12 Mar 2007
09 Dec 2008)
Functions for Rice/Rician PDF: stats, samples, and distribution fitting.
function [v s] = ricefit(mudat, vr)
%RICEFIT Estimate parameters for Rice/Rician distribution from data.
% Uses simple moment-matching approach, with numerical optimisation.
% [v s] = ricefit(dat) estimates v and s from samples in dat
% [v s] = ricefit(mu, vr) estimates v and s from given mean and variance
% R ~ Rice(v, s) if R = sqrt(X^2 + Y^2), where X ~ N(v*cos(a), s^2) and
% Y ~ N(v*sin(a), s^2) are independent normal distributions (any real a).
% Note that v and s are *not* the mean and standard deviation of R!
% Reference: http://en.wikipedia.org/wiki/Rice_distribution (!)
% % Sample data, fit model, compare expected, fitted & observed moments
% V = 5; S = 4; N = 1000;
% [MN VR] = ricestat(V, S) % expected mean and variance
% r = ricernd(V*ones(1, N), S);
% [v s] = ricefit(dat) % fitted Rician distribution parameters
% [mn vr] = ricestat(v, s) % fitted mean and variance
% mean(dat), var(dat) % observed mean and variance
% See also RICEPDF, RICERND, RICESTAT
% Missing (?) 'See also's RICECDF, RICEINV, RICELIKE
% Inspired by normfit from the MATLAB statistics toolbox
% Copyright 2008 Ged Ridgway (Ged at cantab dot net)
if nargin == 1
dat = mudat;
mu = mean(dat(:));
vr = var(dat(:));
mu = mudat;
% Optimise cost based on difference of mu and vr from ricestat(v, s) as a
% function of v and s, using mu and sqrt(vr) as initial values for v and s
cost = @(x) moment_cost(x(1), x(2), mu, vr);
x = fminsearch(cost, [mu sqrt(vr)]);
if nargout == 1
v = x;
v = x(1);
s = x(2);
function cost = moment_cost(v, s, MU, VR)
% Very naive approach...
% Not clear how to wait relative errors in mean and variance...
[mu vr] = ricestat(v, s);
cost = norm([mu - MU; vr - VR;]);