get_svm_type(const svm_model *model) { return model->param.svm_type; } int svm_get_nr_class(const svm_model *model) { return model->nr_class; } void svm_get_labels(const svm_model *model, int* label) { if (model->label != NULL) for(int i=0;inr_class;i++) label[i] = model->label[i]; } void svm_get_sv_indices(const svm_model *model, int* indices) { if (model->sv_indices != NULL) for(int i=0;il;i++) indices[i] = model->sv_indices[i]; } int svm_get_nr_sv(const svm_model *model) { return model->l; } double svm_get_svr_probability(const svm_model *model) { if ((model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) && model->probA!=NULL) return model->probA[0]; else { fprintf(stderr,"Model doesn't contain information for SVR probability inference\n"); return 0; } } double svm_predict_values(const svm_model *model, const svm_node *x, double* dec_values) { int i; if(model->param.svm_type == ONE_CLASS || model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) { double *sv_coef = model->sv_coef[0]; double sum = 0; for(i=0;il;i++) sum += sv_coef[i] * Kernel::k_function(x,model->SV[i],model->param); sum -= model->rho[0]; *dec_values = sum; if(model->param.svm_type == ONE_CLASS) return (sum>0)?1:-1; else return sum; } else { int nr_class = model->nr_class; int l = model->l; double *kvalue = Malloc(double,l); for(i=0;iSV[i],model->param); int *start = Malloc(int,nr_class); start[0] = 0; for(i=1;inSV[i-1]; int *vote = Malloc(int,nr_class); for(i=0;inSV[i]; int cj = model->nSV[j]; int k; double *coef1 = model->sv_coef[j-1]; double *coef2 = model->sv_coef[i]; for(k=0;krho[p]; dec_values[p] = sum; if(dec_values[p] > 0) ++vote[i]; else ++vote[j]; p++; } int vote_max_idx = 0; for(i=1;i vote[vote_max_idx]) vote_max_idx = i; free(kvalue); free(start); free(vote); return model->label[vote_max_idx]; } } double svm_predict(const svm_model *model, const svm_node *x) { int nr_class = model->nr_class; double *dec_values; if(model->param.svm_type == ONE_CLASS || model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) dec_values = Malloc(double, 1); else dec_values = Malloc(double, nr_class*(nr_class-1)/2); double pred_result = svm_predict_values(model, x, dec_values); free(dec_values); return pred_result; } double svm_predict_probability( const svm_model *model, const svm_node *x, double *prob_estimates) { if ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) && model->probA!=NULL && model->probB!=NULL) { int i; int nr_class = model->nr_class; double *dec_values = Malloc(double, nr_class*(nr_class-1)/2); svm_predict_values(model, x, dec_values); double min_prob=1e-7; double **pairwise_prob=Malloc(double *,nr_class); for(i=0;iprobA[k],model->probB[k]),min_prob),1-min_prob); pairwise_prob[j][i]=1-pairwise_prob[i][j]; k++; } if (nr_class == 2) { prob_estimates[0] = pairwise_prob[0][1]; prob_estimates[1] = pairwise_prob[1][0]; } else multiclass_probability(nr_class,pairwise_prob,prob_estimates); int prob_max_idx = 0; for(i=1;i prob_estimates[prob_max_idx]) prob_max_idx = i; for(i=0;ilabel[prob_max_idx]; } else return svm_predict(model, x); } static const char *svm_type_table[] = { "c_svc","nu_svc","one_class","epsilon_svr","nu_svr",NULL }; static const char *kernel_type_table[]= { "linear","polynomial","rbf","sigmoid","precomputed",NULL }; int svm_save_model(const char *model_file_name, const svm_model *model) { FILE *fp = fopen(model_file_name,"w"); if(fp==NULL) return -1; char *old_locale = setlocale(LC_ALL, NULL); if (old_locale) { old_locale = strdup(old_locale); } setlocale(LC_ALL, "C"); const svm_parameter& param = model->param; fprintf(fp,"svm_type %s\n", svm_type_table[param.svm_type]); fprintf(fp,"kernel_type %s\n", kernel_type_table[param.kernel_type]); if(param.kernel_type == POLY) fprintf(fp,"degree %d\n", param.degree); if(param.kernel_type == POLY || param.kernel_type == RBF || param.kernel_type == SIGMOID) fprintf(fp,"gamma %.17g\n", param.gamma); if(param.kernel_type == POLY || param.kernel_type == SIGMOID) fprintf(fp,"coef0 %.17g\n", param.coef0); int nr_class = model->nr_class; int l = model->l; fprintf(fp, "nr_class %d\n", nr_class); fprintf(fp, "total_sv %d\n",l); { fprintf(fp, "rho"); for(int i=0;irho[i]); fprintf(fp, "\n"); } if(model->label) { fprintf(fp, "label"); for(int i=0;ilabel[i]); fprintf(fp, "\n"); } if(model->probA) // regression has probA only { fprintf(fp, "probA"); for(int i=0;iprobA[i]); fprintf(fp, "\n"); } if(model->probB) { fprintf(fp, "probB"); for(int i=0;iprobB[i]); fprintf(fp, "\n"); } if(model->nSV) { fprintf(fp, "nr_sv"); for(int i=0;inSV[i]); fprintf(fp, "\n"); } fprintf(fp, "SV\n"); const double * const *sv_coef = model->sv_coef; const svm_node * const *SV = model->SV; for(int i=0;ivalue)); else while(p->index != -1) { fprintf(fp,"%d:%.8g ",p->index,p->value); p++; } fprintf(fp, "\n"); } setlocale(LC_ALL, old_locale); free(old_locale); if (ferror(fp) != 0 || fclose(fp) != 0) return -1; else return 0; } static char *line = NULL; static int max_line_len; static char* readline(FILE *input) { int len; if(fgets(line,max_line_len,input) == NULL) return NULL; while(strrchr(line,'\n') == NULL) { max_line_len *= 2; line = (char *) realloc(line,max_line_len); len = (int) strlen(line); if(fgets(line+len,max_line_len-len,input) == NULL) break; } return line; } // // FSCANF helps to handle fscanf failures. // Its do-while block avoids the ambiguity when // if (...) // FSCANF(); // is used // #define FSCANF(_stream, _format, _var) do{ if (fscanf(_stream, _format, _var) != 1) return false; }while(0) bool read_model_header(FILE *fp, svm_model* model) { svm_parameter& param = model->param; // parameters for training only won't be assigned, but arrays are assigned as NULL for safety param.nr_weight = 0; param.weight_label = NULL; param.weight = NULL; char cmd[81]; while(1) { FSCANF(fp,"%80s",cmd); if(strcmp(cmd,"svm_type")==0) { FSCANF(fp,"%80s",cmd); int i; for(i=0;svm_type_table[i];i++) { if(strcmp(svm_type_table[i],cmd)==0) { param.svm_type=i; break; } } if(svm_type_table[i] == NULL) { fprintf(stderr,"unknown svm type.\n"); return false; } } else if(strcmp(cmd,"kernel_type")==0) { FSCANF(fp,"%80s",cmd); int i; for(i=0;kernel_type_table[i];i++) { if(strcmp(kernel_type_table[i],cmd)==0) { param.kernel_type=i; break; } } if(kernel_type_table[i] == NULL) { fprintf(stderr,"unknown kernel function.\n"); return false; } } else if(strcmp(cmd,"degree")==0) FSCANF(fp,"%d",¶m.degree); else if(strcmp(cmd,"gamma")==0) FSCANF(fp,"%lf",¶m.gamma); else if(strcmp(cmd,"coef0")==0) FSCANF(fp,"%lf",¶m.coef0); else if(strcmp(cmd,"nr_class")==0) FSCANF(fp,"%d",&model->nr_class); else if(strcmp(cmd,"total_sv")==0) FSCANF(fp,"%d",&model->l); else if(strcmp(cmd,"rho")==0) { int n = model->nr_class * (model->nr_class-1)/2; model->rho = Malloc(double,n); for(int i=0;irho[i]); } else if(strcmp(cmd,"label")==0) { int n = model->nr_class; model->label = Malloc(int,n); for(int i=0;ilabel[i]); } else if(strcmp(cmd,"probA")==0) { int n = model->nr_class * (model->nr_class-1)/2; model->probA = Malloc(double,n); for(int i=0;iprobA[i]); } else if(strcmp(cmd,"probB")==0) { int n = model->nr_class * (model->nr_class-1)/2; model->probB = Malloc(double,n); for(int i=0;iprobB[i]); } else if(strcmp(cmd,"nr_sv")==0) { int n = model->nr_class; model->nSV = Malloc(int,n); for(int i=0;inSV[i]); } else if(strcmp(cmd,"SV")==0) { while(1) { int c = getc(fp); if(c==EOF || c=='\n') break; } break; } else { fprintf(stderr,"unknown text in model file: [%s]\n",cmd); return false; } } return true; } svm_model *svm_load_model(const char *model_file_name) { FILE *fp = fopen(model_file_name,"rb"); if(fp==NULL) return NULL; char *old_locale = setlocale(LC_ALL, NULL); if (old_locale) { old_locale = strdup(old_locale); } setlocale(LC_ALL, "C"); // read parameters svm_model *model = Malloc(svm_model,1); model->rho = NULL; model->probA = NULL; model->probB = NULL; model->sv_indices = NULL; model->label = NULL; model->nSV = NULL; // read header if (!read_model_header(fp, model)) { fprintf(stderr, "ERROR: fscanf failed to read model\n"); setlocale(LC_ALL, old_locale); free(old_locale); free(model->rho); free(model->label); free(model->nSV); free(model); return NULL; } // read sv_coef and SV int elements = 0; long pos = ftell(fp); max_line_len = 1024; line = Malloc(char,max_line_len); char *p,*endptr,*idx,*val; while(readline(fp)!=NULL) { p = strtok(line,":"); while(1) { p = strtok(NULL,":"); if(p == NULL) break; ++elements; } } elements += model->l; fseek(fp,pos,SEEK_SET); int m = model->nr_class - 1; int l = model->l; model->sv_coef = Malloc(double *,m); int i; for(i=0;isv_coef[i] = Malloc(double,l); model->SV = Malloc(svm_node*,l); svm_node *x_space = NULL; if(l>0) x_space = Malloc(svm_node,elements); int j=0; for(i=0;iSV[i] = &x_space[j]; p = strtok(line, " \t"); model->sv_coef[0][i] = strtod(p,&endptr); for(int k=1;ksv_coef[k][i] = strtod(p,&endptr); } while(1) { idx = strtok(NULL, ":"); val = strtok(NULL, " \t"); if(val == NULL) break; x_space[j].index = (int) strtol(idx,&endptr,10); x_space[j].value = strtod(val,&endptr); ++j; } x_space[j++].index = -1; } free(line); setlocale(LC_ALL, old_locale); free(old_locale); if (ferror(fp) != 0 || fclose(fp) != 0) return NULL; model->free_sv = 1; // XXX return model; } void svm_free_model_content(svm_model* model_ptr) { if(model_ptr->free_sv && model_ptr->l > 0 && model_ptr->SV != NULL) free((void *)(model_ptr->SV[0])); if(model_ptr->sv_coef) { for(int i=0;inr_class-1;i++) free(model_ptr->sv_coef[i]); } free(model_ptr->SV); model_ptr->SV = NULL; free(model_ptr->sv_coef); model_ptr->sv_coef = NULL; free(model_ptr->rho); model_ptr->rho = NULL; free(model_ptr->label); model_ptr->label= NULL; free(model_ptr->probA); model_ptr->probA = NULL; free(model_ptr->probB); model_ptr->probB= NULL; free(model_ptr->sv_indices); model_ptr->sv_indices = NULL; free(model_ptr->nSV); model_ptr->nSV = NULL; } void svm_free_and_destroy_model(svm_model** model_ptr_ptr) { if(model_ptr_ptr != NULL && *model_ptr_ptr != NULL) { svm_free_model_content(*model_ptr_ptr); free(*model_ptr_ptr); *model_ptr_ptr = NULL; } } void svm_destroy_param(svm_parameter* param) { free(param->weight_label); free(param->weight); } const char *svm_check_parameter(const svm_problem *prob, const svm_parameter *param) { // svm_type int svm_type = param->svm_type; if(svm_type != C_SVC && svm_type != NU_SVC && svm_type != ONE_CLASS && svm_type != EPSILON_SVR && svm_type != NU_SVR) return "unknown svm type"; // kernel_type, degree int kernel_type = param->kernel_type; if(kernel_type != LINEAR && kernel_type != POLY && kernel_type != RBF && kernel_type != SIGMOID && kernel_type != PRECOMPUTED) return "unknown kernel type"; if(param->gamma < 0) return "gamma < 0"; if(param->degree < 0) return "degree of polynomial kernel < 0"; // cache_size,eps,C,nu,p,shrinking if(param->cache_size <= 0) return "cache_size <= 