octave-nkf: scripts/statistics/base/__quantile_

annotate scripts/statistics/base/quantile.m @ 11894:af0adfbd3d16 release-3-0-x

workaround missing roundb

author	Jaroslav Hajek <highegg@gmail.com>
date	Mon, 08 Dec 2008 07:47:35 +0100
parents	221d555a5b91
children

rev	line source
11889 221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	1 ## Copyright (C) 2008 Ben Abbott, Jaroslav Hajek
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	2 ##
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	3 ## This file is part of Octave.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	4 ##
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	6 ## under the terms of the GNU General Public License as published by
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	8 ## your option) any later version.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	9 ##
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	13 ## General Public License for more details.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	14 ##
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	16 ## along with Octave; see the file COPYING. If not, see
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	17 ## <http://www.gnu.org/licenses/>.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	18
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	19 ## -- texinfo --
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	20 ## @deftypefn {Function File} {@var{q} =} __quantile__ (@var{x}, @var{p})
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	21 ## @deftypefnx {Function File} {@var{q} =} __quantile__ (@var{x}, @var{p}, @var{method})
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	22 ## For the cumulative probability values in @var{p}, compute the
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	23 ## quantiles, @var{q} (the inverse of the cdf), for the sample, @var{x}.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	24 ##
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	25 ## The optional input, @var{method}, refers to nine methods available in R
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	26 ## (http://www.r-project.org/). The default is @var{method} = 7. For more
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	27 ## detail, see `help quantile'.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	28 ## @seealso{prctile, quantile, statistics}
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	29 ## @end deftypefn
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	30
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	31 ## Author: Ben Abbott <bpabbott@mac.com>
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	32 ## Vectorized version: Jaroslav Hajek <highegg@gmail.com>
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	33 ## Description: Quantile function of a empirical samples
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	34
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	35 function inv = __quantile__ (x, p, method = 5)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	36
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	37 if (nargin < 2 \|\| nargin > 3)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	38 print_usage ();
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	39 endif
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	40
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	41 if (! ismatrix (x))
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	42 error ("quantile: x must be a matrix");
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	43 endif
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	44
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	45 ## Save length and set shape of quantiles.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	46 n = numel (p);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	47 p = p(:);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	48
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	49 ## Save length and set shape of samples.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	50 ## TODO: does sort guarantee that NaN's come at the end?
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	51 x = sort (x);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	52 m = sum (! isnan (x));
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	53 mx = size (x, 1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	54 nx = size (x, 2);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	55
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	56 ## Initialize output values.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	57 inv = Inf*(-(p < 0) + (p > 1));
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	58 inv = repmat (inv, 1, nx);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	59
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	60 ## Do the work.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	61 if (any(k = find((p >= 0) & (p <= 1))))
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	62 n = length (k);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	63 p = p (k);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	64 ## Special case.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	65 if (mx == 1)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	66 inv(k,:) = repmat (x, n, 1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	67 return
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	68 endif
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	69
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	70 ## The column-distribution indices.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	71 pcd = kron (ones (n, 1), mx*(0:nx-1));
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	72 mm = kron (ones (n, 1), m);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	73 switch method
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	74 case {1, 2, 3}
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	75 switch method
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	76 case 1
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	77 p = max (ceil (kron (p, m)), 1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	78 inv(k,:) = x(p + pcd);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	79
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	80 case 2
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	81 p = kron (p, m);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	82 p_lr = max (ceil (p), 1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	83 p_rl = min (floor (p + 1), mm);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	84 inv(k,:) = (x(p_lr + pcd) + x(p_rl + pcd))/2;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	85
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	86 case 3
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	87 ## Used by SAS, method PCTLDEF=2.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	88 ## http://support.sas.com/onlinedoc/913/getDoc/en/statug.hlp/stdize_sect14.htm
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	89 t = max (kron (p, m), 1);
