octave-nkf: scripts/statistics/distributions/logninv.m annotate

annotate scripts/statistics/distributions/logninv.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	d9341b422488
children

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: 18444 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: 6617 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: 6617 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: 6617 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: 6617 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 --
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	21 ## @deftypefn {Function File} {} logninv (@var{x})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	22 ## @deftypefnx {Function File} {} logninv (@var{x}, @var{mu}, @var{sigma})
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	23 ## For each element of @var{x}, compute the quantile (the inverse of the CDF)
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	24 ## at @var{x} of the lognormal distribution with parameters
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	25 ## @var{mu} and @var{sigma}.
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	26 ##
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	27 ## If a random variable follows this distribution, its logarithm is normally
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	28 ## distributed with mean @var{mu} and standard deviation @var{sigma}.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	29 ##
18444 8858d0ccfc93 doc: Document that default mu is 0 for logn* statistical functions (bug #41547). Rik <rik@octave.org> parents: 17744 diff changeset	30 ## Default values are @var{mu} = 0, @var{sigma} = 1.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	31 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	32
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5411 diff changeset	33 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	34 ## Description: Quantile function of the log normal distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	35
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	36 function inv = logninv (x, mu = 0, sigma = 1)
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	37
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	38 if (nargin != 1 && nargin != 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5692 diff changeset	39 print_usage ();
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	40 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	41
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	42 if (! isscalar (mu) \|\| ! isscalar (sigma))
5692 fe226f54d259 [project @ 2006-03-17 17:02:32 by jwe] jwe parents: 5428 diff changeset	43 [retval, x, mu, sigma] = common_size (x, mu, sigma);
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	44 if (retval > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	45 error ("logninv: X, MU, and SIGMA must be of common size or scalars");
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	46 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	47 endif
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 (iscomplex (x) \|\| iscomplex (mu) \|\| iscomplex (sigma))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	50 error ("logninv: X, MU, and SIGMA must not be complex");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	51 endif
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	52
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	53 if (isa (x, "single") \|\| isa (mu, "single") \|\| isa (sigma, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	54 inv = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	55 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	56 inv = NaN (size (x));
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	57 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	58
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	59 k = !(x >= 0) \| !(x <= 1) \| !(sigma > 0) \| !(sigma < Inf);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	60 inv(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	61
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	62 k = (x == 1) & (sigma > 0) & (sigma < Inf);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	63 inv(k) = Inf;
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	64
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	65 k = (x >= 0) & (x < 1) & (sigma > 0) & (sigma < Inf);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	66 if (isscalar (mu) && isscalar (sigma))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	67 inv(k) = exp (mu) .* exp (sigma .* stdnormal_inv (x(k)));
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	68 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	69 inv(k) = exp (mu(k)) .* exp (sigma(k) .* stdnormal_inv (x(k)));
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	70 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	71
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	72 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	73
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	74
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	75 %!shared x
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	76 %! x = [-1 0 0.5 1 2];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	77 %!assert (logninv (x, ones (1,5), ones (1,5)), [NaN 0 e Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	78 %!assert (logninv (x, 1, ones (1,5)), [NaN 0 e Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	79 %!assert (logninv (x, ones (1,5), 1), [NaN 0 e Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	80 %!assert (logninv (x, [1 1 NaN 0 1], 1), [NaN 0 NaN Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	81 %!assert (logninv (x, 1, [1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	82 %!assert (logninv ([x(1:2) NaN x(4:5)], 1, 2), [NaN 0 NaN Inf 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 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	85 %!assert (logninv ([x, NaN], 1, 1), [NaN 0 e Inf NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	86 %!assert (logninv (single ([x, NaN]), 1, 1), single ([NaN 0 e Inf NaN NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	87 %!assert (logninv ([x, NaN], single (1), 1), single ([NaN 0 e Inf NaN NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	88 %!assert (logninv ([x, NaN], 1, single (1)), single ([NaN 0 e Inf NaN NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	89
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	90 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	91 %!error logninv ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	92 %!error logninv (1,2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	93 %!error logninv (1,2,3,4)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	94 %!error logninv (ones (3), ones (2), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	95 %!error logninv (ones (2), ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	96 %!error logninv (ones (2), ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	97 %!error logninv (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	98 %!error logninv (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	99 %!error logninv (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	100

Mercurial > octave-nkf

annotate scripts/statistics/distributions/logninv.m @ 20642:9d2023d1a63c