gmm_counting_algorithm.m

来自「高斯滤波器 matlab toolbox For GMMs and Gauss」· M 代码 · 共 26 行

function w = gmm_counting_algorithm(g, prob, N)
%function w = gmm_counting_algorithm(g, prob, N)
%
% INPUTS:
%   g - Gaussian mixture 
%   prob - probability mass to enclose [0, 1]
%   N - number of samples to count
%
% OUTPUT:
%   w - the (approximate) weight of g that marks the level-set enclosing
%   mass, prob.
%
% Tim Bailey 2006.

if prob<=0 | prob>=1
    error('Probability must be in range (0,1)')
end

s = gmm_samples(g, N);
w = gmm_evaluate(g, s);
[ws, i] = sort(w);

M = N - ceil(prob*N); 
M(M==0) = 1;
w = ws(M);