octave-nkf: scripts/statistics/distributions/kolmogorov_smirnov

annotate scripts/statistics/distributions/kolmogorov_smirnov_cdf.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

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
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	3 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	4 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	5 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 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: 6754 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: 6754 diff changeset	9 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	10 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	14 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	15 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 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: 6754 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: 6754 diff changeset	18 ## <http://www.gnu.org/licenses/>.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	19
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	20 ## -- texinfo --
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	21 ## @deftypefn {Function File} {} kolmogorov_smirnov_cdf (@var{x}, @var{tol})
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	22 ## Return the cumulative distribution function (CDF) at @var{x} of the
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	23 ## Kolmogorov-Smirnov distribution,
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	24 ## @tex
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	25 ## $$ Q(x) = \sum_{k=-\infty}^\infty (-1)^k \exp (-2 k^2 x^2) $$
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	26 ## @end tex
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 7795 diff changeset	27 ## @ifnottex
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	28 ##
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	29 ## @example
9051 1bf0ce0930be Grammar check TexInfo in all .m files Rik <rdrider0-list@yahoo.com> parents: 8920 diff changeset	30 ## @group
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	31 ## Inf
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	32 ## Q(x) = SUM (-1)^k exp (-2 k^2 x^2)
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	33 ## k = -Inf
9051 1bf0ce0930be Grammar check TexInfo in all .m files Rik <rdrider0-list@yahoo.com> parents: 8920 diff changeset	34 ## @end group
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	35 ## @end example
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	36 ##
8517 81d6ab3ac93c Allow documentation tobe built for other formats than tex and info sh@sh-laptop parents: 7795 diff changeset	37 ## @end ifnottex
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	38 ## @noindent
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	39 ## for @var{x} > 0.
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	40 ##
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	41 ## The optional parameter @var{tol} specifies the precision up to which
10793 be55736a0783 Grammarcheck the documentation from m-files. Rik <octave@nomad.inbox5.com> parents: 10687 diff changeset	42 ## the series should be evaluated; the default is @var{tol} = @code{eps}.
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	43 ## @end deftypefn
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	44
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	45 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	46 ## Description: CDF of the Kolmogorov-Smirnov distribution
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	47
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	48 function cdf = kolmogorov_smirnov_cdf (x, tol)
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	49
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	50 if (nargin < 1 \|\| nargin > 2)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	51 print_usage ();
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	52 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	53
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	54 if (nargin == 1)
7795 df9519e9990c Handle single precision eps values David Bateman <dbateman@free.fr> parents: 7017 diff changeset	55 if (isa (x, "single"))
df9519e9990c Handle single precision eps values David Bateman <dbateman@free.fr> parents: 7017 diff changeset	56 tol = eps ("single");
df9519e9990c Handle single precision eps values David Bateman <dbateman@free.fr> parents: 7017 diff changeset	57 else
df9519e9990c Handle single precision eps values David Bateman <dbateman@free.fr> parents: 7017 diff changeset	58 tol = eps;
df9519e9990c Handle single precision eps values David Bateman <dbateman@free.fr> parents: 7017 diff changeset	59 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	60 else
10687 a8ce6bdecce5 Improve documentation strings. Rik <octave@nomad.inbox5.com> parents: 9211 diff changeset	61 if (! (isscalar (tol) && (tol > 0)))
11472 1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done. Rik <octave@nomad.inbox5.com> parents: 10821 diff changeset	62 error ("kolmogorov_smirnov_cdf: TOL must be a positive scalar");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	63 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	64 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	65
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	66 if (numel (x) == 0)
10687 a8ce6bdecce5 Improve documentation strings. Rik <octave@nomad.inbox5.com> parents: 9211 diff changeset	67 error ("kolmogorov_smirnov_cdf: X must not be empty");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	68 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	69
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	70 cdf = zeros (size (x));
265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	71
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	72 ind = find (x > 0);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	73 if (length (ind) > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	74 if (columns (ind) < rows (ind))
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	75 y = x(ind.');
265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	76 else
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	77 y = x(ind);
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	78 endif
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3456 diff changeset	79 K = ceil (sqrt (- log (tol) / 2) / min (y));
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	80 k = (1:K)';
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3456 diff changeset	81 A = exp (- 2 * k.^2 * y.^2);
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	82 odd = find (rem (k, 2) == 1);
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3456 diff changeset	83 A(odd,:) = -A(odd,:);
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	84 cdf(ind) = 1 + 2 * sum (A);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	85 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	86
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	87 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	88
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	89
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	90 %% Test input validation
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	91 %!error kolmogorov_smirnov_cdf ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	92 %!error kolmogorov_smirnov_cdf (1,2,3)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	93 %!error kolmogorov_smirnov_cdf (1, ones(2))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	94 %!error kolmogorov_smirnov_cdf ([], 1)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	95

Mercurial > octave-nkf

annotate scripts/statistics/distributions/kolmogorov_smirnov_cdf.m @ 13171:19b9f17d22af