Mercurial > octave-nkf
annotate scripts/statistics/distributions/normcdf.m @ 12749:e7cc2d4a6db3 stable
Fix range of sigma in normal distribution to exclude 0.
* normcdf.m, normpdf.m: Correct 's >= 0' to 's > 0'.
author | Rik <octave@nomad.inbox5.com> |
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date | Thu, 16 Jun 2011 21:05:10 -0700 |
parents | fd0a3ac60b0e |
children | 19b9f17d22af |
rev | line source |
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11523 | 1 ## Copyright (C) 1995-2011 Kurt Hornik |
5410 | 2 ## |
3 ## This file is part of Octave. | |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
5410 | 9 ## |
10 ## Octave is distributed in the hope that it will be useful, but | |
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
13 ## General Public License for more details. | |
14 ## | |
15 ## You should have received a copy of the GNU General Public License | |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
5410 | 18 |
19 ## -*- texinfo -*- | |
6609 | 20 ## @deftypefn {Function File} {} normcdf (@var{x}, @var{m}, @var{s}) |
5410 | 21 ## For each element of @var{x}, compute the cumulative distribution |
22 ## function (CDF) at @var{x} of the normal distribution with mean | |
6609 | 23 ## @var{m} and standard deviation @var{s}. |
5410 | 24 ## |
6609 | 25 ## Default values are @var{m} = 0, @var{s} = 1. |
5410 | 26 ## @end deftypefn |
27 | |
28 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> | |
29 ## Description: CDF of the normal distribution | |
30 | |
6609 | 31 function cdf = normcdf (x, m, s) |
5410 | 32 |
33 if (! ((nargin == 1) || (nargin == 3))) | |
6046 | 34 print_usage (); |
5410 | 35 endif |
36 | |
37 if (nargin == 1) | |
38 m = 0; | |
6609 | 39 s = 1; |
5410 | 40 endif |
41 | |
6617 | 42 if (!isscalar (m) || !isscalar (s)) |
6609 | 43 [retval, x, m, s] = common_size (x, m, s); |
5410 | 44 if (retval > 0) |
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
10525
diff
changeset
|
45 error ("normcdf: X, M and S must be of common size or scalar"); |
5410 | 46 endif |
47 endif | |
48 | |
49 sz = size (x); | |
50 cdf = zeros (sz); | |
51 | |
6609 | 52 if (isscalar (m) && isscalar(s)) |
12749
e7cc2d4a6db3
Fix range of sigma in normal distribution to exclude 0.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
53 if (find (isinf (m) | isnan (m) | !(s > 0) | !(s < Inf))) |
10525
3306cfcb856e
Replace constructs like "NaN * one()" with "NaN()" and "Inf * ones ()" with "Inf()"
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
54 cdf = NaN (sz); |
5410 | 55 else |
6609 | 56 cdf = stdnormal_cdf ((x - m) ./ s); |
5410 | 57 endif |
58 else | |
12749
e7cc2d4a6db3
Fix range of sigma in normal distribution to exclude 0.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
59 k = find (isinf (m) | isnan (m) | !(s > 0) | !(s < Inf)); |
5410 | 60 if (any (k)) |
61 cdf(k) = NaN; | |
62 endif | |
63 | |
12749
e7cc2d4a6db3
Fix range of sigma in normal distribution to exclude 0.
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
64 k = find (!isinf (m) & !isnan (m) & (s > 0) & (s < Inf)); |
5410 | 65 if (any (k)) |
6609 | 66 cdf(k) = stdnormal_cdf ((x(k) - m(k)) ./ s(k)); |
5410 | 67 endif |
68 endif | |
69 | |
6609 | 70 cdf((s == 0) & (x == m)) = 0.5; |
5410 | 71 |
72 endfunction |