Mercurial > octave-nkf
view scripts/statistics/distributions/normpdf.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) 1995-2012 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} {} normpdf (@var{x}) ## @deftypefnx {Function File} {} normpdf (@var{x}, @var{mu}, @var{sigma}) ## For each element of @var{x}, compute the probability density function ## (PDF) 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: PDF of the normal distribution function pdf = normpdf (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 ("normpdf: X, MU, and SIGMA must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma)) error ("normpdf: X, MU, and SIGMA must not be complex"); endif if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single")) pdf = zeros (size (x), "single"); else pdf = zeros (size (x)); endif if (isscalar (mu) && isscalar (sigma)) if (!isinf (mu) && !isnan (mu) && (sigma > 0) && (sigma < Inf)) pdf = stdnormal_pdf ((x - mu) / sigma) / sigma; else pdf = NaN (size (x), class (pdf)); endif else k = isinf (mu) | !(sigma > 0) | !(sigma < Inf); pdf(k) = NaN; k = !isinf (mu) & (sigma > 0) & (sigma < Inf); pdf(k) = stdnormal_pdf ((x(k) - mu(k)) ./ sigma(k)) ./ sigma(k); endif endfunction %!shared x,y %! x = [-Inf 1 2 Inf]; %! y = 1/sqrt(2*pi)*exp (-(x-1).^2/2); %!assert(normpdf (x, ones(1,4), ones(1,4)), y); %!assert(normpdf (x, 1, ones(1,4)), y); %!assert(normpdf (x, ones(1,4), 1), y); %!assert(normpdf (x, [0 -Inf NaN Inf], 1), [y(1) NaN NaN NaN]); %!assert(normpdf (x, 1, [Inf NaN -1 0]), [NaN NaN NaN NaN]); %!assert(normpdf ([x, NaN], 1, 1), [y, NaN]); %% Test class of input preserved %!assert(normpdf (single([x, NaN]), 1, 1), single([y, NaN]), eps("single")); %!assert(normpdf ([x, NaN], single(1), 1), single([y, NaN]), eps("single")); %!assert(normpdf ([x, NaN], 1, single(1)), single([y, NaN]), eps("single")); %% Test input validation %!error normpdf () %!error normpdf (1,2) %!error normpdf (1,2,3,4) %!error normpdf (ones(3),ones(2),ones(2)) %!error normpdf (ones(2),ones(3),ones(2)) %!error normpdf (ones(2),ones(2),ones(3)) %!error normpdf (i, 2, 2) %!error normpdf (2, i, 2) %!error normpdf (2, 2, i)