Mercurial > octave-nkf
view scripts/statistics/distributions/laplace_cdf.m @ 20641:c3c052b9192a
Improve performance and error reporting of betainv, gaminv (bug #34363).
* betainv.m: Replace for loop with do-until loop. Shorten max loop cycles to
40, rather than 10,000. Issue warning if algorithm fails.
* gaminv.m: Replace for loop with do-until loop. Shorten max loop cycles to
40, rather than 100. Issue warning if algorithm fails.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 11 Oct 2015 16:55:17 -0700 |
parents | d9341b422488 |
children |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1995-2015 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} {} laplace_cdf (@var{x}) ## For each element of @var{x}, compute the cumulative distribution function ## (CDF) at @var{x} of the Laplace distribution. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: CDF of the Laplace distribution function cdf = laplace_cdf (x) if (nargin != 1) print_usage (); endif if (iscomplex (x)) error ("laplace_cdf: X must not be complex"); endif cdf = (1 + sign (x) .* (1 - exp (- abs (x)))) / 2; endfunction %!shared x,y %! x = [-Inf -log(2) 0 log(2) Inf]; %! y = [0, 1/4, 1/2, 3/4, 1]; %!assert (laplace_cdf ([x, NaN]), [y, NaN]) ## Test class of input preserved %!assert (laplace_cdf (single ([x, NaN])), single ([y, NaN])) ## Test input validation %!error laplace_cdf () %!error laplace_cdf (1,2) %!error laplace_cdf (i)