Mercurial > octave-nkf
diff scripts/statistics/distributions/poissinv.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | fd0a3ac60b0e |
children | 72c96de7a403 |
line wrap: on
line diff
--- a/scripts/statistics/distributions/poissinv.m Tue Sep 20 11:41:59 2011 -0700 +++ b/scripts/statistics/distributions/poissinv.m Tue Sep 20 12:13:13 2011 -0700 @@ -1,3 +1,4 @@ +## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 Kurt Hornik ## ## This file is part of Octave. @@ -18,7 +19,7 @@ ## -*- texinfo -*- ## @deftypefn {Function File} {} poissinv (@var{x}, @var{lambda}) -## For each component of @var{x}, compute the quantile (the inverse of +## For each element of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the Poisson distribution with parameter ## @var{lambda}. ## @end deftypefn @@ -35,42 +36,68 @@ if (!isscalar (lambda)) [retval, x, lambda] = common_size (x, lambda); if (retval > 0) - error ("poissinv: X and LAMBDA must be of common size or scalar"); + error ("poissinv: X and LAMBDA must be of common size or scalars"); endif endif - inv = zeros (size (x)); - - k = find ((x < 0) | (x > 1) | isnan (x) | !(lambda > 0)); - if (any (k)) - inv(k) = NaN; + if (iscomplex (x) || iscomplex (lambda)) + error ("poissinv: X and LAMBDA must not be complex"); endif - k = find ((x == 1) & (lambda > 0)); - if (any (k)) - inv(k) = Inf; + if (isa (x, "single") || isa (lambda, "single")) + inv = zeros (size (x), "single"); + else + inv = zeros (size (x)); endif + k = (x < 0) | (x > 1) | isnan (x) | !(lambda > 0); + inv(k) = NaN; + + k = (x == 1) & (lambda > 0); + inv(k) = Inf; + k = find ((x > 0) & (x < 1) & (lambda > 0)); - if (any (k)) - if (isscalar (lambda)) - cdf = exp (-lambda) * ones (size (k)); + if (isscalar (lambda)) + cdf = exp (-lambda) * ones (size (k)); + else + cdf = exp (-lambda(k)); + endif + + while (1) + m = find (cdf < x(k)); + if (any (m)) + inv(k(m)) += 1; + if (isscalar (lambda)) + cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda); + else + cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda(k(m))); + endif else - cdf = exp (-lambda(k)); + break; endif - while (1) - m = find (cdf < x(k)); - if (any (m)) - inv(k(m)) = inv(k(m)) + 1; - if (isscalar (lambda)) - cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda); - else - cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda(k(m))); - endif - else - break; - endif - endwhile - endif + endwhile endfunction + + +%!shared x +%! x = [-1 0 0.5 1 2]; +%!assert(poissinv (x, ones(1,5)), [NaN 0 1 Inf NaN]); +%!assert(poissinv (x, 1), [NaN 0 1 Inf NaN]); +%!assert(poissinv (x, [1 0 NaN 1 1]), [NaN NaN NaN Inf NaN]); +%!assert(poissinv ([x(1:2) NaN x(4:5)], 1), [NaN 0 NaN Inf NaN]); + +%% Test class of input preserved +%!assert(poissinv ([x, NaN], 1), [NaN 0 1 Inf NaN NaN]); +%!assert(poissinv (single([x, NaN]), 1), single([NaN 0 1 Inf NaN NaN])); +%!assert(poissinv ([x, NaN], single(1)), single([NaN 0 1 Inf NaN NaN])); + +%% Test input validation +%!error poissinv () +%!error poissinv (1) +%!error poissinv (1,2,3) +%!error poissinv (ones(3),ones(2)) +%!error poissinv (ones(2),ones(3)) +%!error poissinv (i, 2) +%!error poissinv (2, i) +