Mercurial > octave-nkf
view scripts/statistics/distributions/kolmogorov_smirnov_cdf.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 |
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## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 Kurt Hornik ## ## 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} {} kolmogorov_smirnov_cdf (@var{x}, @var{tol}) ## Return the cumulative distribution function (CDF) at @var{x} of the ## Kolmogorov-Smirnov distribution, ## @tex ## $$ Q(x) = \sum_{k=-\infty}^\infty (-1)^k \exp (-2 k^2 x^2) $$ ## @end tex ## @ifnottex ## ## @example ## @group ## Inf ## Q(x) = SUM (-1)^k exp (-2 k^2 x^2) ## k = -Inf ## @end group ## @end example ## ## @end ifnottex ## @noindent ## for @var{x} > 0. ## ## The optional parameter @var{tol} specifies the precision up to which ## the series should be evaluated; the default is @var{tol} = @code{eps}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: CDF of the Kolmogorov-Smirnov distribution function cdf = kolmogorov_smirnov_cdf (x, tol) if (nargin < 1 || nargin > 2) print_usage (); endif if (nargin == 1) if (isa (x, "single")) tol = eps ("single"); else tol = eps; endif else if (! (isscalar (tol) && (tol > 0))) error ("kolmogorov_smirnov_cdf: TOL must be a positive scalar"); endif endif if (numel (x) == 0) error ("kolmogorov_smirnov_cdf: X must not be empty"); endif cdf = zeros (size (x)); ind = find (x > 0); if (length (ind) > 0) if (columns (ind) < rows (ind)) y = x(ind.'); else y = x(ind); endif K = ceil (sqrt (- log (tol) / 2) / min (y)); k = (1:K)'; A = exp (- 2 * k.^2 * y.^2); odd = find (rem (k, 2) == 1); A(odd,:) = -A(odd,:); cdf(ind) = 1 + 2 * sum (A); endif endfunction %% Test input validation %!error kolmogorov_smirnov_cdf () %!error kolmogorov_smirnov_cdf (1,2,3) %!error kolmogorov_smirnov_cdf (1, ones(2)) %!error kolmogorov_smirnov_cdf ([], 1)