octave-nkf: scripts/statistics/distributions/empirical

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

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	9fc020886ae9
children

rev	line source
14138 72c96de7a403 maint: update copyright notices for 2012 John W. Eaton <jwe@octave.org> parents: 13171 diff changeset	1 ## Copyright (C) 2012 Rik Wehbring
19731 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 19627 diff changeset	2 ## Copyright (C) 1996-2015 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	3 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	4 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	5 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	7 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	9 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	10 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	14 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	15 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	16 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	18 ## <http://www.gnu.org/licenses/>.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	19
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	20 ## -- texinfo --
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	21 ## @deftypefn {Function File} {} empirical_rnd (@var{data})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	22 ## @deftypefnx {Function File} {} empirical_rnd (@var{data}, @var{r})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	23 ## @deftypefnx {Function File} {} empirical_rnd (@var{data}, @var{r}, @var{c}, @dots{})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	24 ## @deftypefnx {Function File} {} empirical_rnd (@var{data}, [@var{sz}])
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	25 ## Return a matrix of random samples from the empirical distribution obtained
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	26 ## from the univariate sample @var{data}.
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	27 ##
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	28 ## When called with a single size argument, return a square matrix with
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	29 ## the dimension specified. When called with more than one scalar argument the
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	30 ## first two arguments are taken as the number of rows and columns and any
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	31 ## further arguments specify additional matrix dimensions. The size may also
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	32 ## be specified with a vector of dimensions @var{sz}.
19627 446c46af4b42 strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	33 ##
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	34 ## If no size arguments are given then the result matrix is a random ordering
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	35 ## of the sample @var{data}.
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	36 ## @end deftypefn
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	37
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	39 ## Description: Bootstrap samples from the empirical distribution
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	40
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	41 function rnd = empirical_rnd (data, varargin)
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	42
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	43 if (nargin < 1)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	44 print_usage ();
4859 265d566cc770 [project @ 2004-04-08 23:52:45 by jwe] jwe parents: 4030 diff changeset	45 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	46
4030 22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe] jwe parents: 3922 diff changeset	47 if (! isvector (data))
11472 1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done. Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	48 error ("empirical_rnd: DATA must be a vector");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	49 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	50
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	51 rnd = discrete_rnd (data, ones (size (data)), varargin{:});
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	52
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	53 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	54
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	55
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	56 %!assert (size (empirical_rnd (ones (3, 1))), [3, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	57 %!assert (size (empirical_rnd (1:2, [4 1])), [4, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	58 %!assert (size (empirical_rnd (1:2, 4, 1)), [4, 1])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	59
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	60 ## Test class of input preserved
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	61 %!assert (class (empirical_rnd (1:2, 1)), "double")
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	62 %!assert (class (empirical_rnd (single (1:2), 1)), "single")
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	63
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	64 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	65 %!error empirical_rnd ()
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	66 %!error empirical_rnd (ones (2), 1)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	67 %!error empirical_rnd (ones (2), 1, 1)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	68

Mercurial > octave-nkf

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