📄 numdim.m
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% numdim() - estimate a lower bound on the (minimum) number of discrete sources % in the data via their second-order statistics.% Usage:% >> num = numdim( data );%% Inputs:% data - 2-D data (nchannel x npoints)%% Outputs:% num - number of sources (estimated from second order measures)%% References:% WACKERMANN, J. 1996. Beyond mapping: estimating complexity % of multichannel EEG recordings. Acta Neurobiologiae % Experimentalis, 56, 197-208.% WACKERMANN, J. 1999. Towards a quantitative characterization % of functional states of the brain: from non-linear methodology % to the global linear description. International Journal of % Psychophysiology, 34, 65-80.%% Author: Arnaud Delorme, CNL / Salk Institute, 23 January 2003%123456789012345678901234567890123456789012345678901234567890123456789012
% Copyright (C) 2002 Arnaud Delorme, Salk Institute, arno@salk.edu
%
% 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
% $Log: numdim.m,v $% Revision 1.2 2003/02/26 23:02:27 arno% numsources -> numdim%% Revision 1.1 2003/02/26 23:01:10 arno% Initial revision%% Revision 1.5 2003/02/14 16:11:35 scott% header% ,%% Revision 1.4 2003/02/14 15:02:18 scott% help msg edit%% Revision 1.3 2003/01/27 15:51:08 arno% adding reference%
% Revision 1.2 2003/01/24 18:36:50 arno
% transpose array
%
% Revision 1.1 2003/01/24 18:05:29 arno
% Initial revision
%
function lambda = numdim( a ) % Akaike, Identification toolbox (linear identification) a = a'; b = a'*a/100; % correlation [v d] = eig(b); %det(d-b); % checking l = diag(d); l = l/sum(l); lambda = real(exp(-sum(l.*log(l)))); return; % testing by duplicating columns a = rand(100,5)*2-1; a = [a a]; numdim( a )
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