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annotate scripts/statistics/distributions/geopdf.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} {} geopdf (@var{x}, @var{p})
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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 geometric distribution with parameter @var{p}.
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24 ##
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25 ## The geometric distribution models the number of failures (@var{x}-1) of a
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26 ## Bernoulli trial with probability @var{p} before the first success (@var{x}).
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27 ## @end deftypefn
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28
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29 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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30 ## Description: PDF of the geometric distribution
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31
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32 function pdf = geopdf (x, p)
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33
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34 if (nargin != 2)
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35 print_usage ();
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36 endif
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37
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38 if (! isscalar (p))
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39 [retval, x, p] = common_size (x, p);
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40 if (retval > 0)
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41 error ("geopdf: X and P must be of common size or scalars");
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42 endif
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43 endif
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44
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45 if (iscomplex (x) || iscomplex (p))
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46 error ("geopdf: X and P must not be complex");
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47 endif
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48
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49 if (isa (x, "single") || isa (p, "single"))
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50 pdf = zeros (size (x), "single");
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51 else
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52 pdf = zeros (size (x));
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53 endif
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54
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55 k = isnan (x) | (x == Inf) | !(p >= 0) | !(p <= 1);
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56 pdf(k) = NaN;
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57
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58 k = (x >= 0) & (x < Inf) & (x == fix (x)) & (p > 0) & (p <= 1);
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59 if (isscalar (p))
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60 pdf(k) = p * ((1 - p) .^ x(k));
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61 else
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62 pdf(k) = p(k) .* ((1 - p(k)) .^ x(k));
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63 endif
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64
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65 endfunction
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66
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67
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68 %!shared x,y
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69 %! x = [-1 0 1 Inf];
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70 %! y = [0, 1/2, 1/4, NaN];
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71 %!assert (geopdf (x, 0.5*ones (1,4)), y)
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72 %!assert (geopdf (x, 0.5), y)
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73 %!assert (geopdf (x, 0.5*[-1 NaN 4 1]), [NaN NaN NaN y(4)])
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74 %!assert (geopdf ([x, NaN], 0.5), [y, NaN])
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75
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76 ## Test class of input preserved
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77 %!assert (geopdf (single ([x, NaN]), 0.5), single ([y, NaN]), 5*eps ("single"))
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78 %!assert (geopdf ([x, NaN], single (0.5)), single ([y, NaN]), 5*eps ("single"))
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79
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80 ## Test input validation
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81 %!error geopdf ()
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82 %!error geopdf (1)
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83 %!error geopdf (1,2,3)
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84 %!error geopdf (ones (3), ones (2))
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85 %!error geopdf (ones (2), ones (3))
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86 %!error geopdf (i, 2)
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87 %!error geopdf (2, i)
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88