Mercurial > octave-nkf
annotate scripts/statistics/distributions/geocdf.m @ 20642:9d2023d1a63c
binoinv.m: Implement binary search algorithm for 28X performance increase (bug #34363).
* binoinv.m: Call new functions scalar_binoinv or vector_binoinv to calculate
binoinv. If there are still uncalculated values then call bin_search_binoinv
to perform binary search for remaining values. Add more BIST tests.
* binoinv.m (scalar_binoinv): New subfunction to calculate binoinv for scalar x.
Stops when x > 1000.
* binoinv.m (vector_binoinv): New subfunction to calculate binoinv for scalar x.
Stops when x > 1000.
author | Lachlan Andrew <lachlanbis@gmail.com> |
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date | Sun, 11 Oct 2015 19:49:40 -0700 |
parents | 9fc020886ae9 |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2015 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} geocdf (@var{x}, @var{p}) |
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22 ## For each element of @var{x}, compute the cumulative distribution function |
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23 ## (CDF) at @var{x} of the geometric distribution with parameter @var{p}. |
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24 ## |
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25 ## The geometric distribution models the number of failures (@var{x}-1) of a |
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26 ## Bernoulli trial with probability @var{p} before the first success (@var{x}). |
5410 | 27 ## @end deftypefn |
28 | |
5428 | 29 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 30 ## Description: CDF of the geometric distribution |
31 | |
5411 | 32 function cdf = geocdf (x, p) |
5410 | 33 |
34 if (nargin != 2) | |
6046 | 35 print_usage (); |
5410 | 36 endif |
37 | |
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38 if (! isscalar (p)) |
5410 | 39 [retval, x, p] = common_size (x, p); |
40 if (retval > 0) | |
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41 error ("geocdf: X and P must be of common size or scalars"); |
5410 | 42 endif |
43 endif | |
44 | |
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45 if (iscomplex (x) || iscomplex (p)) |
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46 error ("geocdf: X and P must not be complex"); |
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47 endif |
5410 | 48 |
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49 if (isa (x, "single") || isa (p, "single")) |
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50 cdf = zeros (size (x), "single"); |
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51 else |
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52 cdf = zeros (size (x)); |
5410 | 53 endif |
54 | |
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55 k = isnan (x) | !(p >= 0) | !(p <= 1); |
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56 cdf(k) = NaN; |
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57 |
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58 k = (x == Inf) & (p >= 0) & (p <= 1); |
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59 cdf(k) = 1; |
5410 | 60 |
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61 k = (x >= 0) & (x < Inf) & (x == fix (x)) & (p > 0) & (p <= 1); |
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62 if (isscalar (p)) |
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63 cdf(k) = 1 - ((1 - p) .^ (x(k) + 1)); |
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64 else |
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65 cdf(k) = 1 - ((1 - p(k)) .^ (x(k) + 1)); |
5410 | 66 endif |
67 | |
68 endfunction | |
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69 |
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70 |
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71 %!shared x,y |
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72 %! x = [-1 0 1 Inf]; |
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73 %! y = [0 0.5 0.75 1]; |
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74 %!assert (geocdf (x, 0.5*ones (1,4)), y) |
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75 %!assert (geocdf (x, 0.5), y) |
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76 %!assert (geocdf (x, 0.5*[-1 NaN 4 1]), [NaN NaN NaN y(4)]) |
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77 %!assert (geocdf ([x(1:2) NaN x(4)], 0.5), [y(1:2) NaN y(4)]) |
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78 |
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79 ## Test class of input preserved |
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80 %!assert (geocdf ([x, NaN], 0.5), [y, NaN]) |
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81 %!assert (geocdf (single ([x, NaN]), 0.5), single ([y, NaN])) |
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82 %!assert (geocdf ([x, NaN], single (0.5)), single ([y, NaN])) |
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83 |
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84 ## Test input validation |
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85 %!error geocdf () |
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86 %!error geocdf (1) |
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87 %!error geocdf (1,2,3) |
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88 %!error geocdf (ones (3), ones (2)) |
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89 %!error geocdf (ones (2), ones (3)) |
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90 %!error geocdf (i, 2) |
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91 %!error geocdf (2, i) |
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92 |