comparison toolboxes/FullBNT-1.0.7/KPMtools/plotcov2New.m @ 0:e9a9cd732c1e tip

first hg version after svn

+% PLOTCOV2 - Plots a covariance ellipsoid with axes for a bivariate
+%            Gaussian distribution.
+%
+% Usage:
+%   [h, s] = plotcov2(mu, Sigma[, OPTIONS]);
+% 
+% Inputs:
+%   mu    - a 2 x 1 vector giving the mean of the distribution.
+%   Sigma - a 2 x 2 symmetric positive semi-definite matrix giving
+%           the covariance of the distribution (or the zero matrix).
+%
+% Options:
+%   'conf'      - a scalar between 0 and 1 giving the confidence
+%                 interval (i.e., the fraction of probability mass to
+%                 be enclosed by the ellipse); default is 0.9.
+%   'num-pts'   - if the value supplied is n, then (n + 1)^2 points
+%                 to be used to plot the ellipse; default is 20.
+%   'label'     - if non-empty, a string that will label the
+%                 ellipsoid (default: [])
+%   'plot-axes' - a 0/1 flag indicating if the ellipsoid's axes
+%                 should be plotted (default: 1)
+%   'plot-opts' - a cell vector of arguments to be handed to PLOT3
+%                 to contol the appearance of the axes, e.g., 
+%                 {'Color', 'g', 'LineWidth', 1}; the default is {}
+%   'fill-color' - a color specifier; is this is not [], the
+%                  covariance ellipse is filled with this color
+%                  (default: [])
+% 
+% Outputs:
+%   h     - a vector of handles on the axis lines
+%
+% See also: PLOTCOV3
+
+% Copyright (C) 2002 Mark A. Paskin
+%
+% 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307
+% USA.
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function [h, s] = plotcov2New(mu, Sigma, varargin)
+
+h = [];
+s = [];
+
+if size(Sigma) ~= [2 2], error('Sigma must be a 2 by 2 matrix'); end
+if length(mu) ~= 2, error('mu must be a 2 by 1 vector'); end
+
+Sigma = checkpsd(Sigma);
+
+[p, ...
+ n, ...
+ label, ...
+ plot_axes, ...
+ plot_opts, ...
+ fill_color] = process_options(varargin, 'conf', 0.9, ...
+			       'num-pts', 20, ...
+			       'label', [], ...
+			       'plot-axes', 1, ...
+			       'plot-opts', {}, ...
+			       'fill-color', []);
+holding = ishold;
+% Compute the Mahalanobis radius of the ellipsoid that encloses
+% the desired probability mass.
+k = conf2mahal(p, 2);
+% Scale the covariance matrix so the confidence region has unit
+% Mahalanobis distance.
+Sigma = Sigma * k;
+% The axes of the covariance ellipse are given by the eigenvectors of
+% the covariance matrix.  Their lengths (for the ellipse with unit
+% Mahalanobis radius) are given by the square roots of the
+% corresponding eigenvalues.
+[V, D] = eig(full(Sigma));
+V = real(V);
+D = real(D);
+D = abs(D);
+
+% Compute the points on the boundary of the ellipsoid.
+t = linspace(0, 2*pi, n);
+u = [cos(t(:))'; sin(t(:))'];
+w = (V * sqrt(D)) * u;
+z = repmat(mu(:), [1 n]) + w;
+h = [h; plot(z(1, :), z(2, :), plot_opts{:})];
+if (~isempty(fill_color))
+  s = patch(z(1, :), z(2, :), fill_color);
+end
+
+% Plot the axes.
+if (plot_axes)
+  hold on;
+  L = sqrt(diag(D));
+  h = plot([mu(1); mu(1) + L(1) * V(1, 1)], ...
+	   [mu(2); mu(2) + L(1) * V(2, 1)], plot_opts{:});
+  h = [h; plot([mu(1); mu(1) + L(2) * V(1, 2)], ...
+	       [mu(2); mu(2) + L(2) * V(2, 2)], plot_opts{:})];
+end
+
+
+if (~isempty(label))
+  th = text(mu(1), mu(2), label);
+  set(th, 'FontSize', 18);
+  set(th, 'FontName', 'Times');
+  set(th, 'FontWeight', 'bold');
+  set(th, 'FontAngle', 'italic');
+  set(th, 'HorizontalAlignment', 'center');
+end
+
+if (~holding & plot_axes) hold off; end