Permalink
Cannot retrieve contributors at this time
Name already in use
A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
cisc/dr/add_noise_cyclic.m
Go to fileThis commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
84 lines (78 sloc)
2.69 KB
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
function [X Y]=add_noise_cyclic(num_samples, fct, X_distr, noise_distr) | |
%simulates data from a discrete additive noise model. | |
% | |
%-X and Y are vectors (each num_samplesx1) containing the samples. | |
% | |
%-num_samples: number of samples. | |
%-X_distr: vector (1 x num_of_states_of_X) from which the input | |
% distribution is sampled (should sum to 1) | |
%-fct: vector (num_of_states_of_X x 1) of function values (should have the | |
% same length as X_distr) | |
%-noise_distr: vector (1 x num_of_states_of_Y) from which the additive | |
% noise is sampled. This vector should the same number of components as | |
% Y has states. | |
% | |
% | |
% | |
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
% Example | |
%%%%%%%%% | |
% num_samples=200; | |
% fct=[0;3;4]; | |
% X_distr=[0.6 0.15 0.25]; | |
% noise_distr=[0.6 0.1 0.1 0.1 0.1]; | |
% | |
% [X Y]=add_noise_cyclic(num_samples, fct, X_distr, noise_distr); | |
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
% | |
%-please cite | |
% Jonas Peters, Dominik Janzing, Bernhard Schoelkopf (2010): Identifying Cause and Effect on Discrete Data using Additive Noise Models, | |
% in Y.W. Teh and M. Titterington (Eds.), Proceedings of The Thirteenth International Conference on Artificial Intelligence and Statistics (AISTATS) 2010, | |
% JMLR: W&CP 9, pp 597-604, Chia Laguna, Sardinia, Italy, May 13-15, 2010, | |
% | |
%-if you have problems, send me an email: | |
%jonas.peters ---at--- tuebingen.mpg.de | |
% | |
%Copyright (C) 2010 Jonas Peters | |
% | |
% This file is part of discrete_anm. | |
% | |
% discrete_anm is free software: you can redistribute it and/or modify | |
% it under the terms of the GNU General Public License as published by | |
% the Free Software Foundation, either version 3 of the License, or | |
% (at your option) any later version. | |
% | |
% discrete_anm 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 General Public License for more details. | |
% | |
% You should have received a copy of the GNU General Public License | |
% along with discrete_anm. If not, see <http://www.gnu.org/licenses/>. | |
num_states_X=length(X_distr); | |
num_states_Y=length(noise_distr); | |
X_values=(1:num_states_X)-1; | |
noise_values=0:1:(num_states_Y-1); | |
tmp=0; | |
for i=1:length(noise_distr) | |
tmp=tmp+noise_distr(i); | |
noise_cdf(i)=tmp; | |
end | |
tmp=0; | |
for i=1:length(X_distr) | |
tmp=tmp+X_distr(i); | |
X_cdf(i)=tmp; | |
end | |
clear X Y; | |
%X=randi(num_states_X,num_samples,1)-1; | |
X=rand(num_samples,1); | |
for i=1:num_samples | |
X(i)=X_values(sum(X(i)>X_cdf)+1); | |
end | |
eps=rand(num_samples,1); | |
for i=1:num_samples | |
eps(i)=noise_values(sum(eps(i)>noise_cdf)+1); | |
end | |
Y=mod(fct(X+1)+eps,num_states_Y); | |
%p=chi_sq_quant(X,eps,num_states_X,num_states_Y); | |
%p=g_quantile(X,eps,num_states_X,num_states_Y) | |