view scripts/statistics/distributions/discrete_cdf.m @ 3837:bb3e654d6684

[project @ 2001-06-07 00:24:25 by jwe]
author jwe
date Thu, 07 Jun 2001 00:24:25 +0000
parents 434790acb067
children 38c61cbf086c
line wrap: on
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## Copyright (C) 1996, 1997  Kurt Hornik
##
## This program 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 2, or (at your option)
## any later version.
##
## This program 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 this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {} discrete_cdf (@var{x}, @var{v}, @var{p})
## For each element of @var{x}, compute the cumulative distribution
## function (CDF) at @var{x} of a univariate discrete distribution which
## assumes the values in v with probabilities @var{p}.
## @end deftypefn

## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: CDF of a discrete distribution

function cdf = discrete_cdf (x, v, p)

  if (nargin != 3)
    usage ("discrete_cdf (x, v, p)");
  endif

  [r, c] = size (x);

  if (! is_vector (v))
    error ("discrete_cdf: v must be a vector");
  elseif (! is_vector (p) || (length (p) != length (v)))
    error ("discrete_cdf: p must be a vector with length (v) elements");
  elseif (! (all (p >= 0) && any (p)))
    error ("discrete_cdf: p must be a nonzero, nonnegative vector");
  endif

  n = r * c;
  m = length (v);
  x = reshape (x, n, 1);
  v = reshape (v, 1, m);
  p = reshape (p / sum (p), m, 1);

  cdf = zeros (n, 1);
  k = find (isnan (x));
  if (any (k))
    cdf (k) = NaN * ones (length (k), 1);
  endif
  k = find (!isnan (x));
  if (any (k))
    n = length (k);
    cdf (k) = ((x(k) * ones (1, m)) >= (ones (n, 1) * v)) * p;
  endif

  cdf = reshape (cdf, r, c);

endfunction