octave-nkf: scripts/statistics/distributions/exppdf.m annotate

annotate scripts/statistics/distributions/exppdf.m @ 20643:d6d04088ac9e

nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). * nbininv.m: Call new function scalar_nbininv to calculate nbininv for scalar. If there are still uncalculated values then call bin_search_nbininv. Call bin_search_nbininv directly for vectors. Add more BIST tests. * nbininv.m (scalar_binoinv): New subfunction to calculate nbininv for scalar x. Stops when x > 1000. * nbininv.m (bin_search_nbininv): New subfunction to do binary search for nbininv.

author	Lachlan Andrew <lachlanbis@gmail.com>
date	Sun, 11 Oct 2015 20:33:37 -0700
parents	d9341b422488
children

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: 6777 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: 6777 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: 6777 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: 6777 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} {} exppdf (@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 exponential distribution with mean @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 exponential 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: 8920 diff changeset	29 function pdf = exppdf (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: 8920 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: 12665 diff changeset	38 error ("exppdf: 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: 12665 diff changeset	42 if (iscomplex (x) \|\| iscomplex (lambda))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	43 error ("exppdf: 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: 12665 diff changeset	46 if (isa (x, "single") \|\| isa (lambda, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	47 pdf = zeros (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	48 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	49 pdf = zeros (size (x));
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	50 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	51
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	52 k = isnan (x) \| !(lambda > 0);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	53 pdf(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	54
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	55 k = (x >= 0) & (x < Inf) & (lambda > 0);
14552 86854d032a37 maint: miscellaneous style fixes for .m files John W. Eaton <jwe@octave.org> parents: 14363 diff changeset	56 if (isscalar (lambda))
86854d032a37 maint: miscellaneous style fixes for .m files John W. Eaton <jwe@octave.org> parents: 14363 diff changeset	57 pdf(k) = exp (-x(k) / lambda) / lambda;
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	58 else
14552 86854d032a37 maint: miscellaneous style fixes for .m files John W. Eaton <jwe@octave.org> parents: 14363 diff changeset	59 pdf(k) = exp (-x(k) ./ lambda(k)) ./ lambda(k);
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: 12665 diff changeset	63
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	64
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	65 %!shared x,y
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	66 %! x = [-1 0 0.5 1 Inf];
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	67 %! y = gampdf (x, 1, 2);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	68 %!assert (exppdf (x, 2*ones (1,5)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	69 %!assert (exppdf (x, 2*[1 0 NaN 1 1]), [y(1) NaN NaN y(4:5)])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	70 %!assert (exppdf ([x, NaN], 2), [y, NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	71
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	72 ## 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	73 %!assert (exppdf (single ([x, NaN]), 2), single ([y, NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	74 %!assert (exppdf ([x, NaN], single (2)), single ([y, NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 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 input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	77 %!error exppdf ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	78 %!error exppdf (1)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	79 %!error exppdf (1,2,3)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	80 %!error exppdf (ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	81 %!error exppdf (ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	82 %!error exppdf (i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	83 %!error exppdf (2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12665 diff changeset	84

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annotate scripts/statistics/distributions/exppdf.m @ 20643:d6d04088ac9e