estbeta.m

这个matlab程序用于实现广义高斯分布的参数估计

function beta = estbeta(m1, m2)
% ESTBETA Estimate the beta parameter of a generalized Gaussian
%       beta = estbeta(m1, m2)
%
% Input:
%	m1: derivation from the mean
%	m2: variance of input data
%
% Output:
%	beta: paramaters of generalized Gaussian p.d.f.
%	      f(x) = K * exp(-(abs(x) / alpha)^beta)
%
% Used by GGMLE.  See also GGMME
%
% Note:	This is a faster version that computes beta using interpolation
%	where SBPDF use FZERO to solve inverse function
%
% Author: Minh N. Do, Dec. 1999

% beta = F^(-1)(m1^2 / m2);

x = 0.05 * [1:100]';
f = [2.4663e-05 0.004612 0.026349 0.062937 0.10606 0.15013 0.19234 0.23155 ...
     0.26742 0.3 0.32951 0.35624 0.38047 0.40247 0.42251 0.44079 0.45753 ...
     0.47287 0.48699 0.5 0.51202 0.52316 0.53349 0.5431 0.55206 0.56042 ...
     0.56823 0.57556 0.58243 0.58888 0.59495 0.60068 0.60607 0.61118 ...
     0.616 0.62057 0.6249 0.62901 0.63291 0.63662 0.64015 0.64352 ...
     0.64672 0.64978 0.65271 0.6555 0.65817 0.66073 0.66317 0.66552 ...
     0.66777 0.66993 0.672 0.674 0.67591 0.67775 0.67953 0.68123 0.68288 ...
     0.68446 0.68599 0.68747 0.68889 0.69026 0.69159 0.69287 0.69412 ...
     0.69532 0.69648 0.6976 0.69869 0.69974 0.70076 0.70175 0.70271 ...
     0.70365 0.70455 0.70543 0.70628 0.70711 0.70791 0.70869 0.70945 ...
     0.71019 0.71091 0.71161 0.71229 0.71295 0.71359 0.71422 0.71483 ...
     0.71543 0.71601 0.71657 0.71712 0.71766 0.71819 0.7187 0.7192 0.71968];

val = m1^2 / m2;
if val < f(1)
    beta = 0.05;
elseif val > f(end)
    beta = 5;
else
    beta = interp1q(f, x, val);
end