X-Git-Url: https://git.auder.net/?a=blobdiff_plain;f=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGrank.m;fp=src%2Ftest%2Fgenerate_test_data%2Fhelpers%2FEMGrank.m;h=0000000000000000000000000000000000000000;hb=ef67d338c7f28ba041abe40ca9a8ab69f8365a90;hp=76074b719da28b259fa418bceb83a729a23d3efc;hpb=c3bc47052f3ccb659659c59a82e9a99ea842398d;p=valse.git

diff --git a/src/test/generate_test_data/helpers/EMGrank.m b/src/test/generate_test_data/helpers/EMGrank.m
deleted file mode 100644
index 76074b7..0000000
--- a/src/test/generate_test_data/helpers/EMGrank.m
+++ /dev/null
@@ -1,69 +0,0 @@
-function[phi,LLF] = EMGrank(Pi,Rho,mini,maxi,X,Y,tau,rank)
-
-	% get matrix sizes
-	[~,m,k] = size(Rho);
-	[n,p] = size(X);
-
-	% allocate output matrices
-	phi = zeros(p,m,k);
-	Z = ones(n,1,'int64');
-	LLF = 0.0;
-
-	% local variables
-	Phi = zeros(p,m,k);
-	deltaPhi = 0.0;
-	deltaPhi = [];
-	sumDeltaPhi = 0.0;
-	deltaPhiBufferSize = 20;
-
-	%main loop (at least mini iterations)
-	ite = int64(1);
-	while ite<=mini || (ite<=maxi && sumDeltaPhi>tau)
-
-		%M step: Mise à jour de Beta (et donc phi)
-		for r=1:k
-			if (sum(Z==r) == 0)
-				continue;
-			end
-			%U,S,V = SVD of (t(Xr)Xr)^{-1} * t(Xr) * Yr
-			[U,S,V] = svd(pinv(transpose(X(Z==r,:))*X(Z==r,:))*transpose(X(Z==r,:))*Y(Z==r,:));
-			%Set m-rank(r) singular values to zero, and recompose
-			%best rank(r) approximation of the initial product
-			S(rank(r)+1:end,:) = 0;
-			phi(:,:,r) = U * S * transpose(V) * Rho(:,:,r);
-		end
-
-		%Etape E et calcul de LLF
-		sumLogLLF2 = 0.0;
-		for i=1:n
-			sumLLF1 = 0.0;
-			maxLogGamIR = -Inf;
-			for r=1:k
-				dotProduct = (Y(i,:)*Rho(:,:,r)-X(i,:)*phi(:,:,r)) * transpose(Y(i,:)*Rho(:,:,r)-X(i,:)*phi(:,:,r));
-				logGamIR = log(Pi(r)) + log(det(Rho(:,:,r))) - 0.5*dotProduct;
-				%Z(i) = index of max (gam(i,:))
-				if logGamIR > maxLogGamIR
-					Z(i) = r;
-					maxLogGamIR = logGamIR;
-				end
-				sumLLF1 = sumLLF1 + exp(logGamIR) / (2*pi)^(m/2);
-			end
-			sumLogLLF2 = sumLogLLF2 + log(sumLLF1);
-		end
-
-		LLF = -1/n * sumLogLLF2;
-
-		% update distance parameter to check algorithm convergence (delta(phi, Phi))
-		deltaPhi = [ deltaPhi, max(max(max((abs(phi-Phi))./(1+abs(phi))))) ];
-		if length(deltaPhi) > deltaPhiBufferSize
-			deltaPhi = deltaPhi(2:length(deltaPhi));
-		end
-		sumDeltaPhi = sum(abs(deltaPhi));
-
-		% update other local variables
-		Phi = phi;
-		ite = ite+1;
-
-	end
-
-end