📄 plotcov3.m
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% PLOTCOV3 - Plots a covariance ellipsoid with axes for a trivariate
% Gaussian distribution.
%
% Usage:
% [h, s] = plotcov3(mu, Sigma[, OPTIONS]);
%
% Inputs:
% mu - a 3 x 1 vector giving the mean of the distribution.
% Sigma - a 3 x 3 symmetric positive semi-definite matrix giving
% the covariance of the distribution (or the zero matrix).
%
% Options:
% 'conf' - a scalar between 0 and 1 giving the confidence
% interval (i.e., the fraction of probability mass to
% be enclosed by the ellipse); default is 0.9.
% 'num-pts' - if the value supplied is n, then (n + 1)^2 points
% to be used to plot the ellipse; default is 20.
% 'plot-opts' - a cell vector of arguments to be handed to PLOT3
% to contol the appearance of the axes, e.g.,
% {'Color', 'g', 'LineWidth', 1}; the default is {}
% 'surf-opts' - a cell vector of arguments to be handed to SURF
% to contol the appearance of the ellipsoid
% surface; a nice possibility that yields
% transparency is: {'EdgeAlpha', 0, 'FaceAlpha',
% 0.1, 'FaceColor', 'g'}; the default is {}
%
% Outputs:
% h - a vector of handles on the axis lines
% s - a handle on the ellipsoid surface object
%
% See also: PLOTCOV2
% Copyright (C) 2002 Mark A. Paskin
%
% 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.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [h, s] = plotcov3(mu, Sigma, varargin)
if size(Sigma) ~= [3 3], error('Sigma must be a 3 by 3 matrix'); end
if length(mu) ~= 3, error('mu must be a 3 by 1 vector'); end
[p, ...
n, ...
plot_opts, ...
surf_opts] = process_options(varargin, 'conf', 0.9, ...
'num-pts', 20, ...
'plot-opts', {}, ...
'surf-opts', {});
h = [];
holding = ishold;
if (Sigma == zeros(3, 3))
z = mu;
else
% Compute the Mahalanobis radius of the ellipsoid that encloses
% the desired probability mass.
k = conf2mahal(p, 3);
% The axes of the covariance ellipse are given by the eigenvectors of
% the covariance matrix. Their lengths (for the ellipse with unit
% Mahalanobis radius) are given by the square roots of the
% corresponding eigenvalues.
if (issparse(Sigma))
[V, D] = eigs(Sigma);
else
[V, D] = eig(Sigma);
end
if (any(diag(D) < 0))
error('Invalid covariance matrix: not positive semi-definite.');
end
% Compute the points on the surface of the ellipsoid.
t = linspace(0, 2*pi, n);
[X, Y, Z] = sphere(n);
u = [X(:)'; Y(:)'; Z(:)'];
w = (k * V * sqrt(D)) * u;
z = repmat(mu(:), [1 (n + 1)^2]) + w;
% Plot the axes.
L = k * sqrt(diag(D));
h = plot3([mu(1); mu(1) + L(1) * V(1, 1)], ...
[mu(2); mu(2) + L(1) * V(2, 1)], ...
[mu(3); mu(3) + L(1) * V(3, 1)], plot_opts{:});
hold on;
h = [h; plot3([mu(1); mu(1) + L(2) * V(1, 2)], ...
[mu(2); mu(2) + L(2) * V(2, 2)], ...
[mu(3); mu(3) + L(2) * V(3, 2)], plot_opts{:})];
h = [h; plot3([mu(1); mu(1) + L(3) * V(1, 3)], ...
[mu(2); mu(2) + L(3) * V(2, 3)], ...
[mu(3); mu(3) + L(3) * V(3, 3)], plot_opts{:})];
end
s = surf(reshape(z(1, :), [(n + 1) (n + 1)]), ...
reshape(z(2, :), [(n + 1) (n + 1)]), ...
reshape(z(3, :), [(n + 1) (n + 1)]), ...
surf_opts{:});
if (~holding) hold off; end
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