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

annotate scripts/statistics/distributions/frnd.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	9fc020886ae9
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: 19627 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: 7007 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: 7007 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: 7007 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: 7007 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 --
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	21 ## @deftypefn {Function File} {} frnd (@var{m}, @var{n})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	22 ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	23 ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c}, @dots{})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	24 ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, [@var{sz}])
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	25 ## Return a matrix of random samples from the F distribution with
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	26 ## @var{m} and @var{n} degrees of freedom.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	27 ##
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	28 ## When called with a single size argument, return a square matrix with
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	29 ## the dimension specified. When called with more than one scalar argument the
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	30 ## first two arguments are taken as the number of rows and columns and any
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	31 ## further arguments specify additional matrix dimensions. The size may also
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	32 ## be specified with a vector of dimensions @var{sz}.
19627 446c46af4b42 strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	33 ##
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	34 ## If no size arguments are given then the result matrix is the common size of
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	35 ## @var{m} and @var{n}.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	36 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	37
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5411 diff changeset	38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	39 ## Description: Random deviates from the F distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	40
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	41 function rnd = frnd (m, n, varargin)
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	42
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	43 if (nargin < 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	44 print_usage ();
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	45 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	46
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	47 if (! isscalar (m) \|\| ! isscalar (n))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	48 [retval, m, n] = common_size (m, n);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	49 if (retval > 0)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	50 error ("frnd: M and N must be of common size or scalars");
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	51 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	52 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	53
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	54 if (iscomplex (m) \|\| iscomplex (n))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	55 error ("frnd: M and N must not be complex");
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	56 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	57
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	58 if (nargin == 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	59 sz = size (m);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	60 elseif (nargin == 3)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	61 if (isscalar (varargin{1}) && varargin{1} >= 0)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	62 sz = [varargin{1}, varargin{1}];
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	63 elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	64 sz = varargin{1};
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	65 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	66 error ("frnd: dimension vector must be row vector of non-negative integers");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	67 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	68 elseif (nargin > 3)
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	69 if (any (cellfun (@(x) (! isscalar (x) \|\| x < 0), varargin)))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	70 error ("frnd: dimensions must be non-negative integers");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	71 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	72 sz = [varargin{:}];
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	73 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	74
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	75 if (! isscalar (m) && ! isequal (size (m), sz))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	76 error ("frnd: M and N must be scalar or of size SZ");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	77 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	78
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	79 if (isa (m, "single") \|\| isa (n, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	80 cls = "single";
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	81 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	82 cls = "double";
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	83 endif
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	84
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	85 if (isscalar (m) && isscalar (n))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	86 if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
14683 57569a35765c Simplify class handling ('single' vs. 'double') for statistical distribution random functions. Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	87 rnd = n/m * randg (m/2, sz, cls) ./ randg (n/2, sz, cls);
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	88 else
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	89 rnd = NaN (sz, cls);
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	90 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	91 else
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	92 rnd = NaN (sz, cls);
7032 4d4197ffb09d [project @ 2007-10-15 16:31:55 by jwe] jwe parents: 7017 diff changeset	93
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	94 k = (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
14683 57569a35765c Simplify class handling ('single' vs. 'double') for statistical distribution random functions. Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	95 rnd(k) = n(k) ./ m(k) .* randg (m(k)/2, cls) ./ randg (n(k)/2, cls);
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	96 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	97
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	98 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	99
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	100
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	101 %!assert (size (frnd (1,2)), [1, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	102 %!assert (size (frnd (ones (2,1), 2)), [2, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	103 %!assert (size (frnd (ones (2,2), 2)), [2, 2])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	104 %!assert (size (frnd (1, 2*ones (2,1))), [2, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	105 %!assert (size (frnd (1, 2*ones (2,2))), [2, 2])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	106 %!assert (size (frnd (1, 2, 3)), [3, 3])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	107 %!assert (size (frnd (1, 2, [4 1])), [4, 1])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	108 %!assert (size (frnd (1, 2, 4, 1)), [4, 1])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	109
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	110 ## 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	111 %!assert (class (frnd (1, 2)), "double")
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	112 %!assert (class (frnd (single (1), 2)), "single")
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	113 %!assert (class (frnd (single ([1 1]), 2)), "single")
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	114 %!assert (class (frnd (1, single (2))), "single")
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	115 %!assert (class (frnd (1, single ([2 2]))), "single")
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	116
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	117 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	118 %!error frnd ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	119 %!error frnd (1)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	120 %!error frnd (ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	121 %!error frnd (ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	122 %!error frnd (i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	123 %!error frnd (2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	124 %!error frnd (1,2, -1)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	125 %!error frnd (1,2, ones (2))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	126 %!error frnd (1, 2, [2 -1 2])
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	127 %!error frnd (1,2, 1, ones (2))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	128 %!error frnd (1,2, 1, -1)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	129 %!error frnd (ones (2,2), 2, 3)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	130 %!error frnd (ones (2,2), 2, [3, 2])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	131 %!error frnd (ones (2,2), 2, 2, 3)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12682 diff changeset	132

Mercurial > octave-nkf

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