annotate scripts/statistics/base/quantile.m @ 19867:9fc020886ae9

maint: Clean up m-files to follow Octave coding conventions. Try to trim long lines to < 80 chars. Use '##' for single line comments. Use '(...)' around tests for if/elseif/switch/while. Abut cell indexing operator '{' next to variable. Abut array indexing operator '(' next to variable. Use space between negation operator '!' and following expression. Use two newlines between endfunction and start of %!test or %!demo code. Remove unnecessary parens grouping between short-circuit operators. Remove stray extra spaces (typos) between variables and assignment operators. Remove stray extra spaces from ends of lines.
author Rik <rik@octave.org>
date Mon, 23 Feb 2015 14:54:39 -0800
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children 45759620a9a5
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1 ## Copyright (C) 2008-2015 Ben Abbott and Jaroslav Hajek
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {@var{q} =} quantile (@var{x})
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21 ## @deftypefnx {Function File} {@var{q} =} quantile (@var{x}, @var{p})
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22 ## @deftypefnx {Function File} {@var{q} =} quantile (@var{x}, @var{p}, @var{dim})
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23 ## @deftypefnx {Function File} {@var{q} =} quantile (@var{x}, @var{p}, @var{dim}, @var{method})
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24 ## For a sample, @var{x}, calculate the quantiles, @var{q}, corresponding to
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25 ## the cumulative probability values in @var{p}. All non-numeric values (NaNs)
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26 ## of @var{x} are ignored.
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27 ##
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28 ## If @var{x} is a matrix, compute the quantiles for each column and
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29 ## return them in a matrix, such that the i-th row of @var{q} contains
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30 ## the @var{p}(i)th quantiles of each column of @var{x}.
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31 ##
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32 ## If @var{p} is unspecified, return the quantiles for
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33 ## @code{[0.00 0.25 0.50 0.75 1.00]}.
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34 ## The optional argument @var{dim} determines the dimension along which
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35 ## the quantiles are calculated. If @var{dim} is omitted it defaults to
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36 ## the first non-singleton dimension.
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37 ##
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38 ## The methods available to calculate sample quantiles are the nine methods
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39 ## used by R (@url{http://www.r-project.org/}). The default value is
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40 ## @w{METHOD = 5}.
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41 ##
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42 ## Discontinuous sample quantile methods 1, 2, and 3
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43 ##
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44 ## @enumerate 1
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45 ## @item Method 1: Inverse of empirical distribution function.
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46 ##
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47 ## @item Method 2: Similar to method 1 but with averaging at discontinuities.
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48 ##
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49 ## @item Method 3: SAS definition: nearest even order statistic.
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50 ## @end enumerate
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51 ##
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52 ## Continuous sample quantile methods 4 through 9, where p(k) is the linear
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53 ## interpolation function respecting each methods' representative cdf.
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54 ##
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55 ## @enumerate 4
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56 ## @item Method 4: p(k) = k / n. That is, linear interpolation of the
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57 ## empirical cdf.
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58 ##
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59 ## @item Method 5: p(k) = (k - 0.5) / n. That is a piecewise linear function
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60 ## where the knots are the values midway through the steps of the empirical
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61 ## cdf.
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62 ##
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63 ## @item Method 6: p(k) = k / (n + 1).
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64 ##
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65 ## @item Method 7: p(k) = (k - 1) / (n - 1).
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66 ##
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67 ## @item Method 8: p(k) = (k - 1/3) / (n + 1/3). The resulting quantile
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68 ## estimates are approximately median-unbiased regardless of the distribution
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69 ## of @var{x}.
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70 ##
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71 ## @item Method 9: p(k) = (k - 3/8) / (n + 1/4). The resulting quantile
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72 ## estimates are approximately unbiased for the expected order statistics if
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73 ## @var{x} is normally distributed.
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74 ## @end enumerate
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75 ##
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76 ## @nospell{Hyndman and Fan} (1996) recommend method 8. Maxima, S, and R
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77 ## (versions prior to 2.0.0) use 7 as their default. Minitab and SPSS
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78 ## use method 6. @sc{matlab} uses method 5.
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79 ##
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80 ## References:
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81 ##
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82 ## @itemize @bullet
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83 ## @item @nospell{Becker, R. A., Chambers, J. M. and Wilks, A. R.} (1988)
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84 ## The New S Language. Wadsworth & Brooks/Cole.