11894 af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	90 # t = roundb (t);
af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	91 # roundb unsupported in 3.0.x, so supply a hack
af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	92 t1 = round (t);
af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	93 t1m = (abs (t - t1) == 0.5) & (mod (t1, 2) == 1);
af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	94 t1 (t1m) += 2 * (t-t1)(t1m);
af0adfbd3d16 workaround missing roundb Jaroslav Hajek <highegg@gmail.com> parents: 11889 diff changeset	95 t = t1;
11889 221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	96 inv(k,:) = x(t + pcd);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	97 endswitch
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	98
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	99 otherwise
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	100 switch method
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	101 case 4
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	102 p = kron (p, m);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	103
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	104 case 5
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	105 ## Used by Matlab.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	106 p = kron (p, m) + 0.5;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	107
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	108 case 6
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	109 ## Used by Minitab and SPSS.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	110 p = kron (p, m+1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	111
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	112 case 7
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	113 ## Used by S and R.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	114 p = kron (p, m-1) + 1;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	115
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	116 case 8
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	117 ## Median unbiased .
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	118 p = kron (p, m+1/3) + 1/3;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	119
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	120 case 9
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	121 ## Approximately unbiased respecting order statistics.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	122 p = kron (p, m+0.25) + 0.375;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	123
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	124 otherwise
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	125 error ("quantile: Unknown method, '%d'",method)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	126 endswitch
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	127
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	128 ## Duplicate single values.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	129 imm1 = mm == 1;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	130 x(2,imm1) = x(1,imm1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	131
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	132 ## Interval indices.
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	133 pi = max (min (floor (p), mm-1), 1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	134 pr = max (min (p - pi, 1), 0);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	135 pi += pcd;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	136 inv(k,:) = (1-pr) .* x(pi) + pr .* x(pi+1);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	137 endswitch
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	138 endif
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	139
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	140 endfunction
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	141
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	142 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	143 %! p = 0.5;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	144 %! x = sort (rand (11));
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	145 %! q = __quantile__ (x, p);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	146 %! assert (q, x(6,:))
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	147
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	148 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	149 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	150 %! x = [1; 2; 3; 4];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	151 %! a = [1.0000 1.0000 2.0000 3.0000 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	152 %! 1.0000 1.5000 2.5000 3.5000 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	153 %! 1.0000 1.0000 2.0000 3.0000 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	154 %! 1.0000 1.0000 2.0000 3.0000 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	155 %! 1.0000 1.5000 2.5000 3.5000 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	156 %! 1.0000 1.2500 2.5000 3.7500 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	157 %! 1.0000 1.7500 2.5000 3.2500 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	158 %! 1.0000 1.4167 2.5000 3.5833 4.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	159 %! 1.0000 1.4375 2.5000 3.5625 4.0000];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	160 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	161 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	162 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	163 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	164
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	165 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	166 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	167 %! x = [1; 2; 3; 4; 5];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	168 %! a = [1.0000 2.0000 3.0000 4.0000 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	169 %! 1.0000 2.0000 3.0000 4.0000 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	170 %! 1.0000 1.0000 2.0000 4.0000 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	171 %! 1.0000 1.2500 2.5000 3.7500 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	172 %! 1.0000 1.7500 3.0000 4.2500 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	173 %! 1.0000 1.5000 3.0000 4.5000 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	174 %! 1.0000 2.0000 3.0000 4.0000 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	175 %! 1.0000 1.6667 3.0000 4.3333 5.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	176 %! 1.0000 1.6875 3.0000 4.3125 5.0000];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	177 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	178 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	179 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	180 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	181
