Is there a way to compute the vertical average (http://vicos.fri.uni-lj.si/data/vprsistemi/ROCintro.pdf) of several ROC curves in MATLAB? I've found in the MATLAB guide that perfcurve could do it, but I have no idea how to use it.
You can just concatenate the probability of detection arrays into a matrix and then take their mean. Assuming your probability of false alarms are held in the row vector PFA and your probability of detection values are held in the row vectors PD1, PD2, ...:
PDMatrix = [PD1; PD2; ...];
PDMean = mean(PDMatrix, 1);
This assumes your ROC curves all share the same PFA values. If this isn't the case, then you can create a common PFA array and use interp1 to resample your PD arrays before averaging. For example, if you're interested in logarithmically spaced PFA values from 10^-6 to "near 1," and your PFA/PD pairs have the data to interpolate in this range, you can do something like
PFAResampled = logspace(-6, -.1, 1000);
PD1Resampled = interp1(PFA1, PD1, PFAResampled);
PD2Resampled = interp1(PFA2, PD2, PFAResampled);
After that, you can just concatenate and take the mean as shown above.
Related
I have a T x 2 Matrix, where in the second column I have some daily financial returns and in the first column I have an indicator, which can assume integer values in the interval [1, 9].
I want to extract 9 different conditional distributions of my returns, conditioned on the values assumed by the indicator. At this point, I want to plot the conditional densities through a Gaussian smoothing with the function 'ksdensity' and plot them in the same 3D plot. The final output should be similar to this one: Image
I tried to reach this result by adapting the answer I found at this thread: Function.
Now suppose that x = axis of returns, y = axis of indicator possible values, z = smoothed conditional densities.
My problem is that, while in the example the meshgrid required for all the values of y have the same values of x by construction, I have different values of x (the returns) because of the conditioning.
First split your returns data into 9 vectors, according to the indicator variable. You can use accumarray for that. Then run ksdensity on each vector separately. Then plot those outputs.
I have three variables, e.g., latitude, longitude and temperature. For each latitude and longitude, I have corresponding temperature value. I want to plot latitude v/s longitude plot in 5 degree x 5 degree grid , with mean temperature value inserted in that particular grid instead of occurring frequency.
Data= [latGrid,lonGrid] = meshgrid(25:45,125:145);
T = table(latGrid(:),lonGrid(:),randi([0,35],size(latGrid(:))),...
'VariableNames',{'lat','lon','temp'});
At the end, I need it somewhat like the following image:
Sounds to me like you want to scale your grid. The easiest way to do this is to smooth and downsample.
While 2d histograms also bin values into a grid, using a histogram is not the way to find the mean of datapoints in a smooth grid. A histogram counts the occurrence of values in a set of ranges. In a 2d example, a histogram would take the input measurements [1, 3, 3, 5] and count the number of ones, the number of threes, etc. A 2d histogram will count occurrences of pairs of numbers. (You might want to use histogram to help organize a measurements taken at irregular intervals, but that would be a different question)
How to smooth and downsample without the Image Processing Toolbox
Keep your data in the 2d matrix format rather than reshaping it into a table. This makes it easier to find the neighbors of each grid location.
%% Sample Data
[latGrid,lonGrid] = meshgrid(25:45,125:145);
temp = rand(size(latGrid));
There are many tools in Matlab for smoothing matrices. If you want to have the mean of a 5x5 window. You can write a for-loop, use a convolution, or use filter2. My example uses convolution. For more on convolutional filters, I suggest the wikipedia page.
%% Mean filter with conv2
M = ones(5) ./ 25; % 5x5 mean or box blur filter
C_temp = conv2(temp, M, 'valid');
C_temp is a blurry version of the original temperature variable with a slightly smaller size because we can't accurately take the mean of the edges. The border is reduced by a frame of 2 measurements. Now, we just need to take every fifth measurement from C_temp to scale down the grid.
%% Subsample result
C_temp = C_temp(1:5:end, 1:5:end);
% Because we removed a border from C_temp, we also need to remove a border from latGrid and lonGrid
[h, w] = size(latGrid)
latGrid = latGrid(5:5:h-5, 5:5:w-5);
lonGrid = lonGrid(5:5:h-5, 5:5,w-5);
Here's what the steps look like
If you use a slightly more organized, temp variable. It's easier to see that the result is correct.