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85 ##
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86 ## @item @nospell{Hyndman, R. J. and Fan, Y.} (1996) Sample quantiles in
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87 ## statistical packages, American Statistician, 50, 361--365.
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88 ##
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89 ## @item R: A Language and Environment for Statistical Computing;
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90 ## @url{http://cran.r-project.org/doc/manuals/fullrefman.pdf}.
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91 ## @end itemize
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92 ##
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93 ## Examples:
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94 ## @c Set example in small font to prevent overfull line
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95 ##
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96 ## @smallexample
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97 ## @group
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98 ## x = randi (1000, [10, 1]); # Create empirical data in range 1-1000
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99 ## q = quantile (x, [0, 1]); # Return minimum, maximum of distribution
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100 ## q = quantile (x, [0.25 0.5 0.75]); # Return quartiles of distribution
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101 ## @end group
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102 ## @end smallexample
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103 ## @seealso{prctile}
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104 ## @end deftypefn
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105
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106 ## Author: Ben Abbott <bpabbott@mac.com>
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107 ## Description: Matlab style quantile function of a discrete/continuous
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108 ## distribution.
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109
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110 function q = quantile (x, p = [], dim, method = 5)
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111
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112 if (nargin < 1 || nargin > 4)
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113 print_usage ();
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114 endif
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115
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116 if (! (isnumeric (x) || islogical (x)))
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117 error ("quantile: X must be a numeric vector or matrix");
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118 endif
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119
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120 if (isempty (p))
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121 p = [0.00 0.25, 0.50, 0.75, 1.00];
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122 endif
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123
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124 if (! (isnumeric (p) && isvector (p)))
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125 error ("quantile: P must be a numeric vector");
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126 endif
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127
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128 if (nargin < 3)
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129 ## Find the first non-singleton dimension.
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130 (dim = find (size (x) > 1, 1)) || (dim = 1);
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131 else
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132 if (!(isscalar (dim) && dim == fix (dim))
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133 || !(1 <= dim && dim <= ndims (x)))
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
134 error ("quantile: DIM must be an integer and a valid dimension");
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
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diff changeset
135 endif
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
136 endif
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
137
8506
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John W. Eaton <jwe@octave.org>
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diff changeset
138 ## Set the permutation vector.
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14740
diff changeset
139 perm = 1:ndims (x);
7643
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Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
140 perm(1) = dim;
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
141 perm(dim) = 1;
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
142
8506
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John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
143 ## Permute dim to the 1st index.
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
144 x = permute (x, perm);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
145
8506
bc982528de11 comment style fixes
John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
146 ## Save the size of the permuted x N-d array.
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
147 sx = size (x);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
148
8506
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John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
149 ## Reshape to a 2-d array.
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
150 x = reshape (x, [sx(1), prod(sx(2:end))]);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
151
8506
bc982528de11 comment style fixes
John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
152 ## Calculate the quantiles.
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
153 q = __quantile__ (x, p, method);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
154
8506
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John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
155 ## Return the shape to the original N-d array.
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
156 q = reshape (q, [numel(p), sx(2:end)]);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
157
8506
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John W. Eaton <jwe@octave.org>
parents: 7643
diff changeset
158 ## Permute the 1st index back to dim.
7643
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Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
159 q = ipermute (q, perm);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
160
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
161 endfunction
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
162
12656
6b2f14af2360 Overhaul functions in statistics/base directory.
Rik <octave@nomad.inbox5.com>
parents: 12653
diff changeset
163
7643
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Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
164 %!test
18204
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
165 %! p = 0.50;
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
166 %! q = quantile (1:4, p);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
167 %! qa = 2.5;
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
168 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
169 %! q = quantile (1:4, p, 1);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
170 %! qa = [1, 2, 3, 4];
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
171 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
172 %! q = quantile (1:4, p, 2);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
173 %! qa = 2.5;
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
174 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
175
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
176 %!test
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
177 %! p = [0.50 0.75];
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
178 %! q = quantile (1:4, p);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
179 %! qa = [2.5 3.5];
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
180 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
181 %! q = quantile (1:4, p, 1);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
182 %! qa = [1, 2, 3, 4; 1, 2, 3, 4];
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
183 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
184 %! q = quantile (1:4, p, 2);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
185 %! qa = [2.5 3.5];
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
186 %! assert (q, qa);
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
187
b29beed0e98d Use first non-singleton dimension for prctile, quantile (bug #40736).
