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>
date Sun, 11 Oct 2015 19:49:40 -0700
parents 9fc020886ae9
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
14138
72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents: 13171
diff changeset
1 ## Copyright (C) 2012 Rik Wehbring
19731
4197fc428c7d maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents: 17744
diff changeset
2 ## Copyright (C) 1995-2015 Kurt Hornik
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
3 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
4 ## This file is part of Octave.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
5 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
6 ## Octave is free software; you can redistribute it and/or modify it
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
7 ## 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: 6046
diff changeset
8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
9 ## your option) any later version.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
10 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
11 ## Octave is distributed in the hope that it will be useful, but
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
14 ## General Public License for more details.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
15 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
16 ## 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: 6046
diff changeset
17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
18 ## <http://www.gnu.org/licenses/>.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
19
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
20 ## -*- texinfo -*-
5411
bee21f388110 [project @ 2005-07-13 17:53:44 by jwe]
jwe
parents: 5410
diff changeset
21 ## @deftypefn {Function File} {} geocdf (@var{x}, @var{p})
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
22 ## For each element of @var{x}, compute the cumulative distribution function
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
23 ## (CDF) at @var{x} of the geometric distribution with parameter @var{p}.
17401
6643f21e27f3 doc: Document the form of the geometric distribution being used (II) in geo* functions.
Rik <rik@octave.org>
parents: 14363
diff changeset
24 ##
6643f21e27f3 doc: Document the form of the geometric distribution being used (II) in geo* functions.
Rik <rik@octave.org>
parents: 14363
diff changeset
25 ## The geometric distribution models the number of failures (@var{x}-1) of a
6643f21e27f3 doc: Document the form of the geometric distribution being used (II) in geo* functions.
Rik <rik@octave.org>
parents: 14363
diff changeset
26 ## Bernoulli trial with probability @var{p} before the first success (@var{x}).
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
27 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
28
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5411
diff changeset
29 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
30 ## Description: CDF of the geometric distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
31
5411
bee21f388110 [project @ 2005-07-13 17:53:44 by jwe]
jwe
parents: 5410
diff changeset
32 function cdf = geocdf (x, p)
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
33
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
34 if (nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
35 print_usage ();
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
36 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
37
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
38 if (! isscalar (p))
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
39 [retval, x, p] = common_size (x, p);
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
40 if (retval > 0)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
41 error ("geocdf: X and P must be of common size or scalars");
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
42 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
43 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
44
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
45 if (iscomplex (x) || iscomplex (p))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
46 error ("geocdf: X and P must not be complex");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
47 endif
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
48
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
49 if (isa (x, "single") || isa (p, "single"))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
50 cdf = zeros (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
51 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
52 cdf = zeros (size (x));
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
53 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
54
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
55 k = isnan (x) | !(p >= 0) | !(p <= 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
56 cdf(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
57
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
58 k = (x == Inf) & (p >= 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
59 cdf(k) = 1;
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
60
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
61 k = (x >= 0) & (x < Inf) & (x == fix (x)) & (p > 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
62 if (isscalar (p))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
63 cdf(k) = 1 - ((1 - p) .^ (x(k) + 1));
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
64 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
65 cdf(k) = 1 - ((1 - p(k)) .^ (x(k) + 1));
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
66 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
67
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
68 endfunction
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
69
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
70
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
71 %!shared x,y
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
72 %! x = [-1 0 1 Inf];
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
73 %! y = [0 0.5 0.75 1];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
74 %!assert (geocdf (x, 0.5*ones (1,4)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
75 %!assert (geocdf (x, 0.5), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
76 %!assert (geocdf (x, 0.5*[-1 NaN 4 1]), [NaN NaN NaN y(4)])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
77 %!assert (geocdf ([x(1:2) NaN x(4)], 0.5), [y(1:2) NaN y(4)])
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
78
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
79 ## Test class of input preserved
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
80 %!assert (geocdf ([x, NaN], 0.5), [y, NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
81 %!assert (geocdf (single ([x, NaN]), 0.5), single ([y, NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
82 %!assert (geocdf ([x, NaN], single (0.5)), single ([y, NaN]))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
83
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
84 ## Test input validation
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
85 %!error geocdf ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
86 %!error geocdf (1)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
87 %!error geocdf (1,2,3)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
88 %!error geocdf (ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
89 %!error geocdf (ones (2), ones (3))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
90 %!error geocdf (i, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
91 %!error geocdf (2, i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
92