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

annotate scripts/statistics/distributions/nbininv.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
20643 d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	1 ## Copyright (C) 2015 Lachlan Andrew
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	2 ## Copyright (C) 2012-2015 Rik Wehbring
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	3 ## Copyright (C) 1995-2012 Kurt Hornik
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	4 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	5 ## This file is part of Octave.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	6 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	7 ## Octave is free software; you can redistribute it and/or modify it
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	8 ## 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: 6349 diff changeset	9 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6349 diff changeset	10 ## your option) any later version.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	11 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	12 ## Octave is distributed in the hope that it will be useful, but
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	13 ## WITHOUT ANY WARRANTY; without even the implied warranty of
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	14 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	15 ## General Public License for more details.
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	16 ##
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	17 ## 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: 6349 diff changeset	18 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6349 diff changeset	19 ## <http://www.gnu.org/licenses/>.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	20
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	21 ## -- texinfo --
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	22 ## @deftypefn {Function File} {} nbininv (@var{x}, @var{n}, @var{p})
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	23 ## For each element of @var{x}, compute the quantile (the inverse of the CDF)
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	24 ## at @var{x} of the negative binomial distribution with parameters
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	25 ## @var{n} and @var{p}.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	26 ##
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	27 ## When @var{n} is integer this is the Pascal distribution.
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	28 ## When @var{n} is extended to real numbers this is the Polya distribution.
19627 446c46af4b42 strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	29 ##
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	30 ## The number of failures in a Bernoulli experiment with success probability
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	31 ## @var{p} before the @var{n}-th success follows this distribution.
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	32 ## @end deftypefn
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	33
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	34 function inv = nbininv (x, n, p)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	35
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	36 if (nargin != 3)
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	37 print_usage ();
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	38 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	39
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	40 if (! isscalar (n) \|\| ! isscalar (p))
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	41 [retval, x, n, p] = common_size (x, n, p);
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	42 if (retval > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	43 error ("nbininv: X, N, and P must be of common size or scalars");
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	44 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	45 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	46
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	47 if (iscomplex (x) \|\| iscomplex (n) \|\| iscomplex (p))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	48 error ("nbininv: X, N, and P must not be complex");
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	49 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	50
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	51 if (isa (x, "single") \|\| isa (n, "single") \|\| isa (p, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	52 inv = zeros (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	53 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	54 inv = zeros (size (x));
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	55 endif
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	56
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	57 k = (isnan (x) \| (x < 0) \| (x > 1) \| isnan (n) \| (n < 1) \| (n == Inf)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	58 \| isnan (p) \| (p < 0) \| (p > 1));
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	59 inv(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	60
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	61 k = (x == 1) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	62 inv(k) = Inf;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	63
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	64 k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	65 & (p > 0) & (p <= 1));
20643 d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	66 if (! isempty (k))
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	67 x = x(k);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	68 m = zeros (size (k));
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	69 if (isscalar (n) && isscalar (p))
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	70 [m, unfinished] = scalar_nbininv (x(:), n, p);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	71 m(unfinished) = bin_search_nbininv (x(unfinished), n, p);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	72 else
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	73 m = bin_search_nbininv (x, n(k), p(k));
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	74 endif
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	75 inv(k) = m;
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	76 endif
20643 d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	77
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	78 endfunction
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	79
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	80
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	81 ## Core algorithm to calculate the inverse negative binomial, for n and p real
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	82 ## scalars and y a column vector, and for which the output is not NaN or Inf.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	83 ## Compute CDF in batches of doubling size until CDF > x, or answer > 500.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	84 ## Return the locations of unfinished cases in k.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	85 function [m, k] = scalar_nbininv (x, n, p)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	86 k = 1:length (x);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	87 m = zeros (size (x));