Rik <rik@octave.org>
parents: 17744
diff changeset
188 %!test
7643
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Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
189 %! p = 0.5;
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
190 %! x = sort (rand (11));
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
191 %! q = quantile (x, p);
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
192 %! assert (q, x(6,:));
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
193 %! x = x.';
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
194 %! q = quantile (x, p, 2);
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
195 %! assert (q, x(:,6));
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
196
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
197 %!test
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
198 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
199 %! x = [1; 2; 3; 4];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
200 %! a = [1.0000 1.0000 2.0000 3.0000 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
201 %! 1.0000 1.5000 2.5000 3.5000 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
202 %! 1.0000 1.0000 2.0000 3.0000 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
203 %! 1.0000 1.0000 2.0000 3.0000 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
204 %! 1.0000 1.5000 2.5000 3.5000 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
205 %! 1.0000 1.2500 2.5000 3.7500 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
206 %! 1.0000 1.7500 2.5000 3.2500 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
207 %! 1.0000 1.4167 2.5000 3.5833 4.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
208 %! 1.0000 1.4375 2.5000 3.5625 4.0000];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
209 %! for m = 1:9
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
210 %! q = quantile (x, p, 1, m).';
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
211 %! assert (q, a(m,:), 0.0001);
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
212 %! endfor
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
213
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
214 %!test
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
215 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
216 %! x = [1; 2; 3; 4; 5];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
217 %! a = [1.0000 2.0000 3.0000 4.0000 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
218 %! 1.0000 2.0000 3.0000 4.0000 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
219 %! 1.0000 1.0000 2.0000 4.0000 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
220 %! 1.0000 1.2500 2.5000 3.7500 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
221 %! 1.0000 1.7500 3.0000 4.2500 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
222 %! 1.0000 1.5000 3.0000 4.5000 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
223 %! 1.0000 2.0000 3.0000 4.0000 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
224 %! 1.0000 1.6667 3.0000 4.3333 5.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
225 %! 1.0000 1.6875 3.0000 4.3125 5.0000];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
226 %! for m = 1:9
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
227 %! q = quantile (x, p, 1, m).';
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
228 %! assert (q, a(m,:), 0.0001);
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
229 %! endfor
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
230
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
231 %!test
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
232 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
233 %! x = [1; 2; 5; 9];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
234 %! a = [1.0000 1.0000 2.0000 5.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
235 %! 1.0000 1.5000 3.5000 7.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
236 %! 1.0000 1.0000 2.0000 5.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
237 %! 1.0000 1.0000 2.0000 5.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
238 %! 1.0000 1.5000 3.5000 7.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
239 %! 1.0000 1.2500 3.5000 8.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
240 %! 1.0000 1.7500 3.5000 6.0000 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
241 %! 1.0000 1.4167 3.5000 7.3333 9.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
242 %! 1.0000 1.4375 3.5000 7.2500 9.0000];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
243 %! for m = 1:9
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
244 %! q = quantile (x, p, 1, m).';
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
245 %! assert (q, a(m,:), 0.0001);
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
246 %! endfor
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
247
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
248 %!test
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
249 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
250 %! x = [1; 2; 5; 9; 11];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
251 %! a = [1.0000 2.0000 5.0000 9.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
252 %! 1.0000 2.0000 5.0000 9.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
253 %! 1.0000 1.0000 2.0000 9.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
254 %! 1.0000 1.2500 3.5000 8.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
255 %! 1.0000 1.7500 5.0000 9.5000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
256 %! 1.0000 1.5000 5.0000 10.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
257 %! 1.0000 2.0000 5.0000 9.0000 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
258 %! 1.0000 1.6667 5.0000 9.6667 11.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
259 %! 1.0000 1.6875 5.0000 9.6250 11.0000];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
260 %! for m = 1:9
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
261 %! q = quantile (x, p, 1, m).';
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
262 %! assert (q, a(m,:), 0.0001);
7643
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
263 %! endfor
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
264
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
265 %!test
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
266 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
267 %! x = [16; 11; 15; 12; 15; 8; 11; 12; 6; 10];
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
268 %! a = [6.0000 10.0000 11.0000 15.0000 16.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
269 %! 6.0000 10.0000 11.5000 15.0000 16.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
270 %! 6.0000 8.0000 11.0000 15.0000 16.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
271 %! 6.0000 9.0000 11.0000 13.5000 16.0000
0220da981c2a Modified statistics to calculate consistent median.
