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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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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 2, or (at your option) |
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8 ## 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, write to the Free |
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA |
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18 ## 02111-1307, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} moment (@var{x}, @var{p}, @var{opt}) |
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22 ## If @var{x} is a vector, compute the @var{p}-th moment of @var{x}. |
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23 ## |
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24 ## If @var{x} is a matrix, return the row vector containing the |
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25 ## @var{p}-th moment of each column. |
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26 ## |
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27 ## With the optional string opt, the kind of moment to be computed can |
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28 ## be specified. If opt contains @code{"c"} or @code{"a"}, central |
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29 ## and/or absolute moments are returned. For example, |
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30 ## |
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31 ## @example |
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32 ## moment (x, 3, "ac") |
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33 ## @end example |
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34 ## |
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35 ## @noindent |
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36 ## computes the third central absolute moment of @var{x}. |
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37 ## @end deftypefn |
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38 |
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39 ## Can easily be made to work for continuous distributions (using quad) |
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40 ## as well, but how does the general case work? |
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41 |
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42 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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43 ## Description: Compute moments |
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44 |
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45 function m = moment (x, p, opt) |
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46 |
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47 if ((nargin < 2) || (nargin > 3)) |
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48 usage ("moment (x, p, type"); |
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49 endif |
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50 |
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51 [nr, nc] = size (x); |
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52 if (nr == 0 || nc == 0) |
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53 error ("moment: x must not be empty"); |
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54 elseif (nr == 1) |
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55 x = reshape (x, nc, 1); |
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56 nr = nc; |
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57 endif |
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58 |
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59 if (nargin == 3) |
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60 tmp = warn_str_to_num; |
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61 unwind_protect |
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62 warn_str_to_num = 0; |
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63 if any (opt == "c") |
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64 x = x - ones (nr, 1) * sum (x) / nr; |
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65 endif |
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66 if any (opt == "a") |
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67 x = abs (x); |
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68 endif |
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69 unwind_protect_cleanup |
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70 warn_str_to_num = tmp; |
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71 end_unwind_protect |
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72 endif |
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73 |
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74 m = sum(x .^ p) / nr; |
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75 |
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76 endfunction |
