Mercurial > octave-nkf

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

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
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
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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: 17744
diff changeset
2 ## Copyright (C) 1995-2015 Kurt Hornik
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
3 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
4 ## This file is part of Octave.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
5 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
6 ## Octave is free software; you can redistribute it and/or modify it
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
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.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
10 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
11 ## Octave is distributed in the hope that it will be useful, but
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
14 ## General Public License for more details.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
15 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 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/>.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
19
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
20 ## -*- texinfo -*-
5411
bee21f388110 [project @ 2005-07-13 17:53:44 by jwe]
jwe
parents: 5410
diff changeset
21 ## @deftypefn {Function File} {} poisspdf (@var{x}, @var{lambda})
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 probability density function (PDF)
d9341b422488 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19867
diff changeset
23 ## at @var{x} of the Poisson distribution with parameter @var{lambda}.
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
24 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
25
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5411
diff changeset
26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
27 ## Description: PDF of the Poisson distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
28
11469
c776f063fefe Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents: 7017
diff changeset
29 function pdf = poisspdf (x, lambda)
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
30
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
31 if (nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
32 print_usage ();
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
33 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
34
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
35 if (! isscalar (lambda))
11469
c776f063fefe Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents: 7017
diff changeset
36 [retval, x, lambda] = common_size (x, lambda);
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
37 if (retval > 0)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
38 error ("poisspdf: X and LAMBDA must be of common size or scalars");
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
39 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
40 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
41
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
42 if (iscomplex (x) || iscomplex (lambda))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
43 error ("poisspdf: X and LAMBDA must not be complex");
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
44 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
45
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
46 if (isa (x, "single") || isa (lambda, "single"))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
47 pdf = zeros (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
48 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
49 pdf = zeros (size (x));
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
50 endif
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
51
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
52 k = isnan (x) | !(lambda > 0);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
53 pdf(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
54
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
55 k = (x >= 0) & (x < Inf) & (x == fix (x)) & (lambda > 0);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
56 if (isscalar (lambda))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
57 pdf(k) = exp (x(k) * log (lambda) - lambda - gammaln (x(k) + 1));
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
58 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
59 pdf(k) = exp (x(k) .* log (lambda(k)) - lambda(k) - gammaln (x(k) + 1));
5410
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
60 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
61
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe]
jwe
parents:
diff changeset
62 endfunction
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
63
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
64
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
65 %!shared x,y
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
66 %! x = [-1 0 1 2 Inf];
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
67 %! y = [0, exp(-1)*[1 1 0.5], 0];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
68 %!assert (poisspdf (x, ones (1,5)), y, eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
69 %!assert (poisspdf (x, 1), y, eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
70 %!assert (poisspdf (x, [1 0 NaN 1 1]), [y(1) NaN NaN y(4:5)], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
71 %!assert (poisspdf ([x, NaN], 1), [y, NaN], eps)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
72
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
73 ## 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
74 %!assert (poisspdf (single ([x, NaN]), 1), single ([y, NaN]), eps ("single"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
75 %!assert (poisspdf ([x, NaN], single (1)), single ([y, NaN]), eps ("single"))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
76
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
77 ## Test input validation
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
78 %!error poisspdf ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
79 %!error poisspdf (1)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
80 %!error poisspdf (1,2,3)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
81 %!error poisspdf (ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
82 %!error poisspdf (ones (2), ones (3))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
83 %!error poisspdf (i, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
84 %!error poisspdf (2, i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11563
diff changeset
85