Ben Abbott <bpabbott@mac.com>
parents:
diff changeset
272 %! 6.0000 10.0000 11.5000 15.0000 16.0000
0220da981c2a Modified statistics to calculate consistent median.
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273 %! 6.0000 9.5000 11.5000 15.0000 16.0000
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274 %! 6.0000 10.2500 11.5000 14.2500 16.0000
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275 %! 6.0000 9.8333 11.5000 15.0000 16.0000
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276 %! 6.0000 9.8750 11.5000 15.0000 16.0000];
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277 %! for m = 1:9
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278 %! q = quantile (x, p, 1, m).';
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279 %! assert (q, a(m,:), 0.0001);
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280 %! endfor
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281
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282 %!test
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283 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
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284 %! x = [-0.58851; 0.40048; 0.49527; -2.551500; -0.52057; ...
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parents:
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285 %! -0.17841; 0.057322; -0.62523; 0.042906; 0.12337];
0220da981c2a Modified statistics to calculate consistent median.
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parents:
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286 %! a = [-2.551474 -0.588505 -0.178409 0.123366 0.495271
0220da981c2a Modified statistics to calculate consistent median.
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parents:
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287 %! -2.551474 -0.588505 -0.067751 0.123366 0.495271
0220da981c2a Modified statistics to calculate consistent median.
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parents:
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288 %! -2.551474 -0.625231 -0.178409 0.123366 0.495271
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289 %! -2.551474 -0.606868 -0.178409 0.090344 0.495271
0220da981c2a Modified statistics to calculate consistent median.
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parents:
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290 %! -2.551474 -0.588505 -0.067751 0.123366 0.495271
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291 %! -2.551474 -0.597687 -0.067751 0.192645 0.495271
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292 %! -2.551474 -0.571522 -0.067751 0.106855 0.495271
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293 %! -2.551474 -0.591566 -0.067751 0.146459 0.495271
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294 %! -2.551474 -0.590801 -0.067751 0.140686 0.495271];
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295 %! for m = 1:9
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296 %! q = quantile (x, p, 1, m).';
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297 %! assert (q, a(m,:), 0.0001);
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298 %! endfor
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299
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300 %!test
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301 %! p = 0.5;
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302 %! x = [0.112600, 0.114800, 0.052100, 0.236400, 0.139300
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303 %! 0.171800, 0.727300, 0.204100, 0.453100, 0.158500
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304 %! 0.279500, 0.797800, 0.329600, 0.556700, 0.730700
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305 %! 0.428800, 0.875300, 0.647700, 0.628700, 0.816500
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306 %! 0.933100, 0.931200, 0.963500, 0.779600, 0.846100];
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307 %! tol = 0.00001;
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308 %! x(5,5) = NaN;
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309 %! assert (quantile (x, p, 1), [0.27950, 0.79780, 0.32960, 0.55670, 0.44460], tol);
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310 %! x(1,1) = NaN;
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311 %! assert (quantile (x, p, 1), [0.35415, 0.79780, 0.32960, 0.55670, 0.44460], tol);
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312 %! x(3,3) = NaN;
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313 %! assert (quantile (x, p, 1), [0.35415, 0.79780, 0.42590, 0.55670, 0.44460], tol);
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314
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315 %!test
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316 %! sx = [2, 3, 4];
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317 %! x = rand (sx);
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318 %! dim = 2;
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319 %! p = 0.5;
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320 %! yobs = quantile (x, p, dim);
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321 %! yexp = median (x, dim);
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322 %! assert (yobs, yexp);
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323
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324 ## Test input validation
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325 %!error quantile ()
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326 %!error quantile (1, 2, 3, 4, 5)
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327 %!error quantile (['A'; 'B'], 10)
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328 %!error quantile (1:10, [true, false])
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329 %!error quantile (1:10, ones (2,2))
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330 %!error quantile (1, 1, 1.5)
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331 %!error quantile (1, 1, 0)
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332 %!error quantile (1, 1, 3)
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333 %!error quantile ((1:5)', 0.5, 1, 0)
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334 %!error quantile ((1:5)', 0.5, 1, 10)
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335
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336 ## For the cumulative probability values in @var{p}, compute the
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337 ## quantiles, @var{q} (the inverse of the cdf), for the sample, @var{x}.
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338 ##
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339 ## The optional input, @var{method}, refers to nine methods available in R
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340 ## (http://www.r-project.org/). The default is @var{method} = 7.
