Mercurial > octave-nkf
annotate scripts/statistics/distributions/expcdf.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> |
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date | Sun, 11 Oct 2015 16:55:17 -0700 |
parents | d9341b422488 |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2015 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} expcdf (@var{x}, @var{lambda}) |
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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 exponential distribution with mean @var{lambda}. |
5410 | 24 ## |
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25 ## The arguments can be of common size or scalars. |
5410 | 26 ## @end deftypefn |
27 | |
5428 | 28 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 29 ## Description: CDF of the exponential distribution |
30 | |
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31 function cdf = expcdf (x, lambda) |
5410 | 32 |
33 if (nargin != 2) | |
6046 | 34 print_usage (); |
5410 | 35 endif |
36 | |
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37 if (! isscalar (lambda)) |
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38 [retval, x, lambda] = common_size (x, lambda); |
5410 | 39 if (retval > 0) |
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40 error ("expcdf: X and LAMBDA must be of common size or scalars"); |
5410 | 41 endif |
42 endif | |
43 | |
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44 if (iscomplex (x) || iscomplex (lambda)) |
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45 error ("expcdf: X and LAMBDA must not be complex"); |
5410 | 46 endif |
47 | |
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48 if (isa (x, "single") || isa (lambda, "single")) |
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49 cdf = zeros (size (x), "single"); |
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50 else |
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51 cdf = zeros (size (x)); |
5410 | 52 endif |
53 | |
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54 k = isnan (x) | !(lambda > 0); |
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55 cdf(k) = NaN; |
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56 |
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57 k = (x == Inf) & (lambda > 0); |
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58 cdf(k) = 1; |
5410 | 59 |
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60 k = (x > 0) & (x < Inf) & (lambda > 0); |
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61 if (isscalar (lambda)) |
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62 cdf(k) = 1 - exp (-x(k) / lambda); |
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63 else |
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64 cdf(k) = 1 - exp (-x(k) ./ lambda(k)); |
5410 | 65 endif |
66 | |
67 endfunction | |
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68 |
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69 |
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70 %!shared x,y |
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71 %! x = [-1 0 0.5 1 Inf]; |
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72 %! y = [0, 1 - exp(-x(2:end)/2)]; |
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73 %!assert (expcdf (x, 2*ones (1,5)), y) |
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74 %!assert (expcdf (x, 2), y) |
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75 %!assert (expcdf (x, 2*[1 0 NaN 1 1]), [y(1) NaN NaN y(4:5)]) |
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76 |
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77 ## Test class of input preserved |
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78 %!assert (expcdf ([x, NaN], 2), [y, NaN]) |
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79 %!assert (expcdf (single ([x, NaN]), 2), single ([y, NaN])) |
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80 %!assert (expcdf ([x, NaN], single (2)), single ([y, NaN])) |
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81 |
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82 ## Test input validation |
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83 %!error expcdf () |
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84 %!error expcdf (1) |
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85 %!error expcdf (1,2,3) |
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86 %!error expcdf (ones (3), ones (2)) |
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87 %!error expcdf (ones (2), ones (3)) |
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88 %!error expcdf (i, 2) |
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89 %!error expcdf (2, i) |
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90 |