With Image Processing Toolbox
imresize has a box filter method option that is equivalent to a mean filter. However, you have to do a little calculation to find the scaling factor that is equivalent to using a 5x5 window.
C_temp = imresize(temp, scale, 'box');
I want to evaluate the grid quality where all coordinates differ in the real case.
Signal is of a ECG signal where average life-time is 75 years.
My task is to evaluate its age at the moment of measurement, which is an inverse problem.
I think 2D approximation of the 3D case is hard (done here by Abo-Zahhad) with with 3-leads (2 on chest and one at left leg - MIT-BIT arrhythmia database):
where f is a piecewise continuous function in R^2, \epsilon is the error matrix and A is a 2D matrix.
Now, I evaluate the average grid distance in x-axis (time) and average grid distance in y-axis (energy).
I think this can be done by Matlab's Image Analysis toolbox.
However, I am not sure how complete the toolbox's approaches are.
I think a transform approach must be used in the setting of uneven and noncontinuous grids. One approach is exact linear time euclidean distance transforms of grid line sampled shapes by Joakim Lindblad et all.
The method presents a distance transform (DT) which assigns to each image point its smallest distance to a selected subset of image points.
This kind of approach is often a basis of algorithms for many methods in image analysis.
I tested unsuccessfully the case with bwdist (Distance transform of binary image) with chessboard (returns empty square matrix), cityblock, euclidean and quasi-euclidean where the last three options return full matrix.
Another pseudocode
% https://stackoverflow.com/a/29956008/54964
%// retrieve picture
imgRGB = imread('dummy.png');
%// detect lines
imgHSV = rgb2hsv(imgRGB);
BW = (imgHSV(:,:,3) < 1);
BW = imclose(imclose(BW, strel('line',40,0)), strel('line',10,90));
%// clear those masked pixels by setting them to background white color
imgRGB2 = imgRGB;
imgRGB2(repmat(BW,[1 1 3])) = 255;
%// show extracted signal
imshow(imgRGB2)
where I think the approach will not work here because the grids are not necessarily continuous and not necessary ideal.
pdist based on the Lumbreras' answer
In the real examples, all coordinates differ such that pdist hamming and jaccard are always 1 with real data.
The options euclidean, cytoblock, minkowski, chebychev, mahalanobis, cosine, correlation, and spearman offer some descriptions of the data.
However, these options make me now little sense in such full matrices.
I want to estimate how long the signal can live.
Sources
J. Müller, and S. Siltanen. Linear and nonlinear inverse problems with practical applications.
EIT with the D-bar method: discontinuous heart-and-lungs phantom. http://wiki.helsinki.fi/display/mathstatHenkilokunta/EIT+with+the+D-bar+method%3A+discontinuous+heart-and-lungs+phantom Visited 29-Feb 2016.
There is a function in Matlab defined as pdist which computes the pairwisedistance between all row elements in a matrix and enables you to choose the type of distance you want to use (Euclidean, cityblock, correlation). Are you after something like this? Not sure I understood your question!
cheers!
Simply, do not do it in the post-processing. Those artifacts of the body can be about about raster images, about the viewer and/or ... Do quality assurance in the signal generation/processing step.
It is much easier to evaluate the original signal than its views.
I've got an arbitrary probability density function discretized as a matrix in Matlab, that means that for every pair x,y the probability is stored in the matrix:
A(x,y) = probability
This is a 100x100 matrix, and I would like to be able to generate random samples of two dimensions (x,y) out of this matrix and also, if possible, to be able to calculate the mean and other moments of the PDF. I want to do this because after resampling, I want to fit the samples to an approximated Gaussian Mixture Model.
I've been looking everywhere but I haven't found anything as specific as this. I hope you may be able to help me.
Thank you.
If you really have a discrete probably density function defined by A (as opposed to a continuous probability density function that is merely described by A), you can "cheat" by turning your 2D problem into a 1D problem.
