estim_psi.m

Blind Source Separation toolbox, This work has been partly funded by the European project BLIS (IST-

% SCORE FUNCTION ESTIMATION BY THE GAUSSIAN KERNEL DENSITY ESTIMATOR

%-------------------------------------------------------------------------------
%   sigma  =	variance of the Gaussian Kernel density estimator  
%	x  =    imput (by rows)
%	y  =	output (by rows)
%-------------------------------------------------------------------------------

% Grenoble, December 2000
% This work has been partly funded by the European project BLIS (IST-1999-14190)


function y=estim_psi(x,sigma)

% initialisations
[nl,nc]=size(x);
y=zeros(nl,nc);
y=y';
x=x';

for i=1:nl
	M=x(:,i)*ones(1,nc);
	M=M-M';
	K=exp(-(M.^2)/(2*sigma^2));	% density estimator
	DK=-M.*K/sigma^2;		% density derivative estimator
	y(:,i)=sum(DK,2)./sum(K,2);	% score function estimation
end;

y=y';