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1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006, |
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2 ## 2007 Kurt Hornik |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} cauchy_cdf (@var{x}, @var{lambda}, @var{sigma}) |
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22 ## For each element of @var{x}, compute the cumulative distribution |
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23 ## function (CDF) at @var{x} of the Cauchy distribution with location |
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24 ## parameter @var{lambda} and scale parameter @var{sigma}. Default |
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25 ## values are @var{lambda} = 0, @var{sigma} = 1. |
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26 ## @end deftypefn |
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27 |
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28 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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29 ## Description: CDF of the Cauchy distribution |
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30 |
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31 function cdf = cauchy_cdf (x, location, scale) |
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32 |
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33 if (! (nargin == 1 || nargin == 3)) |
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34 print_usage (); |
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35 endif |
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36 |
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37 if (nargin == 1) |
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38 location = 0; |
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39 scale = 1; |
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40 endif |
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41 |
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42 if (!isscalar (location) || !isscalar (scale)) |
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43 [retval, x, location, scale] = common_size (x, location, scale); |
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44 if (retval > 0) |
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45 error ("cauchy_cdf: x, lambda and sigma must be of common size or scalar"); |
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46 endif |
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47 endif |
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48 |
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49 sz = size (x); |
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50 cdf = NaN * ones (sz); |
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51 |
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52 k = find ((x > -Inf) & (x < Inf) & (location > -Inf) & |
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53 (location < Inf) & (scale > 0) & (scale < Inf)); |
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54 if (any (k)) |
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55 if (isscalar (location) && isscalar (scale)) |
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56 cdf(k) = 0.5 + atan ((x(k) - location) ./ scale) / pi; |
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57 else |
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58 cdf(k) = 0.5 + atan ((x(k) - location(k)) ./ scale(k)) / pi; |
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59 endif |
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60 endif |
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61 |
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62 endfunction |