%define the possible values for the (x,y) pair
row_vals = [1:size(A,1)]'*ones(1,size(A,2)); %all x values
col_vals = ones(size(A,1),1)*[1:size(A,2)]; %all y values
%convert your 2D problem into a 1D problem
A = A(:);
row_vals = row_vals(:);
col_vals = col_vals(:);
%calculate your fake 1D CDF, assumes sum(A(:))==1
CDF = cumsum(A); %remember, first term out of of cumsum is not zero
%because of the operation we're doing below (interp1 followed by ceil)
%we need the CDF to start at zero
CDF = [0; CDF(:)];
%generate random values
N_vals = 1000; %give me 1000 values
rand_vals = rand(N_vals,1); %spans zero to one
%look into CDF to see which index the rand val corresponds to
out_val = interp1(CDF,[0:1/(length(CDF)-1):1],rand_vals); %spans zero to one
ind = ceil(out_val*length(A));
%using the inds, you can lookup each pair of values
xy_values = [row_vals(ind) col_vals(ind)];
I hope that this helps!
Chip
I don't believe matlab has built-in functionality for generating multivariate random variables with arbitrary distribution. As a matter of fact, the same is true for univariate random numbers. But while the latter can be easily generated based on the cumulative distribution function, the CDF does not exist for multivariate distributions, so generating such numbers is much more messy (the main problem is the fact that 2 or more variables have correlation). So this part of your question is far beyond the scope of this site.
Since half an answer is better than no answer, here's how you can compute the mean and higher moments numerically using matlab:
%generate some dummy input
xv=linspace(-50,50,101);
yv=linspace(-30,30,100);
[x y]=meshgrid(xv,yv);
%define a discretized two-hump Gaussian distribution
A=floor(15*exp(-((x-10).^2+y.^2)/100)+15*exp(-((x+25).^2+y.^2)/100));
A=A/sum(A(:)); %normalized to sum to 1
%plot it if you like
%figure;
%surf(x,y,A)
%actual half-answer starts here
%get normalized pdf
weight=trapz(xv,trapz(yv,A));
A=A/weight; %A normalized to 1 according to trapz^2
%mean
mean_x=trapz(xv,trapz(yv,A.*x));
mean_y=trapz(xv,trapz(yv,A.*y));
So, the point is that you can perform a double integral on a rectangular mesh using two consecutive calls to trapz. This allows you to compute the integral of any quantity that has the same shape as your mesh, but a drawback is that vector components have to be computed independently. If you only wish to compute things which can be parametrized with x and y (which are naturally the same size as you mesh), then you can get along without having to do any additional thinking.
You could also define a function for the integration:
function res=trapz2(xv,yv,A,arg)
if ~isscalar(arg) && any(size(arg)~=size(A))
error('Size of A and var must be the same!')
end
res=trapz(xv,trapz(yv,A.*arg));
end
This way you can compute stuff like
weight=trapz2(xv,yv,A,1);
mean_x=trapz2(xv,yv,A,x);
NOTE: the reason I used a 101x100 mesh in the example is that the double call to trapz should be performed in the proper order. If you interchange xv and yv in the calls, you get the wrong answer due to inconsistency with the definition of A, but this will not be evident if A is square. I suggest avoiding symmetric quantities during the development stage.
I have a 3d matrix of 100x100x100. Each point of that matrix has assigned a value that corresponds to a certain signal strength. If I plot all the points the result is incomprehensible and requires horsepower to compute, due to the large amount of points that are painted.
The next picture examplify the problem (in that case the matrix was 50x50x50 for reducing the computation time):
[x,y,z] = meshgrid(1:50,1:50,1:50);
scatter3(x(:),y(:),z(:),5,strength(:),'filled')
I would like to plot only the highest values (for example, the top 10). How can I do it?
One simple solution that came up in my mind is to asign "nan" to the values higher than the treshold.
Even the results are nice I think that it must be a most elegant solution to fix it.
Reshape it into an nx1 vector. Sort that vector and take the first ten values.
num_of_rows = size(M,1)
V = reshape(M,num_of_rows,1);
sorted_V = sort(V,'descend');
ind = sorted_V(1:10)
I am assuming that M is your 3D matrix. This will give you your top ten values in your matrix and the respective index. The you can use ind2sub() to get the x,y,z.