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Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: lorenz curve
Replies: 5   Last Post: May 13, 2013 7:38 AM

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Derek Goring

Posts: 3,919
Registered: 12/7/04
Re: lorenz curve
Posted: Nov 25, 2005 1:56 AM
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Here's my code snippet for calculating the Lorenz curve (for wavelet
detail coefficients D - used for determining a threshold for
denoising):
nD=length(D);
Dsort=sort(abs(D));
E=cumsum(Dsort.^2);
E=E/E(end);
p=[0:nD-1]'/(nD-1);
plot(p,E)

What is the "gini coefficient"? I'm not familiar with that.
Is it the point on the curve where gain in parsimony matches loss of
energy?
If so:
% Find point where tangent touches
dE=[0;(E(3:nD)-E(1:nD-2))/(2*p(2));inf];
[dE,indx]=unique(dE);
ide=round(interp1(dE,[1:length(dE)]',1));
% Denoising threshold
lamL=Dsort(indx(ide));




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