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annotate scripts/statistics/distributions/normcdf.m @ 20654:b65888ec820e draft default tip gccjit

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dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents d9341b422488
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} normcdf (@var{x})
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22 ## @deftypefnx {Function File} {} normcdf (@var{x}, @var{mu}, @var{sigma})
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23 ## For each element of @var{x}, compute the cumulative distribution function
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24 ## (CDF) at @var{x} of the normal distribution with mean @var{mu} and
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25 ## standard deviation @var{sigma}.
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26 ##
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27 ## Default values are @var{mu} = 0, @var{sigma} = 1.
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28 ## @end deftypefn
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29
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30 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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31 ## Description: CDF of the normal distribution
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32
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33 function cdf = normcdf (x, mu = 0, sigma = 1)
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34
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35 if (nargin != 1 && nargin != 3)
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36 print_usage ();
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37 endif
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38
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39 if (! isscalar (mu) || ! isscalar (sigma))
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40 [retval, x, mu, sigma] = common_size (x, mu, sigma);
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41 if (retval > 0)
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42 error ("normcdf: X, MU, and SIGMA must be of common size or scalars");
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43 endif
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44 endif
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45
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46 if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma))
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47 error ("normcdf: X, MU, and SIGMA must not be complex");
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48 endif
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49
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50 if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single"));
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51 cdf = zeros (size (x), "single");
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52 else
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53 cdf = zeros (size (x));
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54 endif
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55
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56 if (isscalar (mu) && isscalar (sigma))
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57 if (isfinite (mu) && (sigma > 0) && (sigma < Inf))
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58 cdf = stdnormal_cdf ((x - mu) / sigma);
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59 else
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60 cdf = NaN (size (x), class (cdf));
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61 endif
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62 else
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63 k = ! isfinite (mu) | !(sigma > 0) | !(sigma < Inf);
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64 cdf(k) = NaN;
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65
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66 k = ! k;
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67 cdf(k) = stdnormal_cdf ((x(k) - mu(k)) ./ sigma(k));
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68 endif
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69
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70 endfunction
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71
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72
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73 %!shared x,y
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74 %! x = [-Inf 1 2 Inf];
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75 %! y = [0, 0.5, 1/2*(1+erf(1/sqrt(2))), 1];
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76 %!assert (normcdf (x, ones (1,4), ones (1,4)), y)
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77 %!assert (normcdf (x, 1, ones (1,4)), y)
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78 %!assert (normcdf (x, ones (1,4), 1), y)
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79 %!assert (normcdf (x, [0 -Inf NaN Inf], 1), [y(1) NaN NaN NaN])
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80 %!assert (normcdf (x, 1, [Inf NaN -1 0]), [NaN NaN NaN NaN])
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81 %!assert (normcdf ([x(1:2) NaN x(4)], 1, 1), [y(1:2) NaN y(4)])
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82
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83 ## Test class of input preserved
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84 %!assert (normcdf ([x, NaN], 1, 1), [y, NaN])
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85 %!assert (normcdf (single ([x, NaN]), 1, 1), single ([y, NaN]), eps ("single"))
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86 %!assert (normcdf ([x, NaN], single (1), 1), single ([y, NaN]), eps ("single"))
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87 %!assert (normcdf ([x, NaN], 1, single (1)), single ([y, NaN]), eps ("single"))
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88
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89 ## Test input validation
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90 %!error normcdf ()
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91 %!error normcdf (1,2)
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92 %!error normcdf (1,2,3,4)
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93 %!error normcdf (ones (3), ones (2), ones (2))
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94 %!error normcdf (ones (2), ones (3), ones (2))
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95 %!error normcdf (ones (2), ones (2), ones (3))
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96 %!error normcdf (i, 2, 2)
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97 %!error normcdf (2, i, 2)
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98 %!error normcdf (2, 2, i)
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99