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[project @ 1998-10-29 05:23:08 by jwe]
author jwe
date Thu, 29 Oct 1998 05:23:09 +0000
parents
children f8dde1807dee
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781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: moment (x, p [, opt])
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18 ##
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19 ## Computes the p-th moment of x if it is a vector; if x is a matrix,
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20 ## return the row vector of the p-th moment of each column.
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21 ##
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22 ## With the optional string opt, the kind of moment to be computed can
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23 ## be specified. If opt contains `c' or `a', central and/or absolute
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24 ## moments are returned. I.e., `moment(x, 3, "ac")' computes the third
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25 ## central absolute moment of x.
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26
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27 ## Can easily be made to work for continuous distributions (using quad)
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28 ## as well, but how does the general case work?
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29
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30 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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31 ## Description: Compute moments
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32
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33 function m = moment (x, p, opt)
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34
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35 if ((nargin < 2) || (nargin > 3))
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36 usage ("moment (x, p [, type]")
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37 endif
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38
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39 [nr, nc] = size (x);
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40 if (nr == 0 || nc == 0)
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41 error ("moment: x must not be empty");
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42 elseif (nr == 1)
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43 x = reshape (x, nc, 1);
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44 nr = nc;
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45 endif
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46
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47 if (nargin == 3)
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48 tmp = implicit_str_to_num_ok;
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49 implicit_str_to_num_ok = "true";
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50 if any (opt == "c")
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51 x = x - ones (nr, 1) * sum (x) / nr;
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52 endif
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53 if any (opt == "a")
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54 x = abs (x);
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55 endif
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56 implicit_str_to_num_ok = tmp;
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57 endif
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58
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59 m = sum(x .^ p) / nr;
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60
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61 endfunction