0"; if(param->eps <= 0) return "eps <= 0"; if(svm_type == C_SVC || svm_type == EPSILON_SVR || svm_type == NU_SVR) if(param->C <= 0) return "C <= 0"; if(svm_type == NU_SVC || svm_type == ONE_CLASS || svm_type == NU_SVR) if(param->nu <= 0 || param->nu > 1) return "nu <= 0 or nu > 1"; if(svm_type == EPSILON_SVR) if(param->p < 0) return "p < 0"; if(param->shrinking != 0 && param->shrinking != 1) return "shrinking != 0 and shrinking != 1"; if(param->probability != 0 && param->probability != 1) return "probability != 0 and probability != 1"; if(param->probability == 1 && svm_type == ONE_CLASS) return "one-class SVM probability output not supported yet"; // check whether nu-svc is feasible if(svm_type == NU_SVC) { int l = prob->l; int max_nr_class = 16; int nr_class = 0; int *label = Malloc(int,max_nr_class); int *count = Malloc(int,max_nr_class); int i; for(i=0;iy[i]; int j; for(j=0;jnu*(n1+n2)/2 > min(n1,n2)) { free(label); free(count); return "specified nu is infeasible"; } } } free(label); free(count); } return NULL; } int svm_check_probability_model(const svm_model *model) { return ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) && model->probA!=NULL && model->probB!=NULL) || ((model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) && model->probA!=NULL); } void svm_set_print_string_function(void (*print_func)(const char *)) { if(print_func == NULL) svm_print_string = &print_string_stdout; else svm_print_string = print_func; } nan-3.6.1/src/PaxHeaders/predict.c0000644000000000000000000000006114140566210013740 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/predict.c0000644000175000017500000002343214140566210016347 0ustar00schloeglschloegl00000000000000/* Copyright (c) 2007-2019 The LIBLINEAR Project. All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include #include #include #include "linear.h" #include "mex.h" #include "linear_model_matlab.h" #ifdef MX_API_VER #if MX_API_VER < 0x07030000 typedef int mwIndex; #endif #endif #define CMD_LEN 2048 #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) int print_null(const char *s,...) {} int (*info)(const char *fmt,...); int col_format_flag; void read_sparse_instance(const mxArray *prhs, int index, struct feature_node *x, int feature_number, double bias) { int j; mwIndex *ir, *jc, low, high, i; double *samples; ir = mxGetIr(prhs); jc = mxGetJc(prhs); samples = mxGetPr(prhs); // each column is one instance j = 0; low = jc[index], high = jc[index+1]; for(i=low; i=0) { x[j].index = feature_number+1; x[j].value = bias; j++; } x[j].index = -1; } static void fake_answer(int nlhs, mxArray *plhs[]) { int i; for(i=0;iparam.solver_type!=MCSVM_CS) nr_w=1; else nr_w=nr_class; // prhs[1] = testing instance matrix feature_number = get_nr_feature(model_); testing_instance_number = (int) mxGetM(prhs[1]); if(col_format_flag) { feature_number = (int) mxGetM(prhs[1]); testing_instance_number = (int) mxGetN(prhs[1]); } label_vector_row_num = (int) mxGetM(prhs[0]); label_vector_col_num = (int) mxGetN(prhs[0]); if(label_vector_row_num!=testing_instance_number) { mexPrintf("Length of label vector does not match # of instances.\n"); fake_answer(nlhs, plhs); return; } if(label_vector_col_num!=1) { mexPrintf("label (1st argument) should be a vector (# of column is 1).