updated niche/functional
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@@ -1,9 +1,5 @@
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function [h_Y1_train_set, h_Y2_train_set, h_Y_train_set, h_Y1_test_set, ...
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h_Y2_test_set, h_Y_test_set] = call_funcica(data, t, s);
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h_Y2_test_set, h_Y_test_set] = test_smooth_funcica(data, t, s);
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N = size(data, 2);
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p = 30; % hardcoded for now
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@@ -105,52 +101,3 @@ for lambda_i = 1:5
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end
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end
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%{
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inv_pc_coef = inv(pc_coef);
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train_pc_score = inv_pc_coef * (myfd_data_train_coef - ...
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repmat(mean_coef, 1, cut));
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% does this make sense? I think we should instead subtract the
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% mean of the test data - the point is just to center the data
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test_pc_score = inv_pc_coef * (myfd_data_test_coef - ...
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repmat(mean_coef, 1, N - cut));
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train_sub_pc_score = train_pc_score(1:2,:);
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test_sub_pc_score = test_pc_score(1:2,:);
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train_ic_score = W * train_sub_pc_score;
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test_ic_score = W * test_sub_pc_score;
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train_entropies1(i) = ...
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get_vasicek_entropy_estimate_std(train_ic_score(1,:));
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train_entropies2(i) = ...
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get_vasicek_entropy_estimate_std(train_ic_score(2,:));
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train_joint_entropies(i) = ...
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train_entropies1(i) + train_entropies2(i);
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test_entropies1(i) = ...
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get_vasicek_entropy_estimate_std(test_ic_score(1,:));
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test_entropies2(i) = ...
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get_vasicek_entropy_estimate_std(test_ic_score(2,:));
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% check magnitudes of projection against pc's
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magnitude(1) = ...
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dot(train_sub_pc_score(1,:), train_sub_pc_score(1,:));
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magnitude(2) = ...
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dot(train_sub_pc_score(2,:), train_sub_pc_score(2,:));
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magnitude
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test_joint_entropies(i) = ...
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test_entropies1(i) + test_entropies2(i);
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%}
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