summaryrefslogtreecommitdiff
path: root/inst/ellipse2cov.m
diff options
context:
space:
mode:
authorRafael Laboissière <rafael@debian.org>2020-02-09 05:51:46 -0300
committerRafael Laboissière <rafael@debian.org>2020-02-09 05:51:46 -0300
commita45e15f167ef0a7cba3e9ed572209f3522658320 (patch)
tree481982ed20977db86d2e3309ee5e709da54e2b79 /inst/ellipse2cov.m
parent87f1c69f10eb490ae5bdfbd551ba386b58e199e3 (diff)
New upstream version 4.0.0
Diffstat (limited to 'inst/ellipse2cov.m')
-rw-r--r--inst/ellipse2cov.m102
1 files changed, 102 insertions, 0 deletions
diff --git a/inst/ellipse2cov.m b/inst/ellipse2cov.m
new file mode 100644
index 0000000..44d3bd8
--- /dev/null
+++ b/inst/ellipse2cov.m
@@ -0,0 +1,102 @@
+## Copyright (C) 2004-2011 David Legland <david.legland@grignon.inra.fr>
+## Copyright (C) 2004-2011 INRA - CEPIA Nantes - MIAJ (Jouy-en-Josas)
+## Copyright (C) 2012 Adapted to Octave by Juan Pablo Carbajal <carbajal@ifi.uzh.ch>
+## All rights reserved.
+##
+## Redistribution and use in source and binary forms, with or without
+## modification, are permitted provided that the following conditions are met:
+##
+## 1 Redistributions of source code must retain the above copyright notice,
+## this list of conditions and the following disclaimer.
+## 2 Redistributions in binary form must reproduce the above copyright
+## notice, this list of conditions and the following disclaimer in the
+## documentation and/or other materials provided with the distribution.
+##
+## THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS ''AS IS''
+## AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+## IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+## ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR CONTRIBUTORS BE LIABLE FOR
+## ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+## DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+## SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+## CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+## OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+## OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{K} = } ellipse2cov (@var{elli})
+## @deftypefnx {Function File} {@var{K} = } ellipse2cov (@var{ra}, @var{rb})
+## @deftypefnx {Function File} {@var{K} = } ellipse2cov (@dots{}, @var{theta})
+## Calculates covariance matrix from ellipse.
+##
+## If only one input is given, @var{elli} must define an ellipse as described in
+## @command{ellipses2d}.
+## If two inputs are given, @var{ra} and @var{rb} define the half-lenght of the
+## axes.
+## If a third input is given, @var{theta} must be the angle of rotation of the
+## ellipse in radians, and in counter-clockwise direction.
+##
+## The output @var{K} contains the covariance matrix define by the ellipse.
+##
+## Run @code{demo ellipse2cov} to see an example.
+##
+## @seealso{ellipses2d, cov2ellipse, drawEllipse}
+## @end deftypefn
+
+function K = ellipse2cov (elli, varargin);
+
+ ra = 1;
+ rb = 1;
+ theta = 0;
+ switch numel (varargin)
+ case 0
+ ## ellipse format
+ if numel (elli) != 5
+ print_usage ();
+ end
+ ra = elli(1,3);
+ rb = elli(1,4);
+ theta = elli(1,5)*pi/180;
+
+ case 1
+ ## ra,rb
+ if numel (elli) != 1
+ print_usage ();
+ end
+ ra = elli;
+ rb = varargin{1};
+
+ case 2
+ ## ra,rb, theta
+ if numel (elli) != 1
+ print_usage ();
+ end
+ ra = elli;
+ rb = varargin{1};
+ theta = varargin{2};
+
+ otherwise
+ print_usage ();
+ end
+
+ T = createRotation (theta)(1:2,1:2);
+ K = T*diag([ra rb])*T';
+
+endfunction
+
+%!demo
+%! elli = [0 0 1 3 -45];
+%!
+%! # Create 2D normal random variables with covarinace defined by elli.
+%! K = ellipse2cov (elli)
+%! L = chol(K,'lower');
+%! u = randn(1e3,2)*L';
+%!
+%! Kn = cov (u)
+%!
+%! figure(1)
+%! plot(u(:,1),u(:,2),'.r');
+%! hold on;
+%! drawEllipse(elli,'linewidth',2);
+%! hold off
+%! axis tight