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>
date Tue, 20 Sep 2011 12:13:13 -0700
parents fd0a3ac60b0e
children 72c96de7a403
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
1 ## Copyright (C) 2011 Rik Wehbring
11523
fd0a3ac60b0e update copyright notices
John W. Eaton <jwe@octave.org>
parents: 11472
diff changeset
2 ## Copyright (C) 1995-2011 Kurt Hornik
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
3 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
4 ## This file is part of Octave.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
5 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
6 ## Octave is free software; you can redistribute it and/or modify it
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
7 ## under the terms of the GNU General Public License as published by
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
9 ## your option) any later version.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
10 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
11 ## Octave is distributed in the hope that it will be useful, but
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
14 ## General Public License for more details.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
15 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
16 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
18 ## <http://www.gnu.org/licenses/>.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
19
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
20 ## -*- texinfo -*-
5411
bee21f388110 [project @ 2005-07-13 17:53:44 by jwe]
jwe
parents: 5410
diff changeset
21 ## @deftypefn {Function File} {} geoinv (@var{x}, @var{p})
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
22 ## For each element of @var{x}, compute the quantile (the inverse of
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
23 ## the CDF) at @var{x} of the geometric distribution with parameter @var{p}.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
24 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
25
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5411
diff changeset
26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
27 ## Description: Quantile function of the geometric distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
28
5411
bee21f388110 [project @ 2005-07-13 17:53:44 by jwe]
jwe
parents: 5410
diff changeset
29 function inv = geoinv (x, p)
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
30
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
31 if (nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
32 print_usage ();
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
33 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
34
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
35 if (!isscalar (p))
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
36 [retval, x, p] = common_size (x, p);
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
37 if (retval > 0)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
38 error ("geoinv: X and P must be of common size or scalars");
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
39 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
40 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
41
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
42 if (iscomplex (x) || iscomplex (p))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
43 error ("geoinv: X and P must not be complex");
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
44 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
45
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
46 if (isa (x, "single") || isa (p, "single"))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
47 inv = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
48 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
49 inv = NaN (size (x));
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
50 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
51
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
52 k = (x == 1) & (p >= 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
53 inv(k) = Inf;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
54
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
55 k = (x >= 0) & (x < 1) & (p > 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
56 if (isscalar (p))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
57 inv(k) = max (ceil (log (1 - x(k)) / log (1 - p)) - 1, 0);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
58 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
59 inv(k) = max (ceil (log (1 - x(k)) ./ log (1 - p(k))) - 1, 0);
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
60 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
61
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
62 endfunction
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
63
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
64
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
65 %!shared x
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
66 %! x = [-1 0 0.75 1 2];
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
67 %!assert(geoinv (x, 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
68 %!assert(geoinv (x, 0.5), [NaN 0 1 Inf NaN]);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
69 %!assert(geoinv (x, 0.5*[1 -1 NaN 4 1]), [NaN NaN NaN NaN NaN]);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
70 %!assert(geoinv ([x(1:2) NaN x(4:5)], 0.5), [NaN 0 NaN Inf NaN]);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
71
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
72 %% Test class of input preserved
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
73 %!assert(geoinv ([x, NaN], 0.5), [NaN 0 1 Inf NaN NaN]);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
74 %!assert(geoinv (single([x, NaN]), 0.5), single([NaN 0 1 Inf NaN NaN]));
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
75 %!assert(geoinv ([x, NaN], single(0.5)), single([NaN 0 1 Inf NaN NaN]));
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
76
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
77 %% Test input validation
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
78 %!error geoinv ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
79 %!error geoinv (1)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
80 %!error geoinv (1,2,3)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
81 %!error geoinv (ones(3),ones(2))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
82 %!error geoinv (ones(2),ones(3))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
83 %!error geoinv (i, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
84 %!error geoinv (2, i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
85