Mercurial > octave-nkf
annotate scripts/statistics/distributions/geoinv.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
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date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | fd0a3ac60b0e |
children | 72c96de7a403 |
rev | line source |
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13171
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1 ## Copyright (C) 2011 Rik Wehbring |
11523 | 2 ## Copyright (C) 1995-2011 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} geoinv (@var{x}, @var{p}) |
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22 ## For each element of @var{x}, compute the quantile (the inverse of |
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23 ## the CDF) at @var{x} of the geometric distribution with parameter @var{p}. |
5410 | 24 ## @end deftypefn |
25 | |
5428 | 26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 27 ## Description: Quantile function of the geometric distribution |
28 | |
5411 | 29 function inv = geoinv (x, p) |
5410 | 30 |
31 if (nargin != 2) | |
6046 | 32 print_usage (); |
5410 | 33 endif |
34 | |
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35 if (!isscalar (p)) |
5410 | 36 [retval, x, p] = common_size (x, p); |
37 if (retval > 0) | |
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38 error ("geoinv: X and P must be of common size or scalars"); |
5410 | 39 endif |
40 endif | |
41 | |
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42 if (iscomplex (x) || iscomplex (p)) |
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43 error ("geoinv: X and P must not be complex"); |
5410 | 44 endif |
45 | |
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46 if (isa (x, "single") || isa (p, "single")) |
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47 inv = NaN (size (x), "single"); |
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48 else |
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49 inv = NaN (size (x)); |
5410 | 50 endif |
51 | |
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52 k = (x == 1) & (p >= 0) & (p <= 1); |
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53 inv(k) = Inf; |
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54 |
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55 k = (x >= 0) & (x < 1) & (p > 0) & (p <= 1); |
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56 if (isscalar (p)) |
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57 inv(k) = max (ceil (log (1 - x(k)) / log (1 - p)) - 1, 0); |
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58 else |
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59 inv(k) = max (ceil (log (1 - x(k)) ./ log (1 - p(k))) - 1, 0); |
5410 | 60 endif |
61 | |
62 endfunction | |
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63 |
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64 |
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65 %!shared x |
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66 %! x = [-1 0 0.75 1 2]; |
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67 %!assert(geoinv (x, 0.5*ones(1,5)), [NaN 0 1 Inf NaN]); |
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68 %!assert(geoinv (x, 0.5), [NaN 0 1 Inf NaN]); |
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69 %!assert(geoinv (x, 0.5*[1 -1 NaN 4 1]), [NaN NaN NaN NaN NaN]); |
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70 %!assert(geoinv ([x(1:2) NaN x(4:5)], 0.5), [NaN 0 NaN Inf NaN]); |
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71 |
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72 %% Test class of input preserved |
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73 %!assert(geoinv ([x, NaN], 0.5), [NaN 0 1 Inf NaN NaN]); |
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74 %!assert(geoinv (single([x, NaN]), 0.5), single([NaN 0 1 Inf NaN NaN])); |
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75 %!assert(geoinv ([x, NaN], single(0.5)), single([NaN 0 1 Inf NaN NaN])); |
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76 |
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77 %% Test input validation |
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78 %!error geoinv () |
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79 %!error geoinv (1) |
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80 %!error geoinv (1,2,3) |
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81 %!error geoinv (ones(3),ones(2)) |
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82 %!error geoinv (ones(2),ones(3)) |
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83 %!error geoinv (i, 2) |
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84 %!error geoinv (2, i) |
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85 |