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	88 prev_limit = 0;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	89 limit = 10;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	90 do
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	91 cdf = nbincdf (prev_limit:limit, n, p);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	92 r = bsxfun (@le, x(k), cdf);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	93 [v, m(k)] = max (r, [], 2); # find first instance of x <= cdf
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	94 m(k) += prev_limit - 1;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	95 k = k(v == 0);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	96
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	97 prev_limit = limit;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	98 limit += limit;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	99 until (isempty (k) \|\| limit >= 1000)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	100
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	101 endfunction
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	102
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	103 ## Vectorized binary search.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	104 ## Can handle vectors n and p, and is faster than the scalar case when the
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	105 ## answer is large.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	106 ## Could be optimized to call nbincdf only for a subset of the x at each stage,
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	107 ## but care must be taken to handle both scalar and vector n,p. Bookkeeping
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	108 ## may cost more than the extra computations.
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	109 function m = bin_search_nbininv (x, n, p)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	110 k = 1:length (x);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	111 lower = zeros (size (x));
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	112 limit = 1;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	113 while (any (k) && limit < 1e100)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	114 cdf = nbincdf (limit, n, p);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	115 k = (x > cdf);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	116 lower(k) = limit;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	117 limit += limit;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	118 end
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	119 upper = max (2*lower, 1);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	120 k = find (lower != limit/2); # elements for which above loop finished
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	121 for i = 1:ceil (log2 (max (lower)))
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	122 mid = (upper + lower)/2;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	123 cdf = nbincdf (floor (mid), n, p);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	124 r = (x <= cdf);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	125 upper(r) = mid(r);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	126 lower(!r) = mid(!r);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	127 endfor
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	128 m = ceil (lower);
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	129 m(x > nbincdf (m, n, p)) += 1; # fix off-by-one errors from binary search
6349 859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	130
859f7aaea254 [project @ 2007-02-23 14:20:42 by dbateman] dbateman parents: diff changeset	131 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	132
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	133
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	134 %!shared x
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	135 %! x = [-1 0 3/4 1 2];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	136 %!assert (nbininv (x, ones (1,5), 0.5*ones (1,5)), [NaN 0 1 Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	137 %!assert (nbininv (x, 1, 0.5*ones (1,5)), [NaN 0 1 Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	138 %!assert (nbininv (x, ones (1,5), 0.5), [NaN 0 1 Inf NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	139 %!assert (nbininv (x, [1 0 NaN Inf 1], 0.5), [NaN NaN NaN NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	140 %!assert (nbininv (x, [1 0 1.5 Inf 1], 0.5), [NaN NaN 2 NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	141 %!assert (nbininv (x, 1, 0.5*[1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	142 %!assert (nbininv ([x(1:2) NaN x(4:5)], 1, 0.5), [NaN 0 NaN Inf NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	143
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	144 ## 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	145 %!assert (nbininv ([x, NaN], 1, 0.5), [NaN 0 1 Inf NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	146 %!assert (nbininv (single ([x, NaN]), 1, 0.5), single ([NaN 0 1 Inf NaN NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	147 %!assert (nbininv ([x, NaN], single (1), 0.5), single ([NaN 0 1 Inf NaN NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	148 %!assert (nbininv ([x, NaN], 1, single (0.5)), single ([NaN 0 1 Inf NaN NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	149
20643 d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	150 ## Test accuracy, to within +/- 1 since it is a discrete distribution
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	151 %!shared y, tol
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	152 %! y = magic (3) + 1;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	153 %! tol = 1;
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	154 %!assert (nbininv (nbincdf (1:10, 3, 0.1), 3, 0.1), 1:10, tol)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	155 %!assert (nbininv (nbincdf (1:10, 3./(1:10), 0.1), 3./(1:10), 0.1), 1:10, tol)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	156 %!assert (nbininv (nbincdf (y, 3./y, 1./y), 3./y, 1./y), y, tol)
d6d04088ac9e nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). Lachlan Andrew <lachlanbis@gmail.com> parents: 20209 diff changeset	157
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	158 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	159 %!error nbininv ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	160 %!error nbininv (1)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	161 %!error nbininv (1,2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	162 %!error nbininv (1,2,3,4)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	163 %!error nbininv (ones (3), ones (2), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	164 %!error nbininv (ones (2), ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	165 %!error nbininv (ones (2), ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	166 %!error nbininv (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	167 %!error nbininv (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	168 %!error nbininv (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11587 diff changeset	169

Mercurial > octave-nkf

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