diff general/numerical/cauchy_norm.m @ 4:e44f49929e56

Adding reorganised general toolbox, now in several subdirectories.

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/general/numerical/cauchy_norm.m	Sat Jan 12 19:21:22 2013 +0000
@@ -0,0 +1,21 @@
+function l=cauchy_norm(DF,eta,maxit)
+% cauchy_norm - Quick and dirty function to fit Cauchy density to data
+%
+% cauchy_norm :: 
+%	[[N,L]] 	~'data', 
+%	real  	~'learning rate', 
+%	natural 	~'max iterations' 
+% -> [[1,L]] ~'the norms'.
+
+w=1./mean(abs(DF));
+for k=1:maxit
+	y=w*DF;
+	g=1-mean(y.*score(y));
+	w=w.*exp(eta*g);
+	if all(abs(g))<0.002, break; end;
+end
+l=1./w;
+
+function g=score(x)
+g=2*x./(1+x.^2);
+