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341 ## @seealso{prctile, quantile, statistics}
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342
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343 ## Author: Ben Abbott <bpabbott@mac.com>
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344 ## Vectorized version: Jaroslav Hajek <highegg@gmail.com>
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345 ## Description: Quantile function of empirical samples
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346
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347 function inv = __quantile__ (x, p, method = 5)
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348
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349 if (nargin < 2 || nargin > 3)
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350 print_usage ();
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351 endif
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352
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353 if (isinteger (x) || islogical (x))
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354 x = double (x);
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355 endif
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356
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357 ## set shape of quantiles to column vector.
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358 p = p(:);
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359
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360 ## Save length and set shape of samples.
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361 ## FIXME: does sort guarantee that NaN's come at the end?
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362 x = sort (x);
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363 m = sum (! isnan (x));
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364 [xr, xc] = size (x);
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365
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366 ## Initialize output values.
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367 inv = Inf (class (x)) * (-(p < 0) + (p > 1));
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368 inv = repmat (inv, 1, xc);
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369
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370 ## Do the work.
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371 if (any (k = find ((p >= 0) & (p <= 1))))
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372 n = length (k);
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373 p = p(k);
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374 ## Special case of 1 row.
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375 if (xr == 1)
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376 inv(k,:) = repmat (x, n, 1);
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377 return;
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378 endif
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379
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380 ## The column-distribution indices.
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381 pcd = kron (ones (n, 1), xr*(0:xc-1));
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382 mm = kron (ones (n, 1), m);
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383 switch (method)
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384 case {1, 2, 3}
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385 switch (method)
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diff changeset
386 case 1
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387 p = max (ceil (kron (p, m)), 1);
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388 inv(k,:) = x(p + pcd);
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389
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390 case 2
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391 p = kron (p, m);
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392 p_lr = max (ceil (p), 1);
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393 p_rl = min (floor (p + 1), mm);
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394 inv(k,:) = (x(p_lr + pcd) + x(p_rl + pcd))/2;
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395
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396 case 3
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397 ## Used by SAS, method PCTLDEF=2.
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398 ## http://support.sas.com/onlinedoc/913/getDoc/en/statug.hlp/stdize_sect14.htm
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399 t = max (kron (p, m), 1);
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400 t = roundb (t);
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401 inv(k,:) = x(t + pcd);
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402 endswitch
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403
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404 otherwise
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405 switch (method)
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406 case 4
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407 p = kron (p, m);
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John W. Eaton <jwe@octave.org>
parents: 9069
diff changeset
408
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John W. Eaton <jwe@octave.org>
parents: 9069
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409 case 5
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410 ## Used by Matlab.
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411 p = kron (p, m) + 0.5;
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parents: 9069
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412
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parents: 9069
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413 case 6
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414 ## Used by Minitab and SPSS.
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415 p = kron (p, m+1);
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416
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parents: 9069
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417 case 7
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418 ## Used by S and R.
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419 p = kron (p, m-1) + 1;
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parents: 9069
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420
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421 case 8
12656
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Rik <octave@nomad.inbox5.com>
parents: 12653
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422 ## Median unbiased.
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423 p = kron (p, m+1/3) + 1/3;
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diff changeset
424
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parents: 9069
diff changeset
425 case 9
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426 ## Approximately unbiased respecting order statistics.
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Rik <code@nomad.inbox5.com>
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427 p = kron (p, m+0.25) + 0.375;
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428
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John W. Eaton <jwe@octave.org>
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diff changeset
429 otherwise
12480
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Rik <octave@nomad.inbox5.com>
parents: 11587
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430 error ("quantile: Unknown METHOD, '%d'", method);
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431 endswitch
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432
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433 ## Duplicate single values.
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Rik <octave@nomad.inbox5.com>
parents: 12653
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434 imm1 = (mm == 1);
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435 x(2,imm1) = x(1,imm1);
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436
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437 ## Interval indices.
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438 pi = max (min (floor (p), mm-1), 1);
95c3e38098bf Untabify .m scripts
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439 pr = max (min (p - pi, 1), 0);
95c3e38098bf Untabify .m scripts
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440 pi += pcd;
95c3e38098bf Untabify .m scripts
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441 inv(k,:) = (1-pr) .* x(pi) + pr .* x(pi+1);
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442 endswitch
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443 endif
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444
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John W. Eaton <jwe@octave.org>
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445 endfunction
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 11131
diff changeset
446