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

annotate scripts/statistics/distributions/nbinpdf.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: 19627 diff changeset	2 ## Copyright (C) 1995-2015 Kurt Hornik
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	3 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	4 ## This file is part of Octave.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	5 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	6 ## 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	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: 6349 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: 6349 diff changeset	9 ## your option) any later version.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	10 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	11 ## 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	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	14 ## General Public License for more details.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	15 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman 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: 6349 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: 6349 diff changeset	18 ## <http://www.gnu.org/licenses/>.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	19
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	20 ## -- texinfo --
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	21 ## @deftypefn {Function File} {} nbinpdf (@var{x}, @var{n}, @var{p})
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	22 ## For each element of @var{x}, compute the probability density function (PDF)
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	23 ## at @var{x} of the negative binomial distribution with parameters
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	24 ## @var{n} and @var{p}.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	25 ##
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	26 ## When @var{n} is integer this is the Pascal distribution.
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	27 ## When @var{n} is extended to real numbers this is the Polya distribution.
19627 446c46af4b42 strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	28 ##
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	29 ## The number of failures in a Bernoulli experiment with success probability
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	30 ## @var{p} before the @var{n}-th success follows this distribution.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	31 ## @end deftypefn
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	32
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	33 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	34 ## Description: PDF of the Pascal (negative binomial) distribution
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	35
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	36 function pdf = nbinpdf (x, n, p)
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 (nargin != 3)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	39 print_usage ();
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	40 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman 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 (n) \|\| ! isscalar (p))
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	43 [retval, x, n, p] = common_size (x, n, p);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	44 if (retval > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	45 error ("nbinpdf: X, N, and P must be of common size or scalars");
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	46 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	47 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	48
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	49 if (iscomplex (x) \|\| iscomplex (n) \|\| iscomplex (p))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	50 error ("nbinpdf: X, N, and P must not be complex");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	51 endif
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	52
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	53 if (isa (x, "single") \|\| isa (n, "single") \|\| isa (p, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	54 pdf = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	55 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	56 pdf = NaN (size (x));
6349 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
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	59 ok = (x < Inf) & (x == fix (x)) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	60
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	61 k = (x < 0) & ok;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	62 pdf(k) = 0;
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	63
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	64 k = (x >= 0) & ok;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	65 if (isscalar (n) && isscalar (p))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	66 pdf(k) = bincoeff (-n, x(k)) .* (p ^ n) .* ((p - 1) .^ x(k));
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	67 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	68 pdf(k) = bincoeff (-n(k), x(k)) .* (p(k) .^ n(k)) .* ((p(k) - 1) .^ x(k));
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	69 endif
19627 446c46af4b42 strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	70
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	71
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	72 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	73
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	74
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	75 %!shared x,y
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	76 %! x = [-1 0 1 2 Inf];
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	77 %! y = [0 1/2 1/4 1/8 NaN];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	78 %!assert (nbinpdf (x, ones (1,5), 0.5*ones (1,5)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	79 %!assert (nbinpdf (x, 1, 0.5*ones (1,5)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	80 %!assert (nbinpdf (x, ones (1,5), 0.5), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	81 %!assert (nbinpdf (x, [0 1 NaN 1.5 Inf], 0.5), [NaN 1/2 NaN 1.875*0.5^1.5/4 NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	82 %!assert (nbinpdf (x, 1, 0.5*[-1 NaN 4 1 1]), [NaN NaN NaN y(4:5)])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	83 %!assert (nbinpdf ([x, NaN], 1, 0.5), [y, NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	84
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	85 ## 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	86 %!assert (nbinpdf (single ([x, NaN]), 1, 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	87 %!assert (nbinpdf ([x, NaN], single (1), 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	88 %!assert (nbinpdf ([x, NaN], 1, single (0.5)), single ([y, NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 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: 11587 diff changeset	91 %!error nbinpdf ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	92 %!error nbinpdf (1)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	93 %!error nbinpdf (1,2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	94 %!error nbinpdf (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	95 %!error nbinpdf (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	96 %!error nbinpdf (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	97 %!error nbinpdf (ones (2), ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	98 %!error nbinpdf (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	99 %!error nbinpdf (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	100 %!error nbinpdf (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	101

Mercurial > octave-nkf

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