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annotate scripts/statistics/distributions/empirical_cdf.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) 1996-2015 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} {} empirical_cdf (@var{x}, @var{data})
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22 ## For each element of @var{x}, compute the cumulative distribution function
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23 ## (CDF) at @var{x} of the empirical distribution obtained from
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24 ## the univariate sample @var{data}.
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25 ## @end deftypefn
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27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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28 ## Description: CDF of the empirical distribution
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29
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30 function cdf = empirical_cdf (x, data)
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31
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32 if (nargin != 2)
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33 print_usage ();
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34 endif
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36 if (! isvector (data))
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37 error ("empirical_cdf: DATA must be a vector");
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38 endif
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39
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40 cdf = discrete_cdf (x, data, ones (size (data)));
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41
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42 endfunction
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45 %!shared x,v,y
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46 %! x = [-1 0.1 1.1 1.9 3];
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47 %! v = 0.1:0.2:1.9;
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48 %! y = [0 0.1 0.6 1 1];
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49 %!assert (empirical_cdf (x, v), y, eps)
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50 %!assert (empirical_cdf ([x(1) NaN x(3:5)], v), [0 NaN 0.6 1 1], eps)
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51
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52 ## Test class of input preserved
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53 %!assert (empirical_cdf ([x, NaN], v), [y, NaN], eps)
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54 %!assert (empirical_cdf (single ([x, NaN]), v), single ([y, NaN]), eps)
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55 %!assert (empirical_cdf ([x, NaN], single (v)), single ([y, NaN]), eps)
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56
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57 ## Test input validation
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58 %!error empirical_cdf ()
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59 %!error empirical_cdf (1)
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60 %!error empirical_cdf (1,2,3)
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61 %!error empirical_cdf (1, ones (2))
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