diff scripts/statistics/base/prctile.m @ 7643:0220da981c2a

Modified statistics to calculate consistent median.
author Ben Abbott <bpabbott@mac.com>
date Tue, 25 Mar 2008 23:57:49 -0400
parents
children 1bf0ce0930be
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/base/prctile.m	Tue Mar 25 23:57:49 2008 -0400
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+## Copyright (C) 2008 Ben Abbott
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{y} =} prctile (@var{x}, @var{p})
+## @deftypefnx {Function File} {@var{q} =} prctile (@var{x}, @var{p}, @var{dim})
+## For a sample @var{x}, compute the the quantiles, @var{y}, corresponding
+## to the cumulative probability values, P, in percent. All non-numeric
+## values (NaNs) of X are ignored.
+## 
+## If @var{x} is a matrix, compute the the percentiles for each column and
+## return them in a matrix, such that the i-th row of @var{y} contains the 
+## @var{p}(i)th percentiles of each column of @var{x}.
+## 
+## The optional argument @var{dim} determines the dimension along which
+## the percentiles are calculated. If @var{dim} is omitted, and @var{x} is
+## a vector or matrix, it defaults to 1 (column wise quantiles). In the 
+## instance that @var{x} is a N-d array, @var{dim} defaults to the first 
+## dimension whose size greater than unity.
+## 
+## @end deftypefn
+
+## Author: Ben Abbott <bpabbott@mac.com>
+## Description: Matlab style prctile function.
+
+function q = prctile (x, p, dim)
+
+  if (nargin < 1 || nargin > 3)
+    print_usage ();
+  endif
+
+  if (nargin < 2)
+    p = 100*[0.00 0.25, 0.50, 0.75, 1.00];
+  endif
+
+  if (nargin < 3)
+    if (ndims (x) == 2)
+      ## If a matrix or vector, use the 1st dimension.
+      dim = 1;
+    else 
+      ## If an N-d array, use the firt dimension with a length > 1.
+      dim = find (size(v) != 1);
+      if (isempty (dim))
+        dim = 1;
+      endif
+    endif
+  endif
+
+  ## Convert from percent.
+  p = 0.01 * p;
+
+  ## The 5th method is compatible with Matlab.
+  method = 5;
+
+  ## Call the quantile function
+  q = quantile (x, p, dim, method);
+
+endfunction
+
+%!test
+%! pct = 50;
+%! q = prctile (1:4, pct, 1);
+%! qa = [1, 2, 3, 4];
+%! assert (q, qa);
+%! q = prctile (1:4, pct, 2);
+%! qa = 2.5000;
+%! assert (q, qa);
+
+%!test
+%! pct = 50;
+%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
+%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
+%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
+%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
+%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
+%! tol = 0.0001;
+%! q = prctile (x, pct, 1);
+%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307];
+%! assert (q, qa, tol);
+%! q = prctile (x, pct, 2);
+%! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9312];
+%! assert (q, qa, tol);
+
+%!test
+%! pct = 50;
+%! tol = 0.0001;
+%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
+%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
+%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
+%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
+%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
+%! x(5,5) = Inf;
+%! q = prctile (x, pct, 1);
+%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307];
+%! assert (q, qa, tol);
+%! x(5,5) = -Inf;
+%! q = prctile (x, pct, 1);
+%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.1585];
+%! assert (q, qa, tol);
+%! x(1,1) = Inf;
+%! q = prctile (x, pct, 1);
+%! qa = [0.4288, 0.7978, 0.3296, 0.5567, 0.1585];
+%! assert (q, qa, tol);
+
+%!test
+%! pct = 50;
+%! tol = 0.0001;
+%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
+%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
+%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
+%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
+%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
+%! x(3,3) = Inf;
+%! q = prctile (x, pct, 1);
+%! qa = [0.2795, 0.7978, 0.6477, 0.5567, 0.7307];
+%! assert (q, qa, tol);
+%! q = prctile (x, pct, 2);
+%! qa = [0.1148; 0.2041; 0.7307; 0.6477; 0.9312];
+%! assert (q, qa, tol);
+
+%!test
+%! pct = 50;
+%! tol = 0.0001;
+%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
+%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
+%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
+%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
+%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
+%! x(5,5) = NaN;
+%! q = prctile (x, pct, 2);
+%! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9322];
+%! assert (q, qa, tol);
+%! x(1,1) = NaN;
+%! q = prctile (x, pct, 2);
+%! qa = [0.1270; 0.2041; 0.5567; 0.6477; 0.9322];
+%! assert (q, qa, tol);
+%! x(3,3) = NaN;
+%! q = prctile (x, pct, 2);
+%! qa = [0.1270; 0.2041; 0.6437; 0.6477; 0.9322];
+%! assert (q, qa, tol);
+