aboutsummaryrefslogtreecommitdiff
path: root/FEAST/MIToolbox/RenyiMutualInformation.c
diff options
context:
space:
mode:
Diffstat (limited to 'FEAST/MIToolbox/RenyiMutualInformation.c')
-rw-r--r--FEAST/MIToolbox/RenyiMutualInformation.c95
1 files changed, 0 insertions, 95 deletions
diff --git a/FEAST/MIToolbox/RenyiMutualInformation.c b/FEAST/MIToolbox/RenyiMutualInformation.c
deleted file mode 100644
index dc6fd51..0000000
--- a/FEAST/MIToolbox/RenyiMutualInformation.c
+++ /dev/null
@@ -1,95 +0,0 @@
-/*******************************************************************************
-** RenyiMutualInformation.cpp
-** Part of the mutual information toolbox
-**
-** Contains functions to calculate the Renyi mutual information of
-** two variables X and Y, I_\alpha(X;Y), using the Renyi alpha divergence and
-** the joint entropy difference
-**
-** Author: Adam Pocock
-** Created 26/3/2010
-**
-** Copyright 2010 Adam Pocock, The University Of Manchester
-** www.cs.manchester.ac.uk
-**
-** This file is part of MIToolbox.
-**
-** MIToolbox is free software: you can redistribute it and/or modify
-** it under the terms of the GNU Lesser General Public License as published by
-** the Free Software Foundation, either version 3 of the License, or
-** (at your option) any later version.
-**
-** MIToolbox 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 Lesser General Public License for more details.
-**
-** You should have received a copy of the GNU Lesser General Public License
-** along with MIToolbox. If not, see <http://www.gnu.org/licenses/>.
-**
-*******************************************************************************/
-
-#include "MIToolbox.h"
-#include "CalculateProbability.h"
-#include "RenyiEntropy.h"
-#include "RenyiMutualInformation.h"
-
-double calculateRenyiMIDivergence(double alpha, double *dataVector, double *targetVector, int vectorLength)
-{
- double mutualInformation = 0.0;
- int firstIndex,secondIndex;
- int i;
- double jointTemp = 0.0;
- double seperateTemp = 0.0;
- double invAlpha = 1.0 - alpha;
- JointProbabilityState state = calculateJointProbability(dataVector,targetVector,vectorLength);
-
- /* standard MI is D_KL(p(x,y)||p(x)p(y))
- ** which expands to
- ** D_KL(p(x,y)||p(x)p(y)) = sum(p(x,y) * log(p(x,y)/(p(x)p(y))))
- **
- ** Renyi alpha divergence D_alpha(p(x,y)||p(x)p(y))
- ** expands to
- ** D_alpha(p(x,y)||p(x)p(y)) = 1/(alpha-1) * log(sum((p(x,y)^alpha)*((p(x)p(y))^(1-alpha))))
- */
-
- for (i = 0; i < state.numJointStates; i++)
- {
- firstIndex = i % state.numFirstStates;
- secondIndex = i / state.numFirstStates;
-
- if ((state.jointProbabilityVector[i] > 0) && (state.firstProbabilityVector[firstIndex] > 0) && (state.secondProbabilityVector[secondIndex] > 0))
- {
- jointTemp = pow(state.jointProbabilityVector[i],alpha);
- seperateTemp = state.firstProbabilityVector[firstIndex] * state.secondProbabilityVector[secondIndex];
- seperateTemp = pow(seperateTemp,invAlpha);
- mutualInformation += (jointTemp * seperateTemp);
- }
- }
-
- mutualInformation = log(mutualInformation);
- mutualInformation /= log(2.0);
- mutualInformation /= (alpha-1.0);
-
- FREE_FUNC(state.firstProbabilityVector);
- state.firstProbabilityVector = NULL;
- FREE_FUNC(state.secondProbabilityVector);
- state.secondProbabilityVector = NULL;
- FREE_FUNC(state.jointProbabilityVector);
- state.jointProbabilityVector = NULL;
-
- return mutualInformation;
-}/*calculateRenyiMIDivergence(double, double *, double *, int)*/
-
-double calculateRenyiMIJoint(double alpha, double *dataVector, double *targetVector, int vectorLength)
-{
- double hY = calculateRenyiEntropy(alpha, targetVector, vectorLength);
- double hX = calculateRenyiEntropy(alpha, dataVector, vectorLength);
-
- double hXY = calculateJointRenyiEntropy(alpha, dataVector, targetVector, vectorLength);
-
- double answer = hX + hY - hXY;
-
- return answer;
-}/*calculateRenyiMIJoint(double, double*, double*, int)*/
-