mihigherdim.c

互信息盲源分离

//####################################################################
//Mutual information estimator (with embedding), rectangular version 
//####################################################################
//2 May 2004
//Contact: [e-mail]
//####################################################################
//uses redr_embed
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <limits.h>
#include <float.h>

#include "miutils.h"

int main(int argc, char **argv) {

  FILE *fin;
  int i;
  double **x;
  double *min;
  double *max;
  double *psi;
  int K,N;
  int d;
  double mir;
  int dim,edim,tau;
  
  double s,me;
  double addnoise=-1;
  
  if (argc<7) {
    fprintf(stderr,"\nMutual Infomation (MI) k-nearest neighbours statistics (rectangular)\n\n");
    fprintf(stderr,"Usage:\n%s <filename> <dim> <edim> <tau> <# points> <# neighbours> [addnoise]\n\n",argv[0]);
    fprintf(stderr,"Input:\n\t<filename>\ttext file with <dim> columns and <# points> rows\n");
    fprintf(stderr,"\t<dim>\t\tnumber of columns in file\n");
    fprintf(stderr,"\t<edim>\t\tembedding dimension\n");
    fprintf(stderr,"\t<tau>\t\tembedding delay\n");
    fprintf(stderr,"\t<# points>\tnumber of rows (length of characteristic vector)\n");
    fprintf(stderr,"\t<# neighbours>\tnumber of the nearest neighbours for MI estimator\n");
    fprintf(stderr,"\t[addnoise]\tnoise amplitude; default 1e-8\n");
    fprintf(stderr,"\nOutput:\n");
    fprintf(stderr,"\nMI\n");
    fprintf(stderr,"\nContact: [e-mail]\n");
    exit(-1);
  }

  dim=atoi(argv[2]);
  edim=atoi(argv[3]);
  tau=atoi(argv[4]);
  N=atoi(argv[5]);
  K=atoi(argv[6]);
  if (argc==8) {addnoise=atof(argv[7]);}
  if (argc>=9) {fprintf(stderr,"Too many input arguments\n");exit(-1);}

  x=(double**)calloc(dim,sizeof(double*));
  for (d=0;d<dim;d++) x[d]=(double*)calloc(N,sizeof(double));
  min=(double*)calloc(dim,sizeof(double));
  max=(double*)calloc(dim,sizeof(double));
  for (d=0;d<dim;d++) {min[d]=DBL_MAX/2;max[d]=-DBL_MAX/2;}
  //reading of the data
  fin=fopen(argv[1],"r");
  if (fin) 
    for (i=0;i<N;i++) {
      for (d=0;d<dim;d++) {
	fscanf(fin,"%lf",&(x[d][i]));
      }
    }
  else { fprintf(stderr,"File %s doesn't exist\n",argv[1]);exit(-1);}
  fclose(fin);
  // add noise
  if (addnoise) {
    srand((dim+edim+tau)*N*K*int(x[(dim)/2][N/10]));
    if (addnoise==-1) for (d=0;d<dim;d++) for (i=0;i<N;i++) x[d][i]+=(1.0*rand()/RAND_MAX)*1e-8;
    else for (d=0;d<dim;d++) for (i=0;i<N;i++) x[d][i]+=(1.0*rand()/RAND_MAX)*addnoise;
  }

  //normalization
  for (d=0;d<dim;d++) {
    me=s=0; for (i=0;i<N;i++) me+=x[d][i];
    me/=N;  for (i=0;i<N;i++) s+=(x[d][i]-me)*(x[d][i]-me);
    s/=(N-1);s=sqrt(s); 
    if (s==0) {;}
    for (i=0;i<N;i++) {
      x[d][i] = (x[d][i]-me)/s;
      if (x[d][i]<min[d]) min[d]=x[d][i]; 
      if (x[d][i]>max[d]) max[d]=x[d][i];
    }
    for (i=0;i<N;i++) x[d][i]=x[d][i]-min[d];
  }

  psi=(double*)calloc(N+1,sizeof(double)); 
  psi[1]=-(double).57721566490153;
  for (i=1;i<N;i++) psi[i+1]=psi[i]+1/(double)i;

  redr_embed(x, dim, edim, tau, N, K,psi,&mir);
  fprintf(stdout,"%1.8f\n",mir);

  for (d=0;d<dim;d++) free(x[d]); free(x);
  free(min);free(max);
  free(psi);
}