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annotate scripts/statistics/distributions/chi2pdf.m @ 20641:c3c052b9192a

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Improve performance and error reporting of betainv, gaminv (bug #34363). * betainv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 10,000. Issue warning if algorithm fails. * gaminv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 100. Issue warning if algorithm fails.
author Rik <rik@octave.org>
date Sun, 11 Oct 2015 16:55:17 -0700
parents d9341b422488
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 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} {} chi2pdf (@var{x}, @var{n})
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22 ## For each element of @var{x}, compute the probability density function (PDF)
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23 ## at @var{x} of the chi-square distribution with @var{n} degrees of freedom.
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24 ## @end deftypefn
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25
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26 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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27 ## Description: PDF of the chi-square distribution
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28
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29 function pdf = chi2pdf (x, n)
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31 if (nargin != 2)
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32 print_usage ();
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33 endif
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34
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35 if (! isscalar (n))
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36 [retval, x, n] = common_size (x, n);
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37 if (retval > 0)
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38 error ("chi2pdf: X and N must be of common size or scalars");
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39 endif
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40 endif
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41
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42 if (iscomplex (x) || iscomplex (n))
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43 error ("chi2pdf: X and N must not be complex");
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44 endif
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45
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46 pdf = gampdf (x, n/2, 2);
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47
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48 endfunction
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51 %!shared x,y
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52 %! x = [-1 0 0.5 1 Inf];
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53 %! y = [0, 1/2 * exp(-x(2:5)/2)];
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54 %!assert (chi2pdf (x, 2*ones (1,5)), y)
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55 %!assert (chi2pdf (x, 2), y)
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56 %!assert (chi2pdf (x, 2*[1 0 NaN 1 1]), [y(1) NaN NaN y(4:5)])
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57 %!assert (chi2pdf ([x, NaN], 2), [y, NaN])
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58
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59 ## Test class of input preserved
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60 %!assert (chi2pdf (single ([x, NaN]), 2), single ([y, NaN]))
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61 %!assert (chi2pdf ([x, NaN], single (2)), single ([y, NaN]))
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62
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63 ## Test input validation
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64 %!error chi2pdf ()
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65 %!error chi2pdf (1)
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66 %!error chi2pdf (1,2,3)
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67 %!error chi2pdf (ones (3), ones (2))
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68 %!error chi2pdf (ones (2), ones (3))
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69 %!error chi2pdf (i, 2)
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70 %!error chi2pdf (2, i)
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71