annotate scripts/statistics/distributions/wblcdf.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2012 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} wblcdf (@var{x})
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22 ## @deftypefnx {Function File} {} wblcdf (@var{x}, @var{scale})
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23 ## @deftypefnx {Function File} {} wblcdf (@var{x}, @var{scale}, @var{shape})
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24 ## Compute the cumulative distribution function (CDF) at @var{x} of the
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25 ## Weibull distribution with scale parameter @var{scale} and shape
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26 ## parameter @var{shape}, which is
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27 ## @tex
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28 ## $$ 1 - e^{-({x \over scale})^{shape}} $$
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29 ## for $x \geq 0$.
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30 ## @end tex
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31 ## @ifnottex
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32 ##
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33 ## @example
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34 ## 1 - exp (-(x/scale)^shape)
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35 ## @end example
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36 ##
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37 ## @noindent
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38 ## for @var{x} @geq{} 0.
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39 ##
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40 ## Default values are @var{scale} = 1, @var{shape} = 1.
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41 ## @end ifnottex
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42 ## @end deftypefn
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43
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44 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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45 ## Description: CDF of the Weibull distribution
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46
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47 function cdf = wblcdf (x, scale = 1, shape = 1)
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48
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49 if (nargin < 1 || nargin > 3)
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50 print_usage ();
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51 endif
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52
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53 if (!isscalar (shape) || !isscalar (scale))
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54 [retval, x, shape, scale] = common_size (x, shape, scale);
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55 if (retval > 0)
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56 error ("wblcdf: X, SCALE, and SHAPE must be of common size or scalars");
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57 endif
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58 endif
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59
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60 if (iscomplex (x) || iscomplex (scale) || iscomplex (shape))
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61 error ("wblcdf: X, SCALE, and SHAPE must not be complex");
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62 endif
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63
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64 if (isa (x, "single") || isa (scale, "single") || isa (shape, "single"))
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65 cdf = NaN (size (x), "single");
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66 else
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67 cdf = NaN (size (x));
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68 endif
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69
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70 ok = (shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf);
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71
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72 k = (x <= 0) & ok;
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73 cdf(k) = 0;
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74
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75 k = (x == Inf) & ok;
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76 cdf(k) = 1;
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77
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78 k = (x > 0) & (x < Inf) & ok;
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79 if (isscalar (shape) && isscalar (scale))
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80 cdf(k) = 1 - exp (- (x(k) / scale) .^ shape);
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81 else
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82 cdf(k) = 1 - exp (- (x(k) ./ scale(k)) .^ shape(k));
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83 endif
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84
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85 endfunction
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86
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87
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88 %!shared x,y
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89 %! x = [-1 0 0.5 1 Inf];
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90 %! y = [0, 1-exp(-x(2:4)), 1];
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91 %!assert(wblcdf (x, ones(1,5), ones(1,5)), y);
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92 %!assert(wblcdf (x, 1, ones(1,5)), y);
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93 %!assert(wblcdf (x, ones(1,5), 1), y);
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94 %!assert(wblcdf (x, [0 1 NaN Inf 1], 1), [NaN 0 NaN NaN 1]);
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95 %!assert(wblcdf (x, 1, [0 1 NaN Inf 1]), [NaN 0 NaN NaN 1]);
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96 %!assert(wblcdf ([x(1:2) NaN x(4:5)], 1, 1), [y(1:2) NaN y(4:5)]);
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97
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98 %% Test class of input preserved
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99 %!assert(wblcdf ([x, NaN], 1, 1), [y, NaN]);
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100 %!assert(wblcdf (single([x, NaN]), 1, 1), single([y, NaN]));
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101 %!assert(wblcdf ([x, NaN], single(1), 1), single([y, NaN]));
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102 %!assert(wblcdf ([x, NaN], 1, single(1)), single([y, NaN]));
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103
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104 %% Test input validation
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105 %!error wblcdf ()
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106 %!error wblcdf (1,2,3,4)
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107 %!error wblcdf (ones(3),ones(2),ones(2))
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108 %!error wblcdf (ones(2),ones(3),ones(2))
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109 %!error wblcdf (ones(2),ones(2),ones(3))
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110 %!error wblcdf (i, 2, 2)
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111 %!error wblcdf (2, i, 2)
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112 %!error wblcdf (2, 2, i)
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113