Mercurial > octave-nkf
annotate scripts/statistics/distributions/gamcdf.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 | d9341b422488 |
children |
rev | line source |
---|---|
14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
13949
diff
changeset
|
1 ## Copyright (C) 2012 Rik Wehbring |
19731
4197fc428c7d
maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents:
17744
diff
changeset
|
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} {} gamcdf (@var{x}, @var{a}, @var{b}) |
20209
d9341b422488
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19867
diff
changeset
|
22 ## For each element of @var{x}, compute the cumulative distribution function |
d9341b422488
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19867
diff
changeset
|
23 ## (CDF) at @var{x} of the Gamma distribution with shape parameter @var{a} and |
d9341b422488
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19867
diff
changeset
|
24 ## scale @var{b}. |
5410 | 25 ## @end deftypefn |
26 | |
27 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> | |
28 ## Description: CDF of the Gamma distribution | |
29 | |
5411 | 30 function cdf = gamcdf (x, a, b) |
5410 | 31 |
32 if (nargin != 3) | |
6046 | 33 print_usage (); |
5410 | 34 endif |
35 | |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
36 if (! isscalar (a) || ! isscalar (b)) |
5410 | 37 [retval, x, a, b] = common_size (x, a, b); |
38 if (retval > 0) | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
39 error ("gamcdf: X, A, and B must be of common size or scalars"); |
5410 | 40 endif |
41 endif | |
42 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
43 if (iscomplex (x) || iscomplex (a) || iscomplex (b)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
44 error ("gamcdf: X, A, and B must not be complex"); |
5410 | 45 endif |
46 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
47 if (isa (x, "single") || isa (a, "single") || isa (b, "single")) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
48 cdf = zeros (size (x), "single"); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
49 else |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
50 cdf = zeros (size (x)); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
51 endif |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
52 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
53 k = isnan (x) | !(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
54 cdf(k) = NaN; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
55 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
56 k = (x > 0) & (a > 0) & (a < Inf) & (b > 0) & (b < Inf); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
57 if (isscalar (a) && isscalar (b)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
58 cdf(k) = gammainc (x(k) / b, a); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
59 else |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
60 cdf(k) = gammainc (x(k) ./ b(k), a(k)); |
5410 | 61 endif |
62 | |
63 endfunction | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
64 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
65 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
66 %!shared x,y |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
67 %! x = [-1 0 0.5 1 2 Inf]; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
68 %! y = [0, gammainc(x(2:end), 1)]; |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
69 %!assert (gamcdf (x, ones (1,6), ones (1,6)), y) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
70 %!assert (gamcdf (x, 1, ones (1,6)), y) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
71 %!assert (gamcdf (x, ones (1,6), 1), y) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
72 %!assert (gamcdf (x, [0 -Inf NaN Inf 1 1], 1), [NaN NaN NaN NaN y(5:6)]) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
73 %!assert (gamcdf (x, 1, [0 -Inf NaN Inf 1 1]), [NaN NaN NaN NaN y(5:6)]) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
74 %!assert (gamcdf ([x(1:2) NaN x(4:6)], 1, 1), [y(1:2) NaN y(4:6)]) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
75 |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
76 ## 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
|
77 %!assert (gamcdf ([x, NaN], 1, 1), [y, NaN]) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
78 %!assert (gamcdf (single ([x, NaN]), 1, 1), single ([y, NaN]), eps ("single")) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
79 |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
80 ## Test input validation |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
81 %!error gamcdf () |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
82 %!error gamcdf (1) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
83 %!error gamcdf (1,2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
84 %!error gamcdf (1,2,3,4) |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
85 %!error gamcdf (ones (3), ones (2), ones (2)) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
86 %!error gamcdf (ones (2), ones (3), ones (2)) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
87 %!error gamcdf (ones (2), ones (2), ones (3)) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
88 %!error gamcdf (i, 2, 2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
89 %!error gamcdf (2, i, 2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
90 %!error gamcdf (2, 2, i) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
91 |