Calculating a weighted average of multiple matrices
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
John
le 24 Fév 2012
Modifié(e) : Mona Mahboob Kanafi
le 24 Oct 2013
Hello,
I was hoping that perhaps somebody could help me out with a problem that I have. It is a relatively simple operation (a weight average), just difficult to code.
Say I import 2 3x3 matrices into a cell array using the code below.
C = cell(2,1);
for ii = 1:2
C{ii} = importdata(['matrix' num2str(ii) '.txt']) ;
end
These matrices are transitional probability matrices.
I would like to calculate a weighted 'average' matrix of these 2 matrices. Unfortunately I cannot simply just calculate the average, its needs to be a weighted average.
Say for example the 2 matrices are:
0.0 0.5 0.5 2
A = 0 0 1 4
0 0.6 0.4 7
0.2 0.0 0.8 5
B = 0 0 0 0
0.3 0.0 0.7 3
The 4th column contains the number of counts for that particular row.
The weighted average formula would be
P(x) = P_A(x) x [1-B_N/(A_N+B_N)] + P_B(x) x [1-A_N/(A_N+B_N)]
Where,
P_A(x) represents the probability value in the same row at cell x for matrix A.
P_B(x) is the same thing for matrix B.
A_N is the total number of counts for the same row we are dealing with in matrix A
B_N is the total number of counts for the same row we are dealing with in matrix B
Using the numbers, the first cell would be:
= 0 x [1-5/(2+5)] + 0.2 x [1-2/(2+5)] = 0.14
So the full weighted average matrix would be
0.14 0.14 0.71
C= 0 0 1
0.1 0.4 0.5
I would really appreciate any help to code this as I'm fairly inexperienced with matlab. In practice I have about 100 matrices but I just presented 2 as an example.
Sincere Thanks
John
0 commentaires
Réponse acceptée
Andrei Bobrov
le 24 Fév 2012
A =[ 0 0.5 0.5 2
0 0 1 4
0 0.6 0.4 7];
B =[ 0.2 0 0.8 5
0 0 0 0
0.3 0 0.7 3];
C1 = cat(3,A,B);
p1 = bsxfun(@rdivide,C1(:,end,:),sum(C1(:,end,:),3));
C = sum(bsxfun(@times,C1(:,1:end-1,:),p1),3)
7 commentaires
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Logical dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!