annotate scripts/statistics/base/kurtosis.m @ 14399:d931d9b458fc

kurtosis.m: Make docstring equation prettier in Info format * kurtosis.m: Make docstring equation prettier in Info format
author Rik <octave@nomad.inbox5.com>
date Thu, 23 Feb 2012 20:07:25 -0800
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1 ## Copyright (C) 1996-2012 John W. Eaton
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} kurtosis (@var{x})
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21 ## @deftypefnx {Function File} {} kurtosis (@var{x}, @var{dim})
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22 ## Compute the kurtosis of the elements of the vector @var{x}.
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23 ## @tex
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24 ## $$
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25 ## {\rm kurtosis} (x) = {1\over N \sigma^4} \sum_{i=1}^N (x_i-\bar{x})^4 - 3
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26 ## $$
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27 ## where $\bar{x}$ is the mean value of $x$.
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28 ## @end tex
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29 ## @ifnottex
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30 ##
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31 ## @example
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32 ## @group
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33 ## 1 sum ((x - mean(x)).^4)
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34 ## kurtosis (x) = --- * ---------------------- - 3
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35 ## N std(x)^4
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36 ## @end group
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37 ## @end example
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38 ##
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39 ## @end ifnottex
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40 ## If @var{x} is a matrix, return the kurtosis over the
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41 ## first non-singleton dimension of the matrix. If the optional
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42 ## @var{dim} argument is given, operate along this dimension.
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43 ##
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44 ## Note: The definition of kurtosis above yields a kurtosis of zero for the
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45 ## stdnormal distribution and is sometimes referred to as "excess kurtosis".
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46 ## To calculate kurtosis without the normalization factor of @math{-3} use
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47 ## @code{moment (@var{x}, 4, 'c') / std (@var{x})^4}.
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48 ## @seealso{var, skewness, moment}
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49 ## @end deftypefn
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50
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51 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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52 ## Created: 29 July 1994
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53 ## Adapted-By: jwe
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54
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55 function retval = kurtosis (x, dim)
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56
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57 if (nargin != 1 && nargin != 2)
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58 print_usage ();
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59 endif
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60
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61 if (! (isnumeric (x) || islogical (x)))
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62 error ("kurtosis: X must be a numeric vector or matrix");
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63 endif
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64
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65 nd = ndims (x);
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66 sz = size (x);
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67 if (nargin != 2)
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68 ## Find the first non-singleton dimension.
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69 (dim = find (sz > 1, 1)) || (dim = 1);
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70 else
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71 if (!(isscalar (dim) && dim == fix (dim))
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72 || !(1 <= dim && dim <= nd))
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73 error ("kurtosis: DIM must be an integer and a valid dimension");
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74 endif
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75 endif
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76
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77 n = sz(dim);
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78 sz(dim) = 1;
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79 x = center (x, dim); # center also promotes integer to double for next line
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80 retval = zeros (sz, class (x));
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81 s = std (x, [], dim);
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82 idx = find (s > 0);
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83 x = sum (x.^4, dim);
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84 retval(idx) = x(idx) ./ (n * s(idx) .^ 4) - 3;
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85
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86 endfunction
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87
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88
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89 %!test
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90 %! x = [-1; 0; 0; 0; 1];
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91 %! y = [x, 2*x];
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92 %! assert (kurtosis (y), [-1.4, -1.4], sqrt (eps));
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93
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94 %!assert (kurtosis (single (1)), single (0))
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95
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96 %% Test input validation
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97 %!error kurtosis ()
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98 %!error kurtosis (1, 2, 3)
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99 %!error kurtosis (['A'; 'B'])
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100 %!error kurtosis (1, ones (2,2))
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101 %!error kurtosis (1, 1.5)
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102 %!error kurtosis (1, 0)
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103 %!error kurtosis (1, 3)
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104