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doc: Document that default mu is 0 for logn* statistical functions (bug #41547). * logncdf.m, logninv.m, lognpdf.m: Document that default mu is 0 (bug #41547).
author Rik <rik@octave.org>
date Tue, 11 Feb 2014 14:31:25 -0800
parents d63878346099
children 4197fc428c7d
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2013 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} {} lognpdf (@var{x})
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22 ## @deftypefnx {Function File} {} lognpdf (@var{x}, @var{mu}, @var{sigma})
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23 ## For each element of @var{x}, compute the probability density function
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24 ## (PDF) at @var{x} of the lognormal distribution with parameters
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25 ## @var{mu} and @var{sigma}. If a random variable follows this distribution,
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26 ## its logarithm is normally distributed with mean @var{mu} and standard
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27 ## deviation @var{sigma}.
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28 ##
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29 ## Default values are @var{mu} = 0, @var{sigma} = 1.
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30 ## @end deftypefn
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31
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32 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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33 ## Description: PDF of the log normal distribution
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34
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35 function pdf = lognpdf (x, mu = 0, sigma = 1)
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36
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37 if (nargin != 1 && nargin != 3)
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38 print_usage ();
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39 endif
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40
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41 if (!isscalar (mu) || !isscalar (sigma))
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42 [retval, x, mu, sigma] = common_size (x, mu, sigma);
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43 if (retval > 0)
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44 error ("lognpdf: X, MU, and SIGMA must be of common size or scalars");
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45 endif
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46 endif
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47
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48 if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma))
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49 error ("lognpdf: X, MU, and SIGMA must not be complex");
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50 endif
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51
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52 if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single"))
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53 pdf = zeros (size (x), "single");
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54 else
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55 pdf = zeros (size (x));
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56 endif
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57
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58 k = isnan (x) | !(sigma > 0) | !(sigma < Inf);
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59 pdf(k) = NaN;
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60
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61 k = (x > 0) & (x < Inf) & (sigma > 0) & (sigma < Inf);
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62 if (isscalar (mu) && isscalar (sigma))
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63 pdf(k) = normpdf (log (x(k)), mu, sigma) ./ x(k);
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64 else
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65 pdf(k) = normpdf (log (x(k)), mu(k), sigma(k)) ./ x(k);
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66 endif
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67
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68 endfunction
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70
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71 %!shared x,y
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72 %! x = [-1 0 e Inf];
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73 %! y = [0, 0, 1/(e*sqrt(2*pi)) * exp(-1/2), 0];
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74 %!assert (lognpdf (x, zeros (1,4), ones (1,4)), y, eps)
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75 %!assert (lognpdf (x, 0, ones (1,4)), y, eps)
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76 %!assert (lognpdf (x, zeros (1,4), 1), y, eps)
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77 %!assert (lognpdf (x, [0 1 NaN 0], 1), [0 0 NaN y(4)], eps)
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78 %!assert (lognpdf (x, 0, [0 NaN Inf 1]), [NaN NaN NaN y(4)], eps)
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79 %!assert (lognpdf ([x, NaN], 0, 1), [y, NaN], eps)
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80
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81 %% Test class of input preserved
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82 %!assert (lognpdf (single ([x, NaN]), 0, 1), single ([y, NaN]), eps ("single"))
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83 %!assert (lognpdf ([x, NaN], single (0), 1), single ([y, NaN]), eps ("single"))
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84 %!assert (lognpdf ([x, NaN], 0, single (1)), single ([y, NaN]), eps ("single"))
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85
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86 %% Test input validation
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87 %!error lognpdf ()
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88 %!error lognpdf (1,2)
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89 %!error lognpdf (1,2,3,4)
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90 %!error lognpdf (ones (3), ones (2), ones (2))
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91 %!error lognpdf (ones (2), ones (3), ones (2))
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92 %!error lognpdf (ones (2), ones (2), ones (3))
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93 %!error lognpdf (i, 2, 2)
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94 %!error lognpdf (2, i, 2)
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95 %!error lognpdf (2, 2, i)
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96