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	182 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	183 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	184 %! x = [1; 2; 5; 9];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	185 %! a = [1.0000 1.0000 2.0000 5.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	186 %! 1.0000 1.5000 3.5000 7.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	187 %! 1.0000 1.0000 2.0000 5.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	188 %! 1.0000 1.0000 2.0000 5.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	189 %! 1.0000 1.5000 3.5000 7.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	190 %! 1.0000 1.2500 3.5000 8.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	191 %! 1.0000 1.7500 3.5000 6.0000 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	192 %! 1.0000 1.4167 3.5000 7.3333 9.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	193 %! 1.0000 1.4375 3.5000 7.2500 9.0000];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	194 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	195 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	196 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	197 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	198
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	199 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	200 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	201 %! x = [1; 2; 5; 9; 11];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	202 %! a = [1.0000 2.0000 5.0000 9.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	203 %! 1.0000 2.0000 5.0000 9.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	204 %! 1.0000 1.0000 2.0000 9.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	205 %! 1.0000 1.2500 3.5000 8.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	206 %! 1.0000 1.7500 5.0000 9.5000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	207 %! 1.0000 1.5000 5.0000 10.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	208 %! 1.0000 2.0000 5.0000 9.0000 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	209 %! 1.0000 1.6667 5.0000 9.6667 11.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	210 %! 1.0000 1.6875 5.0000 9.6250 11.0000];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	211 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	212 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	213 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	214 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	215
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	216 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	217 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	218 %! x = [16; 11; 15; 12; 15; 8; 11; 12; 6; 10];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	219 %! a = [6.0000 10.0000 11.0000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	220 %! 6.0000 10.0000 11.5000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	221 %! 6.0000 8.0000 11.0000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	222 %! 6.0000 9.0000 11.0000 13.5000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	223 %! 6.0000 10.0000 11.5000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	224 %! 6.0000 9.5000 11.5000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	225 %! 6.0000 10.2500 11.5000 14.2500 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	226 %! 6.0000 9.8333 11.5000 15.0000 16.0000
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	227 %! 6.0000 9.8750 11.5000 15.0000 16.0000];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	228 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	229 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	230 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	231 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	232
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	233 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	234 %! p = [0.00, 0.25, 0.50, 0.75, 1.00];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	235 %! x = [-0.58851; 0.40048; 0.49527; -2.551500; -0.52057; ...
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	236 %! -0.17841; 0.057322; -0.62523; 0.042906; 0.12337];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	237 %! a = [-2.551474 -0.588505 -0.178409 0.123366 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	238 %! -2.551474 -0.588505 -0.067751 0.123366 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	239 %! -2.551474 -0.625231 -0.178409 0.123366 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	240 %! -2.551474 -0.606868 -0.178409 0.090344 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	241 %! -2.551474 -0.588505 -0.067751 0.123366 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	242 %! -2.551474 -0.597687 -0.067751 0.192645 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	243 %! -2.551474 -0.571522 -0.067751 0.106855 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	244 %! -2.551474 -0.591566 -0.067751 0.146459 0.495271
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	245 %! -2.551474 -0.590801 -0.067751 0.140686 0.495271];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	246 %! for m = (1:9)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	247 %! q = __quantile__ (x, p, m).';
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	248 %! assert (q, a(m,:), 0.0001)
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	249 %! endfor
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	250
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	251 %!test
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	252 %! p = 0.5;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	253 %! x = [0.112600, 0.114800, 0.052100, 0.236400, 0.139300
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	254 %! 0.171800, 0.727300, 0.204100, 0.453100, 0.158500
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	255 %! 0.279500, 0.797800, 0.329600, 0.556700, 0.730700
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	256 %! 0.428800, 0.875300, 0.647700, 0.628700, 0.816500
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	257 %! 0.933100, 0.931200, 0.963500, 0.779600, 0.846100];
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	258 %! tol = 0.00001;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	259 %! x(5,5) = NaN;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	260 %! assert (__quantile__ (x, p), [0.27950, 0.79780, 0.32960, 0.55670, 0.44460], tol);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	261 %! x(1,1) = NaN;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	262 %! assert (__quantile__ (x, p), [0.35415, 0.79780, 0.32960, 0.55670, 0.44460], tol);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	263 %! x(3,3) = NaN;
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	264 %! assert (__quantile__ (x, p), [0.35415, 0.79780, 0.42590, 0.55670, 0.44460], tol);
221d555a5b91 Modified statistics to calculate consistent median. Ben Abbott <bpabbott@mac.com> parents: diff changeset	265

Mercurial > octave-nkf

annotate scripts/statistics/base/__quantile__.m @ 11894:af0adfbd3d16 release-3-0-x

annotate scripts/statistics/base/quantile.m @ 11894:af0adfbd3d16 release-3-0-x