annotate toolboxes/FullBNT-1.0.7/KPMtools/plotcov2New.m @ 0:cc4b1211e677 tip

initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 % PLOTCOV2 - Plots a covariance ellipsoid with axes for a bivariate
Daniel@0 2 % Gaussian distribution.
Daniel@0 3 %
Daniel@0 4 % Usage:
Daniel@0 5 % [h, s] = plotcov2(mu, Sigma[, OPTIONS]);
Daniel@0 6 %
Daniel@0 7 % Inputs:
Daniel@0 8 % mu - a 2 x 1 vector giving the mean of the distribution.
Daniel@0 9 % Sigma - a 2 x 2 symmetric positive semi-definite matrix giving
Daniel@0 10 % the covariance of the distribution (or the zero matrix).
Daniel@0 11 %
Daniel@0 12 % Options:
Daniel@0 13 % 'conf' - a scalar between 0 and 1 giving the confidence
Daniel@0 14 % interval (i.e., the fraction of probability mass to
Daniel@0 15 % be enclosed by the ellipse); default is 0.9.
Daniel@0 16 % 'num-pts' - if the value supplied is n, then (n + 1)^2 points
Daniel@0 17 % to be used to plot the ellipse; default is 20.
Daniel@0 18 % 'label' - if non-empty, a string that will label the
Daniel@0 19 % ellipsoid (default: [])
Daniel@0 20 % 'plot-axes' - a 0/1 flag indicating if the ellipsoid's axes
Daniel@0 21 % should be plotted (default: 1)
Daniel@0 22 % 'plot-opts' - a cell vector of arguments to be handed to PLOT3
Daniel@0 23 % to contol the appearance of the axes, e.g.,
Daniel@0 24 % {'Color', 'g', 'LineWidth', 1}; the default is {}
Daniel@0 25 % 'fill-color' - a color specifier; is this is not [], the
Daniel@0 26 % covariance ellipse is filled with this color
Daniel@0 27 % (default: [])
Daniel@0 28 %
Daniel@0 29 % Outputs:
Daniel@0 30 % h - a vector of handles on the axis lines
Daniel@0 31 %
Daniel@0 32 % See also: PLOTCOV3
Daniel@0 33
Daniel@0 34 % Copyright (C) 2002 Mark A. Paskin
Daniel@0 35 %
Daniel@0 36 % This program is free software; you can redistribute it and/or modify
Daniel@0 37 % it under the terms of the GNU General Public License as published by
Daniel@0 38 % the Free Software Foundation; either version 2 of the License, or
Daniel@0 39 % (at your option) any later version.
Daniel@0 40 %
Daniel@0 41 % This program is distributed in the hope that it will be useful, but
Daniel@0 42 % WITHOUT ANY WARRANTY; without even the implied warranty of
Daniel@0 43 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Daniel@0 44 % General Public License for more details.
Daniel@0 45 %
Daniel@0 46 % You should have received a copy of the GNU General Public License
Daniel@0 47 % along with this program; if not, write to the Free Software
Daniel@0 48 % Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
Daniel@0 49 % USA.
Daniel@0 50 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Daniel@0 51
Daniel@0 52 function [h, s] = plotcov2New(mu, Sigma, varargin)
Daniel@0 53
Daniel@0 54 h = [];
Daniel@0 55 s = [];
Daniel@0 56
Daniel@0 57 if size(Sigma) ~= [2 2], error('Sigma must be a 2 by 2 matrix'); end
Daniel@0 58 if length(mu) ~= 2, error('mu must be a 2 by 1 vector'); end
Daniel@0 59
Daniel@0 60 Sigma = checkpsd(Sigma);
Daniel@0 61
Daniel@0 62 [p, ...
Daniel@0 63 n, ...
Daniel@0 64 label, ...
Daniel@0 65 plot_axes, ...
Daniel@0 66 plot_opts, ...
Daniel@0 67 fill_color] = process_options(varargin, 'conf', 0.9, ...
Daniel@0 68 'num-pts', 20, ...
Daniel@0 69 'label', [], ...
Daniel@0 70 'plot-axes', 1, ...
Daniel@0 71 'plot-opts', {}, ...
Daniel@0 72 'fill-color', []);
Daniel@0 73 holding = ishold;
Daniel@0 74 % Compute the Mahalanobis radius of the ellipsoid that encloses
Daniel@0 75 % the desired probability mass.
Daniel@0 76 k = conf2mahal(p, 2);
Daniel@0 77 % Scale the covariance matrix so the confidence region has unit
Daniel@0 78 % Mahalanobis distance.
Daniel@0 79 Sigma = Sigma * k;
Daniel@0 80 % The axes of the covariance ellipse are given by the eigenvectors of
Daniel@0 81 % the covariance matrix. Their lengths (for the ellipse with unit
Daniel@0 82 % Mahalanobis radius) are given by the square roots of the
Daniel@0 83 % corresponding eigenvalues.
Daniel@0 84 [V, D] = eig(full(Sigma));
Daniel@0 85 V = real(V);
Daniel@0 86 D = real(D);
Daniel@0 87 D = abs(D);
Daniel@0 88
Daniel@0 89 % Compute the points on the boundary of the ellipsoid.
Daniel@0 90 t = linspace(0, 2*pi, n);
Daniel@0 91 u = [cos(t(:))'; sin(t(:))'];
Daniel@0 92 w = (V * sqrt(D)) * u;
Daniel@0 93 z = repmat(mu(:), [1 n]) + w;
Daniel@0 94 h = [h; plot(z(1, :), z(2, :), plot_opts{:})];
Daniel@0 95 if (~isempty(fill_color))
Daniel@0 96 s = patch(z(1, :), z(2, :), fill_color);
Daniel@0 97 end
Daniel@0 98
Daniel@0 99 % Plot the axes.
Daniel@0 100 if (plot_axes)
Daniel@0 101 hold on;
Daniel@0 102 L = sqrt(diag(D));
Daniel@0 103 h = plot([mu(1); mu(1) + L(1) * V(1, 1)], ...
Daniel@0 104 [mu(2); mu(2) + L(1) * V(2, 1)], plot_opts{:});
Daniel@0 105 h = [h; plot([mu(1); mu(1) + L(2) * V(1, 2)], ...
Daniel@0 106 [mu(2); mu(2) + L(2) * V(2, 2)], plot_opts{:})];
Daniel@0 107 end
Daniel@0 108
Daniel@0 109
Daniel@0 110 if (~isempty(label))
Daniel@0 111 th = text(mu(1), mu(2), label);
Daniel@0 112 set(th, 'FontSize', 18);
Daniel@0 113 set(th, 'FontName', 'Times');
Daniel@0 114 set(th, 'FontWeight', 'bold');
Daniel@0 115 set(th, 'FontAngle', 'italic');
Daniel@0 116 set(th, 'HorizontalAlignment', 'center');
Daniel@0 117 end
Daniel@0 118
Daniel@0 119 if (~holding & plot_axes) hold off; end