Mercurial > octave-nkf
view scripts/statistics/distributions/discrete_pdf.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 19b9f17d22af |
children | f3d52523cde1 |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1996-2012 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} {} discrete_pdf (@var{x}, @var{v}, @var{p}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of a univariate discrete distribution which assumes ## the values in @var{v} with probabilities @var{p}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of a discrete distribution function pdf = discrete_pdf (x, v, p) if (nargin != 3) print_usage (); endif if (! isvector (v)) error ("discrete_pdf: V must be a vector"); elseif (any (isnan (v))) error ("discrete_pdf: V must not have any NaN elements"); elseif (! isvector (p) || (length (p) != length (v))) error ("discrete_pdf: P must be a vector with length (V) elements"); elseif (! (all (p >= 0) && any (p))) error ("discrete_pdf: P must be a nonzero, non-negative vector"); endif ## Reshape and normalize probability vector. Values not in table get 0 prob. p = [0 ; p(:)/sum(p)]; if (isa (x, "single") || isa (v, "single") || isa (p, "single")) pdf = NaN (size (x), "single"); else pdf = NaN (size (x)); endif k = !isnan (x); [vs, vi] = sort (v(:)); pdf(k) = p([0 ; vi](lookup (vs, x(k), 'm') + 1) + 1); endfunction %!shared x,v,p,y %! x = [-1 0.1 1.1 1.9 3]; %! v = 0.1:0.2:1.9; %! p = 1/length(v) * ones(1, length(v)); %! y = [0 0.1 0.1 0.1 0]; %!assert(discrete_pdf ([x, NaN], v, p), [y, NaN], 5*eps); %% Test class of input preserved %!assert(discrete_pdf (single([x, NaN]), v, p), single([y, NaN]), 5*eps("single")); %!assert(discrete_pdf ([x, NaN], single(v), p), single([y, NaN]), 5*eps("single")); %!assert(discrete_pdf ([x, NaN], v, single(p)), single([y, NaN]), 5*eps("single")); %% Test input validation %!error discrete_pdf () %!error discrete_pdf (1) %!error discrete_pdf (1,2) %!error discrete_pdf (1,2,3,4) %!error discrete_pdf (1, ones(2), ones(2,1)) %!error discrete_pdf (1, [1 ; NaN], ones(2,1)) %!error discrete_pdf (1, ones(2,1), ones(1,1)) %!error discrete_pdf (1, ones(2,1), [1 -1]) %!error discrete_pdf (1, ones(2,1), [1 NaN]) %!error discrete_pdf (1, ones(2,1), [0 0])