Mercurial > octave-nkf
annotate scripts/statistics/distributions/nbinpdf.m @ 19867:9fc020886ae9
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author | Rik <rik@octave.org> |
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date | Mon, 23 Feb 2015 14:54:39 -0800 |
parents | 4197fc428c7d |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2015 Kurt Hornik |
6349 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
6349 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
6349 | 19 |
20 ## -*- texinfo -*- | |
21 ## @deftypefn {Function File} {} nbinpdf (@var{x}, @var{n}, @var{p}) | |
22 ## For each element of @var{x}, compute the probability density function | |
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23 ## (PDF) at @var{x} of the negative binomial distribution with |
6349 | 24 ## parameters @var{n} and @var{p}. |
25 ## | |
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26 ## When @var{n} is integer this is the Pascal distribution. When |
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27 ## @var{n} is extended to real numbers this is the Polya distribution. |
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28 ## |
6349 | 29 ## The number of failures in a Bernoulli experiment with success |
30 ## probability @var{p} before the @var{n}-th success follows this | |
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31 ## distribution. |
6349 | 32 ## @end deftypefn |
33 | |
34 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> | |
35 ## Description: PDF of the Pascal (negative binomial) distribution | |
36 | |
37 function pdf = nbinpdf (x, n, p) | |
38 | |
39 if (nargin != 3) | |
40 print_usage (); | |
41 endif | |
42 | |
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43 if (! isscalar (n) || ! isscalar (p)) |
6349 | 44 [retval, x, n, p] = common_size (x, n, p); |
45 if (retval > 0) | |
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46 error ("nbinpdf: X, N, and P must be of common size or scalars"); |
6349 | 47 endif |
48 endif | |
49 | |
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50 if (iscomplex (x) || iscomplex (n) || iscomplex (p)) |
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51 error ("nbinpdf: X, N, and P must not be complex"); |
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52 endif |
6349 | 53 |
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54 if (isa (x, "single") || isa (n, "single") || isa (p, "single")) |
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55 pdf = NaN (size (x), "single"); |
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56 else |
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57 pdf = NaN (size (x)); |
6349 | 58 endif |
59 | |
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60 ok = (x < Inf) & (x == fix (x)) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1); |
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61 |
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62 k = (x < 0) & ok; |
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63 pdf(k) = 0; |
6349 | 64 |
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65 k = (x >= 0) & ok; |
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66 if (isscalar (n) && isscalar (p)) |
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67 pdf(k) = bincoeff (-n, x(k)) .* (p ^ n) .* ((p - 1) .^ x(k)); |
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68 else |
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69 pdf(k) = bincoeff (-n(k), x(k)) .* (p(k) .^ n(k)) .* ((p(k) - 1) .^ x(k)); |
6349 | 70 endif |
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71 |
6349 | 72 |
73 endfunction | |
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74 |
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75 |
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76 %!shared x,y |
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77 %! x = [-1 0 1 2 Inf]; |
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78 %! y = [0 1/2 1/4 1/8 NaN]; |
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79 %!assert (nbinpdf (x, ones (1,5), 0.5*ones (1,5)), y) |
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80 %!assert (nbinpdf (x, 1, 0.5*ones (1,5)), y) |
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81 %!assert (nbinpdf (x, ones (1,5), 0.5), y) |
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82 %!assert (nbinpdf (x, [0 1 NaN 1.5 Inf], 0.5), [NaN 1/2 NaN 1.875*0.5^1.5/4 NaN], eps) |
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83 %!assert (nbinpdf (x, 1, 0.5*[-1 NaN 4 1 1]), [NaN NaN NaN y(4:5)]) |
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84 %!assert (nbinpdf ([x, NaN], 1, 0.5), [y, NaN]) |
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85 |
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86 ## Test class of input preserved |
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87 %!assert (nbinpdf (single ([x, NaN]), 1, 0.5), single ([y, NaN])) |
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88 %!assert (nbinpdf ([x, NaN], single (1), 0.5), single ([y, NaN])) |
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89 %!assert (nbinpdf ([x, NaN], 1, single (0.5)), single ([y, NaN])) |
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90 |
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91 ## Test input validation |
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92 %!error nbinpdf () |
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93 %!error nbinpdf (1) |
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94 %!error nbinpdf (1,2) |
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95 %!error nbinpdf (1,2,3,4) |
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96 %!error nbinpdf (ones (3), ones (2), ones (2)) |
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97 %!error nbinpdf (ones (2), ones (3), ones (2)) |
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98 %!error nbinpdf (ones (2), ones (2), ones (3)) |
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99 %!error nbinpdf (i, 2, 2) |
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100 %!error nbinpdf (2, i, 2) |
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101 %!error nbinpdf (2, 2, i) |
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102 |