贝叶斯估计的MATLAB源码

classdef (ConstructOnLoad) BRMM %#ok<*MCSUP,*PROP> %BRMM Construct Bayesian robust mixture model % % BRMM constructs a Bayesian robust mixture model with a given number of % classes and real-valued features. % % Usage: Obj=BRMM(K,D) % % Inputs: K - Number of classes % D - Number of features % % Outputs: Obj - Bayesian robust mixture model % % Input arguments K and D should be positive integer scalars. % % See also BRMM.SIM and BRMM.ESTIM. % % Copyright (c) 2013 Gabriel Agamennoni. % Number of classes and features. properties (SetAccess=private) NumClass NumFeat end % Hyper-parameters. properties ProtoWeight ProtoStren ProtoLoc ProtoScale ProtoDisp ProtoPrec end % Constructor. methods function Obj=BRMM(NumClass,NumFeat) if nargin()>0 % Check number of arguments. if nargin()<2 error('BRMM:NotEnoughInputs',... 'Not enough inputs.') end if nargin()>2 error('BRMM:TooManyInputs',... 'Too many inputs.') end if nargout()>1 error('BRMM:TooManyOutputs',... 'Too many outputs.') end % Check input arguments. CheckArg(NumClass,NumFeat) % Set number of classes and features. Obj.NumClass=NumClass; Obj.NumFeat=NumFeat; % Set default hyper-parameters. Obj.ProtoWeight=ones(NumClass,1)/NumClass; Obj.ProtoStren=1; Obj.ProtoLoc=zeros(NumFeat,NumClass); Obj.ProtoScale=ones(NumClass,1); Obj.ProtoDisp=RepVal(eye(NumFeat),3,NumClass); Obj.ProtoPrec=NumFeat*ones(NumClass,1); end end end % Access methods. methods function Obj=set.ProtoWeight(Obj,ProtoWeight) % Store number of classes. NumClass=Obj.NumClass; % Check prototype weights. if ~isnumeric(ProtoWeight) error('BRMM:BadInputClass',... 'Input must be numeric.') end if ~isreal(ProtoWeight) error('BRMM:BadInputClass',... 'Input must be real.') end if isempty(ProtoWeight) error('BRMM:BadInputSize',... 'Input must be non-empty.') end if ndims(ProtoWeight)>2||min(size(ProtoWeight))>1 error('BRMM:BadInputSize',... 'Input must be a vector.') end if numel(ProtoWeight)~=NumClass error('BRMM:BadInputSize',... 'Input must have %d element(s).',NumClass) end if any(isnan(ProtoWeight)|isinf(ProtoWeight)) error('BRMM:BadInputValue',... 'Input must contain finite numbers.') end if any(ProtoWeight<=0)||abs(sum(ProtoWeight)-1)>eps()*NumClass error('BRMM:BadInputValue',... 'Input must contain numbers on the unit simplex.') end % Set prototype weights. Obj.ProtoWeight=ProtoWeight; end function Obj=set.ProtoStren(Obj,ProtoStren) % Check prototype strength. if ~isnumeric(ProtoStren) error('BRMM:BadInputClass',... 'Input must be numeric.') end if ~isreal(ProtoStren) error('BRMM:BadInputClass',... 'Input must be real.') end if isempty(ProtoStren) error('BRMM:BadInputSize',... 'Input must be non-empty.') end if ndims(ProtoStren)>2||numel(ProtoStren)>1 error('BRMM:BadInputSize',... 'Input must be a scalar.') end if isnan(ProtoStren)||isinf(ProtoStren)||ProtoStren<=0 error('BRMM:BadInputValue',... 'Input must contain a positive finite number.') end % Set prototype strength. Obj.ProtoStren=ProtoStren; end function Obj=set.ProtoLoc(Obj,ProtoLoc) % Store number of classes and features. NumClass=Obj.NumClass; NumFeat=Obj.NumFeat; % Check prototype locations. if ~isnumeric(ProtoLoc) error('BRMM:BadInputClass',... 'Input argument must be numeric.') end if ~isreal(ProtoLoc) error('BRMM:BadInputClass',... 'Input must be real.') end if isempty(ProtoLoc) error('BRMM:BadInputSize',... 'Input must be non-empty.') end if ndims(ProtoLoc)>2 error('BRMM:BadInputSize',... 'Input must be a matrix.') end if size(ProtoLoc,1)~=NumFeat error('BRMM:BadInputSize',... 'Input must have %d row(s).',NumFeat) end if size(ProtoLoc,2)~=NumClass error('BRMM:BadInputSize',... 'Input must have %d column(s).',NumClass) end if any(isnan(ProtoLoc(:))|isinf(ProtoLoc(:))) error('BRMM:BadInputValue',... 'Input must contain finite numbers.') end % Set prototype locations. Obj.ProtoLoc=ProtoLoc; end function Obj=set.ProtoScale(Obj,ProtoScale) % Store number of classes. NumClass=Obj.NumClass; % Check prototype scales. if ~isnumeric(ProtoScale) error('BRMM:BadInputClass',... 'Input must be numeric.') end if ~isreal(ProtoScale) error('BRMM:BadInputClass',... 'Input must be real.') end if isempty(ProtoScale) error('BRMM:BadInputSize',... 'Input must be non-empty.') end if ndims(ProtoScale)>2||min(size(ProtoScale))>1 error('BRMM:BadInputSize',... 'Input must be a vector.') end if numel(ProtoScale)~=NumClass error('BRMM:BadInputSize',... 'Input must have %d element(s).',NumClass) end if any(isnan(ProtoScale)|isinf(ProtoScale)|ProtoScale<=0) error('BRMM:BadInputValue',... 'Input must contain positive finite numbers.') end % Set prototype scales. Obj.ProtoScale=ProtoScale; end function Obj=set.ProtoDisp(Obj,ProtoDisp) % Store number of classes and features. NumClass=Obj.NumClass; NumFeat=Obj.NumFeat; % Check prototype dispersions. if ~isnumeric(ProtoDisp) error('BRMM:BadInputClass',... 'Input must be numeric.') end if ~isreal(ProtoDisp)