\n"); fake_answer(nlhs, plhs); return; } ptr_label = mxGetPr(prhs[0]); // transpose instance matrix if(col_format_flag) pplhs[0] = (mxArray *)prhs[1]; else { mxArray *pprhs[1]; pprhs[0] = mxDuplicateArray(prhs[1]); if(mexCallMATLAB(1, pplhs, 1, pprhs, "transpose")) { mexPrintf("Error: cannot transpose testing instance matrix\n"); fake_answer(nlhs, plhs); return; } } prob_estimates = Malloc(double, nr_class); tplhs[0] = mxCreateDoubleMatrix(testing_instance_number, 1, mxREAL); if(predict_probability_flag) tplhs[2] = mxCreateDoubleMatrix(testing_instance_number, nr_class, mxREAL); else tplhs[2] = mxCreateDoubleMatrix(testing_instance_number, nr_w, mxREAL); ptr_predict_label = mxGetPr(tplhs[0]); ptr_prob_estimates = mxGetPr(tplhs[2]); ptr_dec_values = mxGetPr(tplhs[2]); x = Malloc(struct feature_node, feature_number+2); for(instance_index=0;instance_indexbias); if(predict_probability_flag) { predict_label = predict_probability(model_, x, prob_estimates); ptr_predict_label[instance_index] = predict_label; for(i=0;i 3 || nrhs > 5 || nrhs < 3) { exit_with_help(); fake_answer(nlhs, plhs); return; } if(nrhs == 5) { mxGetString(prhs[4], cmd, mxGetN(prhs[4])+1); if(strcmp(cmd, "col") == 0) { col_format_flag = 1; } } if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) { mexPrintf("Error: label vector and instance matrix must be double\n"); fake_answer(nlhs, plhs); return; } if(mxIsStruct(prhs[2])) { const char *error_msg; // parse options if(nrhs>=4) { int i, argc = 1; char *argv[CMD_LEN/2]; // put options in argv[] mxGetString(prhs[3], cmd, mxGetN(prhs[3]) + 1); if((argv[argc] = strtok(cmd, " ")) != NULL) while((argv[++argc] = strtok(NULL, " ")) != NULL) ; for(i=1;i=argc && argv[i-1][1] != 'q') { exit_with_help(); fake_answer(nlhs, plhs); return; } switch(argv[i-1][1]) { case 'b': prob_estimate_flag = atoi(argv[i]); break; case 'q': info = &print_null; i--; break; default: mexPrintf("unknown option\n"); exit_with_help(); fake_answer(nlhs, plhs); return; } } } model_ = Malloc(struct model, 1); error_msg = matlab_matrix_to_model(model_, prhs[2]); if(error_msg) { mexPrintf("Error: can't read model: %s\n", error_msg); free_and_destroy_model(&model_); fake_answer(nlhs, plhs); return; } if(prob_estimate_flag) { if(!check_probability_model(model_)) { mexPrintf("probability output is only supported for logistic regression\n"); prob_estimate_flag=0; } } if(mxIsSparse(prhs[1])) do_predict(nlhs, plhs, prhs, model_, prob_estimate_flag); else { mexPrintf("Testing_instance_matrix must be sparse; " "use sparse(Testing_instance_matrix) first\n"); fake_answer(nlhs, plhs); } // destroy model_ free_and_destroy_model(&model_); } else { mexPrintf("model file should be a struct array\n"); fake_answer(nlhs, plhs); } return; } nan-3.6.1/src/PaxHeaders/svm_model_matlab.h0000644000000000000000000000006114140566210015620 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/svm_model_matlab.h0000644000175000017500000000356114140566210020230 0ustar00schloeglschloegl00000000000000/* This code was extracted from libsvm 3.2.3 in Feb 2019 and modified for the use with Octave and Matlab Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. Neither name of copyright holders nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. */ #include "mex.h" #ifdef __cplusplus extern "C" { #endif const char *model_to_matlab_structure(mxArray *plhs[], int num_of_feature, struct svm_model *model); struct svm_model *matlab_matrix_to_model(const mxArray *matlab_struct, const char **error_message); #ifdef __cplusplus } #endif nan-3.6.1/src/PaxHeaders/mexTF.c0000644000000000000000000000006114140566210013331 xustar0020 atime=1635970184 29 ctime=1635970353.35621127 nan-3.6.1/src/mexTF.c0000644000175000017500000002054114140566210015736 0ustar00schloeglschloegl00000000000000/* Copyright (C) 2019 Alois Schloegl This file is part of the "BioSig for C/C++" repository (biosig4c++) at http://biosig.sf.net/ This program 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. References: