samer@4: function l=cauchy_norm(DF,eta,maxit) samer@4: % cauchy_norm - Quick and dirty function to fit Cauchy density to data samer@4: % samer@4: % cauchy_norm :: samer@4: % [[N,L]] ~'data', samer@4: % real ~'learning rate', samer@4: % natural ~'max iterations' samer@4: % -> [[1,L]] ~'the norms'. samer@4: samer@4: w=1./mean(abs(DF)); samer@4: for k=1:maxit samer@4: y=w*DF; samer@4: g=1-mean(y.*score(y)); samer@4: w=w.*exp(eta*g); samer@4: if all(abs(g))<0.002, break; end; samer@4: end samer@4: l=1./w; samer@4: samer@4: function g=score(x) samer@4: g=2*x./(1+x.^2); samer@4: