Mercurial > octave-nkf
view scripts/statistics/distributions/normcdf.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 | e7cc2d4a6db3 |
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} {} normcdf (@var{x}) ## @deftypefnx {Function File} {} normcdf (@var{x}, @var{mu}, @var{sigma}) ## For each element of @var{x}, compute the cumulative distribution ## function (CDF) at @var{x} of the normal distribution with mean ## @var{mu} and standard deviation @var{sigma}. ## ## Default values are @var{mu} = 0, @var{sigma} = 1. ## @end deftypefn ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> ## Description: CDF of the normal distribution function cdf = normcdf (x, mu = 0, sigma = 1) if (nargin != 1 && nargin != 3) print_usage (); endif if (!isscalar (mu) || !isscalar (sigma)) [retval, x, mu, sigma] = common_size (x, mu, sigma); if (retval > 0) error ("normcdf: X, MU, and SIGMA must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma)) error ("normcdf: X, MU, and SIGMA must not be complex"); endif if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single")); cdf = zeros (size (x), "single"); else cdf = zeros (size (x)); endif if (isscalar (mu) && isscalar (sigma)) if (!isinf (mu) && !isnan (mu) && (sigma > 0) && (sigma < Inf)) cdf = stdnormal_cdf ((x - mu) / sigma); else cdf = NaN (size (x), class (cdf)); endif else k = isinf (mu) | isnan (mu) | !(sigma > 0) | !(sigma < Inf); cdf(k) = NaN; k = ! k; cdf(k) = stdnormal_cdf ((x(k) - mu(k)) ./ sigma(k)); endif endfunction %!shared x,y %! x = [-Inf 1 2 Inf]; %! y = [0, 0.5, 1/2*(1+erf(1/sqrt(2))), 1]; %!assert(normcdf (x, ones(1,4), ones(1,4)), y); %!assert(normcdf (x, 1, ones(1,4)), y); %!assert(normcdf (x, ones(1,4), 1), y); %!assert(normcdf (x, [0 -Inf NaN Inf], 1), [y(1) NaN NaN NaN]); %!assert(normcdf (x, 1, [Inf NaN -1 0]), [NaN NaN NaN NaN]); %!assert(normcdf ([x(1:2) NaN x(4)], 1, 1), [y(1:2) NaN y(4)]); %% Test class of input preserved %!assert(normcdf ([x, NaN], 1, 1), [y, NaN]); %!assert(normcdf (single([x, NaN]), 1, 1), single([y, NaN]), eps("single")); %!assert(normcdf ([x, NaN], single(1), 1), single([y, NaN]), eps("single")); %!assert(normcdf ([x, NaN], 1, single(1)), single([y, NaN]), eps("single")); %% Test input validation %!error normcdf () %!error normcdf (1,2) %!error normcdf (1,2,3,4) %!error normcdf (ones(3),ones(2),ones(2)) %!error normcdf (ones(2),ones(3),ones(2)) %!error normcdf (ones(2),ones(2),ones(3)) %!error normcdf (i, 2, 2) %!error normcdf (2, i, 2) %!error normcdf (2, 2, i)