https://stackoverflow.com/questions/44378764/hello-tensorflow-using-the-c-api https://stackoverflow.com/questions/41688217/how-to-load-a-graph-with-tensorflow-so-and-c-api-h-in-c-language https://tebesu.github.io/posts/Training-a-TensorFlow-graph-in-C++-API */ #include #include #include #include #include "mex.h" //#include "matrix.h" #ifdef tmwtypes_h #if (MX_API_VER<=0x07020000) typedef int mwSize; #endif #endif TF_Buffer* read_file(const char* file); void free_buffer(void* data, size_t length) { free(data); } TF_Buffer* read_file(const char* file) { FILE *f = fopen(file, "rb"); if (f==NULL) return NULL; fseek(f, 0, SEEK_END); long fsize = ftell(f); fseek(f, 0, SEEK_SET); //same as rewind(f); void* data = malloc(fsize); fread(data, fsize, 1, f); fclose(f); TF_Buffer* buf = TF_NewBuffer(); buf->data = data; buf->length = fsize; buf->data_deallocator = free_buffer; return buf; } void deallocTFData(void* data, size_t len, void* arg) { return; }; void mexFunction( int nlhs, /* number of expected outputs */ mxArray *plhs[], /* array of pointers to output arguments */ int nrhs, /* number of inputs */ const mxArray *prhs[] /* array of pointers to input arguments */ ) { const mxArray *arg; TF_Buffer* graph_def = NULL; TF_Tensor * tensor = NULL; if (nrhs<1) { mexPrintf("mexTF (mexTensorflow) is in a very experimental state.\n"); mexPrintf(" Usage of mexTF:\n"); mexPrintf("\tv = mexTF()\n\t\treturns tensorflow version\n"); mexPrintf("\t[v, graph_def] = mexTF('graph_def')\n\t\treads graph definition file\n"); mexPrintf("\t[v, graph_def2] = mexTF(graph_def)\n\t\treads graph definition\n"); mexPrintf("\t[v, graph_def2, class] = mexTF(graph_def, data)\n\t\treads graph definition\n"); mexPrintf(" Input:\n"); mexPrintf(" Output:\nTensorflow version\n"); } mexPrintf("%s line %d: %d %d\n",__FILE__,__LINE__,nrhs,nlhs); for (int k = 0; k < nrhs; k++) { arg = prhs[k]; mxClassID argtype = mxGetClassID(arg); if (mxIsEmpty(arg) && (k>0)) { mexPrintf("%s line %d\n",__FILE__,__LINE__); } else if ( mxIsChar(arg) && (k==0) ) { mexPrintf("%s line %d\n",__FILE__,__LINE__); char *tmp = mxArrayToString(arg); graph_def = read_file(tmp); mxFree(tmp); } else if ( ((argtype==mxINT8_CLASS) || (argtype==mxUINT8_CLASS)) && (k==0) ) { mexPrintf("%s line %d\n",__FILE__,__LINE__); if (!graph_def) { graph_def = TF_NewBuffer(); graph_def->data = mxGetData(arg); graph_def->length = mxGetNumberOfElements(arg); graph_def->data_deallocator = NULL; }; } else if ( (k==1) && mxIsNumeric(arg) ) { mexPrintf("%s line %d\n",__FILE__,__LINE__); TF_DataType tf_type; mxClassID typ = mxGetClassID(arg); switch (argtype) { case mxDOUBLE_CLASS: tf_type = TF_DOUBLE; break; case mxSINGLE_CLASS: tf_type = TF_FLOAT; break; case mxINT64_CLASS: tf_type = TF_INT64; break; case mxINT32_CLASS: tf_type = TF_INT32; break; case mxINT16_CLASS: tf_type = TF_INT16; break; case mxINT8_CLASS: tf_type = TF_INT8; break; case mxUINT64_CLASS: tf_type = TF_UINT64; break; case mxUINT32_CLASS: tf_type = TF_UINT32; break; case mxUINT16_CLASS: tf_type = TF_UINT16; break; case mxUINT8_CLASS: tf_type = TF_UINT8; break; default: mexPrintf("Error: data type %s of arg1 not supported\n",mxGetClassName(arg)); return; ; } int ndims = mxGetNumberOfDimensions(arg); int64_t *dims = calloc(ndims, sizeof(int64_t)); for (int k=0; k < ndims; k++) { dims[k] = *(mxGetDimensions(arg) + k); mexPrintf("%s line %d: dim[%d]= %d \n", __FILE__, __LINE__, k, dims[k]); } mexPrintf("%s line %d: going to converted to tensor [%d,%d,%d] \n", __FILE__, __LINE__, ndims, mxGetNumberOfElements(arg), TF_DataTypeSize(tf_type)); tensor = TF_NewTensor( tf_type, dims, ndims, (void*)mxGetData(arg), mxGetNumberOfElements(arg) * TF_DataTypeSize(tf_type), &deallocTFData, NULL); mexPrintf("%s line %d: input converted to tensor %p\n", __FILE__, __LINE__, tensor); mexPrintf("%s line %d: input converted to tensor %d %d %d %d \n", __FILE__, __LINE__, TF_NumDims(tensor), TF_TensorByteSize(tensor), TF_Dim(tensor, 0), TF_Dim(tensor, 1)); free(dims); } } mexPrintf("%s line %d\n",__FILE__,__LINE__); plhs[0] = mxCreateString(TF_Version()); if ( (nlhs > 1) && graph_def ) { mexPrintf("%s line %d\n",__FILE__,__LINE__); const int ndim = 2; mwSize dims[ndim]; dims[0] = 1; dims[1] = graph_def->length; plhs[1] = mxCreateNumericArray(ndim, dims, mxUINT8_CLASS, mxREAL); void *p = mxMalloc(dims[1]); memcpy(p, graph_def->data, dims[1]); mxSetData(plhs[1], p); } mexPrintf("%s line %d\n",__FILE__,__LINE__); /*********************************************** load graph ***********************************************/ // Graph definition from unzipped https://storage.googleapis.com/download.tensorflow.org/models/inception5h.zip // which is used in the Go, Java and Android examples // TF_Buffer* graph_def = read_file("inception5h/tensorflow_inception_graph.pb"); TF_Graph* graph = TF_NewGraph(); // Import graph_def into graph TF_Status* status = TF_NewStatus(); TF_ImportGraphDefOptions* opts = TF_NewImportGraphDefOptions(); TF_GraphImportGraphDef(graph, graph_def, opts, status); TF_DeleteImportGraphDefOptions(opts); TF_DeleteBuffer(graph_def); if (TF_GetCode(status) != TF_OK) { fprintf(stderr, "ERROR: Unable to import graph <%s>\n", TF_Message(status)); TF_DeleteStatus(status); return; } fprintf(stdout, "Successfully imported graph\n"); if (tensor==NULL) { // Use the graph TF_DeleteGraph(graph); return; } /*********************************************** run session ***********************************************/ TF_SessionOptions * options = TF_NewSessionOptions(); TF_Session * session = TF_NewSession( graph, options, status ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); char hello[] = "Hello TensorFlow!"; // if (tensor==NULL) tensor = TF_AllocateTensor( TF_STRING, 0, 0, 8 + TF_StringEncodedSize( strlen( hello ) ) ); TF_Tensor * tensorOutput; mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); TF_OperationDescription * operationDescription = TF_NewOperation( graph, "Const", "hello" ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); TF_Operation * operation; struct TF_Output output; mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); // TF_StringEncode( hello, strlen( hello ), 8 + ( char * ) TF_TensorData( tensor ), TF_StringEncodedSize( strlen( hello ) ), status ); // memset( TF_TensorData( tensor ), 0, 8 ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); TF_SetAttrTensor( operationDescription, "value", tensor, status ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); TF_SetAttrType( operationDescription, "dtype", TF_TensorType( tensor ) ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); operation = TF_FinishOperation( operationDescription, status ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); output.oper = operation; output.index = 0; TF_SessionRun( session, 0, 0, 0, 0, // Inputs &output, &tensorOutput, 1, // Outputs &operation, 1, // Operations 0, status ); mexPrintf("%s line %d: %s\n",__FILE__,__LINE__, TF_Message(status)); printf( "status code: %i\n", TF_GetCode( status ) ); printf( "%s\n", ( ( char * ) TF_TensorData( tensorOutput ) ) + 9 ); TF_CloseSession( session, status ); TF_DeleteSession( session, status ); TF_DeleteStatus( status ); TF_DeleteSessionOptions( options ); TF_DeleteGraph(graph); }