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

annotate scripts/statistics/distributions/wblinv.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
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	3 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	4 ## This file is part of Octave.
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	5 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
446b28529300 [project @ 2006-03-17 18:16:03 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.
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	10 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	14 ## General Public License for more details.
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	15 ##
446b28529300 [project @ 2006-03-17 18:16:03 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/>.
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	19
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	20 ## -- texinfo --
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	21 ## @deftypefn {Function File} {} wblinv (@var{x})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	22 ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale})
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	23 ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}, @var{shape})
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	24 ## Compute the quantile (the inverse of the CDF) at @var{x} of the
20209 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	25 ## Weibull distribution with scale parameter @var{scale} and
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19867 diff changeset	26 ## shape parameter @var{shape}.
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	27 ##
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	28 ## Default values are @var{scale} = 1, @var{shape} = 1.
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	29 ## @end deftypefn
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	30
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	32 ## Description: Quantile function of the Weibull distribution
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	33
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	34 function inv = wblinv (x, scale = 1, shape = 1)
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	35
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	36 if (nargin < 1 \|\| nargin > 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5693 diff changeset	37 print_usage ();
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	38 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe 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 (scale) \|\| ! isscalar (shape))
11128 9cb5c0b7b43b Fix reversed documentation for shape and scale parameters in Weibull family of functions. Rik <octave@nomad.inbox5.com> parents: 10525 diff changeset	41 [retval, x, scale, shape] = common_size (x, scale, shape);
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	42 if (retval > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	43 error ("wblinv: X, SCALE, and SHAPE must be of common size or scalars");
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	44 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	45 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	46
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	47 if (iscomplex (x) \|\| iscomplex (scale) \|\| iscomplex (shape))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	48 error ("wblinv: X, SCALE, and SHAPE must not be complex");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	49 endif
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	50
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	51 if (isa (x, "single") \|\| isa (scale, "single") \|\| isa (shape, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	52 inv = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	53 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	54 inv = NaN (size (x));
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	55 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	56
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	57 ok = (scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	58
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	59 k = (x == 0) & ok;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	60 inv(k) = 0;
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	61
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	62 k = (x == 1) & ok;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	63 inv(k) = Inf;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	64
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	65 k = (x > 0) & (x < 1) & ok;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	66 if (isscalar (scale) && isscalar (shape))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	67 inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	68 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	69 inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k));
5693 446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	70 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	71
446b28529300 [project @ 2006-03-17 18:16:03 by jwe] jwe parents: diff changeset	72 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	73
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	74
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	75 %!shared x
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	76 %! x = [-1 0 0.63212055882855778 1 2];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	77 %!assert (wblinv (x, ones (1,5), ones (1,5)), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	78 %!assert (wblinv (x, 1, ones (1,5)), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	79 %!assert (wblinv (x, ones (1,5), 1), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	80 %!assert (wblinv (x, [1 -1 NaN Inf 1], 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	81 %!assert (wblinv (x, 1, [1 -1 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	82 %!assert (wblinv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	83
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	84 ## 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	85 %!assert (wblinv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	86 %!assert (wblinv (single ([x, NaN]), 1, 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	87 %!assert (wblinv ([x, NaN], single (1), 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	88 %!assert (wblinv ([x, NaN], 1, single (1)), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	89
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	90 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	91 %!error wblinv ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	92 %!error wblinv (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	93 %!error wblinv (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	94 %!error wblinv (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	95 %!error wblinv (ones (2), ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	96 %!error wblinv (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	97 %!error wblinv (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	98 %!error wblinv (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12695 diff changeset	99

Mercurial > octave-nkf

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