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annotate scripts/statistics/distributions/hygepdf.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} {} hygepdf (@var{x}, @var{t}, @var{m}, @var{n})
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22 ## Compute the probability density function (PDF) at @var{x} of the
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23 ## hypergeometric distribution with parameters @var{t}, @var{m}, and @var{n}.
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24 ##
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25 ## This is the probability of obtaining @var{x} marked items when randomly
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26 ## drawing a sample of size @var{n} without replacement from a population of
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27 ## total size @var{t} containing @var{m} marked items.
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28 ##
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29 ## The parameters @var{t}, @var{m}, and @var{n} must be positive integers
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30 ## with @var{m} and @var{n} not greater than @var{t}.
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31 ## @end deftypefn
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32
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33 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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34 ## Description: PDF of the hypergeometric distribution
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35
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36 function pdf = hygepdf (x, t, m, n)
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37
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38 if (nargin != 4)
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39 print_usage ();
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40 endif
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41
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42 if (! isscalar (t) || ! isscalar (m) || ! isscalar (n))
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43 [retval, x, t, m, n] = common_size (x, t, m, n);
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44 if (retval > 0)
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45 error ("hygepdf: X, T, M, and N must be of common size or scalars");
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46 endif
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47 endif
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48
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49 if (iscomplex (x) || iscomplex (t) || iscomplex (m) || iscomplex (n))
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50 error ("hygepdf: X, T, M, and N must not be complex");
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51 endif
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52
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53 if (isa (x, "single") || isa (t, "single")
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54 || isa (m, "single") || isa (n, "single"))
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55 pdf = zeros (size (x), "single");
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56 else
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57 pdf = zeros (size (x));
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58 endif
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59
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60 ## everything in nel gives NaN
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61 nel = (isnan (x) | (t < 0) | (m < 0) | (n <= 0) | (m > t) | (n > t) |
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62 (t != fix (t)) | (m != fix (m)) | (n != fix (n)));
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63 ## everything in zel gives 0 unless in nel
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64 zel = ((x != fix (x)) | (x < 0) | (x > m) | (n < x) | (n-x > t-m));
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65
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66 pdf(nel) = NaN;
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67
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68 k = !nel & !zel;
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69 if (any (k(:)))
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70 if (isscalar (t) && isscalar (m) && isscalar (n))
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71 pdf(k) = (bincoeff (m, x(k)) .* bincoeff (t-m, n-x(k))
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72 / bincoeff (t, n));
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73 else
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74 pdf(k) = (bincoeff (m(k), x(k)) .* bincoeff (t(k)-m(k), n(k)-x(k))
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75 ./ bincoeff (t(k), n(k)));
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76 endif
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77 endif
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78
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79 endfunction
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80
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81
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82 %!shared x,y
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83 %! x = [-1 0 1 2 3];
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84 %! y = [0 1/6 4/6 1/6 0];
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85 %!assert (hygepdf (x, 4*ones (1,5), 2, 2), y)
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86 %!assert (hygepdf (x, 4, 2*ones (1,5), 2), y)
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87 %!assert (hygepdf (x, 4, 2, 2*ones (1,5)), y)
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88 %!assert (hygepdf (x, 4*[1 -1 NaN 1.1 1], 2, 2), [0 NaN NaN NaN 0])
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89 %!assert (hygepdf (x, 4, 2*[1 -1 NaN 1.1 1], 2), [0 NaN NaN NaN 0])
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90 %!assert (hygepdf (x, 4, 5, 2), [NaN NaN NaN NaN NaN])
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91 %!assert (hygepdf (x, 4, 2, 2*[1 -1 NaN 1.1 1]), [0 NaN NaN NaN 0])
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92 %!assert (hygepdf (x, 4, 2, 5), [NaN NaN NaN NaN NaN])
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93 %!assert (hygepdf ([x, NaN], 4, 2, 2), [y, NaN], eps)
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94
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95 ## Test class of input preserved
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96 %!assert (hygepdf (single ([x, NaN]), 4, 2, 2), single ([y, NaN]))
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97 %!assert (hygepdf ([x, NaN], single (4), 2, 2), single ([y, NaN]))
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98 %!assert (hygepdf ([x, NaN], 4, single (2), 2), single ([y, NaN]))
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99 %!assert (hygepdf ([x, NaN], 4, 2, single (2)), single ([y, NaN]))
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100
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101 ## Test input validation
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102 %!error hygepdf ()
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103 %!error hygepdf (1)
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104 %!error hygepdf (1,2)
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105 %!error hygepdf (1,2,3)
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106 %!error hygepdf (1,2,3,4,5)
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107 %!error hygepdf (1, ones (3), ones (2), ones (2))
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108 %!error hygepdf (1, ones (2), ones (3), ones (2))
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109 %!error hygepdf (1, ones (2), ones (2), ones (3))
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110 %!error hygepdf (i, 2, 2, 2)
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111 %!error hygepdf (2, i, 2, 2)
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112 %!error hygepdf (2, 2, i, 2)
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113 %!error hygepdf (2, 2, 2, i)
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114