Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/amari_distance.R
This function measures the Amari error between two matrices.
1 | amari_distance(Q1, Q2)
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Q1 |
First matrix. |
Q2 |
Second matrix. |
The Amari error D(Q1|Q2) between two M x M matrices Q1 and Q2 is evaluated through
D(Q1|Q2)=\frac{1}{2M(M-1)}∑_{j=1}^M≤ft(\frac{∑_{i}|a_{ij}|}{max_{i}|a_{ij}|}-1\right)+\frac{1}{2M(M-1)}∑_{i=1}^M≤ft(\frac{∑_{j}|a_{ij}|}{max_{j}|a_{ij}|}-1\right),
where Q2 is invertible and a_{ij} is the ijth element of Q1Q2^{-1}.
It returns the Amari error between two matrices Q1 and Q2.
Lee, S., Shen, H., Truong, Y. and Zanini, P.
Amari, S., Cichocki, A., Yang, H. et al. (1996). A New Learning Algorithm for Blind Signal Separation. Advances in Neural Information Processing Systems, 8, 757–763
Bach, F., Jordan, M. (2003). Kernel Independent Component Analysis. Journal of Machine Learning Research, 3, 1–48
1 2 3 4 5 | M <- 4
A <- matrix(rnorm(M*M),M,M)
B <- matrix(rnorm(M*M),M,M)
amari_distance(A,B)
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