X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fkernel_density_cvscore.m;fp=octave_packages%2Feconometrics-1.0.8%2Fkernel_density_cvscore.m;h=c95cf3e6b34ebcd24217f3a01a5fea40189fb5a2;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

diff --git a/octave_packages/econometrics-1.0.8/kernel_density_cvscore.m b/octave_packages/econometrics-1.0.8/kernel_density_cvscore.m
new file mode 100644
index 0000000..c95cf3e
--- /dev/null
+++ b/octave_packages/econometrics-1.0.8/kernel_density_cvscore.m
@@ -0,0 +1,6 @@
+function cvscore = kernel_density_cvscore(bandwidth, data, kernel)
+		dens = kernel_density(data, data, exp(bandwidth), true, 0, 0, chol(cov(data)), kernel);
+		dens = dens + eps; # some kernels can assign zero density
+		cvscore = -mean(log(dens));
+endfunction
+