Revision 198ade27e44616cf8156a55d5428375706bedbd1 authored by Friedrich Leisch on 19 April 2004, 00:00:00 UTC, committed by Gabor Csardi on 19 April 2004, 00:00:00 UTC
1 parent b2e68e1
kldiv.R
#
# FlexMix: Flexible mixture modelling in R
# Copyright (C) 2004 Friedrich Leisch
#
# This program 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 2 of the License, or
# (at your option) any later version.
#
# This program 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 this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#
setGeneric("KLdiv", function(object, ...) standardGeneric("KLdiv"))
setMethod("KLdiv", "matrix",
function(object, eps=1e-4, ...)
{
if(!is.numeric(object))
stop("object must be a numeric matrix\n")
z <- matrix(NA, nrow=ncol(object), ncol=ncol(object))
colnames(z) <- rownames(z) <- colnames(object)
for(k in 1:(ncol(object)-1)){
for(l in 2:ncol(object)){
ok <- (object[,k] > eps) & (object[,l] > eps)
if(any(ok)){
z[k,l] <- sum(object[ok,k] *
(log(object[ok,k]) - log(object[ok,l])))
z[l,k] <- sum(object[ok,l] *
(log(object[ok,l]) - log(object[ok,k])))
}
}
}
z <- sweep(z, 1, colSums(object), "/")
diag(z)<-0
z
})
setMethod("KLdiv", "flexmix",
function(object, ...) KLdiv(object@posterior$unscaled, ...))
###**********************************************************
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