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view main/statistics/inst/unifstat.m @ 2775:0c3a065aa01b octave-forge
Documentation update.
author | whyly |
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date | Wed, 29 Nov 2006 22:53:32 +0000 |
parents | 1a3ee8d558f3 |
children | 73fa4496fb07 |
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## Copyright (C) 2006 Arno Onken ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2 of the License, or ## (at your option) any later version. ## ## This program is distributed in the hope that it will be useful, ## but WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this program; if not, write to the Free Software ## Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{m}, @var{v}] =} unifstat (@var{a}, @var{b}) ## Returns mean and variance of the continuous uniform distribution ## ## @subheading Arguments ## ## @itemize @bullet ## @item ## @var{a} is the first parameter of the continuous uniform distribution ## ## @item ## @var{b} is the second parameter of the continuous uniform distribution ## @end itemize ## @var{a} and @var{b} must be of common size or one of them must be scalar ## and @var{a} must be less than @var{b} ## ## @subheading Return values ## ## @itemize @bullet ## @item ## @var{m} is the mean of the continuous uniform distribution ## ## @item ## @var{v} is the variance of the continuous uniform distribution ## @end itemize ## ## @subheading Examples ## ## @example ## @group ## a = 1:6; ## b = 2:2:12; ## [m, v] = unifstat (a, b) ## @end group ## ## @group ## [m, v] = unifstat (a, 10) ## @end group ## @end example ## ## @subheading References ## ## @enumerate ## @item ## Wendy L. Martinez and Angel R. Martinez. @cite{Computational Statistics ## Handbook with MATLAB}. Appendix E, pages 547-557, Chapman & Hall/CRC, ## 2001. ## ## @item ## Athanasios Papoulis. @cite{Probability, Random Variables, and Stochastic ## Processes}. McGraw-Hill, New York, second edition, 1984. ## @end enumerate ## @end deftypefn ## Author: Arno Onken <whyly@whyly.org> ## Description: Moments of the continuous uniform distribution function [m, v] = unifstat (a, b) # Check arguments if (nargin != 2) usage ("[m, v] = unifstat (a, b)"); endif if (! isempty (a) && ! ismatrix (a)) error ("unifstat: a must be a numeric matrix"); endif if (! isempty (b) && ! ismatrix (b)) error ("unifstat: b must be a numeric matrix"); endif if (! isscalar (a) || ! isscalar (b)) [retval, a, b] = common_size (a, b); if (retval > 0) error ("unifstat: a and b must be of common size or scalar"); endif endif # Calculate moments m = (a + b) ./ 2; v = ((b - a) .^ 2) ./ 12; # Continue argument check k = find (! (-Inf < a) | ! (a < b) | ! (b < Inf)); if (any (k)) m (k) = NaN; v (k) = NaN; endif endfunction %!test %! a = 1:6; %! b = 2:2:12; %! [m, v] = unifstat (a, b); %! expected_m = [1.5000, 3.0000, 4.5000, 6.0000, 7.5000, 9.0000]; %! expected_v = [0.0833, 0.3333, 0.7500, 1.3333, 2.0833, 3.0000]; %! assert (m, expected_m, 0.001); %! assert (v, expected_v, 0.001); %!test %! a = 1:6; %! [m, v] = unifstat (a, 10); %! expected_m = [5.5000, 6.0000, 6.5000, 7.0000, 7.5000, 8.0000]; %! expected_v = [6.7500, 5.3333, 4.0833, 3.0000, 2.0833, 1.3333]; %! assert (m, expected_m, 0.001); %! assert (v, expected_v, 0.001);