annotate scripts/statistics/distributions/nbincdf.m @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 859f7aaea254
children a1dbe9d80eee
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
6349
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
2 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
3 ## This file is part of Octave.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
4 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
5 ## Octave is free software; you can redistribute it and/or modify it
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
6 ## 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: 6349
diff changeset
7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6349
diff changeset
8 ## your option) any later version.
6349
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
9 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
13 ## General Public License for more details.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
14 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
15 ## 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: 6349
diff changeset
16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6349
diff changeset
17 ## <http://www.gnu.org/licenses/>.
6349
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
18
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
19 ## -*- texinfo -*-
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
20 ## @deftypefn {Function File} {} nbincdf (@var{x}, @var{n}, @var{p})
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
21 ## For each element of @var{x}, compute the CDF at x of the Pascal
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
22 ## (negative binomial) distribution with parameters @var{n} and @var{p}.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
23 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
24 ## The number of failures in a Bernoulli experiment with success
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
25 ## probability @var{p} before the @var{n}-th success follows this
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
26 ## distribution.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
27 ## @end deftypefn
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
28
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
29 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
30 ## Description: CDF of the Pascal (negative binomial) distribution
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
31
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
32 function cdf = nbincdf (x, n, p)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
33
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
34 if (nargin != 3)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
35 print_usage ();
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
36 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
37
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
38 if (!isscalar(n) || !isscalar(p))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
39 [retval, x, n, p] = common_size (x, n, p);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
40 if (retval > 0)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
41 error ("nbincdf: x, n and p must be of common size or scalar");
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
42 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
43 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
44
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
45 cdf = zeros (size (x));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
46
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
47 k = find (isnan (x) | (n < 1) | (n == Inf) | (n != round (n))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
48 | (p < 0) | (p > 1));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
49 if (any (k))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
50 cdf(k) = NaN;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
51 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
52
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
53 k = find ((x == Inf) & (n > 0) & (n < Inf) & (n == round (n))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
54 & (p >= 0) & (p <= 1));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
55 if (any (k))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
56 cdf(k) = 1;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
57 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
58
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
59 k = find ((x >= 0) & (x < Inf) & (x == round (x)) & (n > 0)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
60 & (n < Inf) & (n == round (n)) & (p > 0) & (p <= 1));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
61 if (any (k))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
62 ## Does anyone know a better way to do the summation?
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
63 m = zeros (size (k));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
64 x = floor (x(k));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
65 y = cdf(k);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
66 if (isscalar (n) && isscalar (p))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
67 while (1)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
68 l = find (m <= x);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
69 if (any (l))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
70 y(l) = y(l) + nbinpdf (m(l), n, p);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
71 m(l) = m(l) + 1;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
72 else
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
73 break;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
74 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
75 endwhile
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
76 else
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
77 n = n(k);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
78 p = p(k);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
79 while (1)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
80 l = find (m <= x);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
81 if (any (l))
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
82 y(l) = y(l) + nbinpdf (m(l), n(l), p(l));
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
83 m(l) = m(l) + 1;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
84 else
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
85 break;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
86 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
87 endwhile
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
88 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
89 cdf(k) = y;
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
90 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
91
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman]
dbateman
parents:
diff changeset
92 endfunction