Mercurial > octave-nkf
view scripts/statistics/distributions/tpdf.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} {} tpdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the probability density function (PDF) ## at @var{x} of the @var{t} (Student) distribution with ## @var{n} degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the t distribution function pdf = tpdf (x, n) if (nargin != 2) print_usage (); endif if (! isscalar (n)) [retval, x, n] = common_size (x, n); if (retval > 0) error ("tpdf: X and N must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (n)) error ("tpdf: X and N must not be complex"); endif if (isa (x, "single") || isa (n, "single")) pdf = zeros (size (x), "single"); else pdf = zeros (size (x)); endif k = isnan (x) | !(n > 0) | !(n < Inf); pdf(k) = NaN; k = isfinite (x) & (n > 0) & (n < Inf); if (isscalar (n)) pdf(k) = (exp (- (n + 1) * log (1 + x(k) .^ 2 / n)/2) / (sqrt (n) * beta (n/2, 1/2))); else pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2) ./ (sqrt (n(k)) .* beta (n(k)/2, 1/2))); endif endfunction %!test %! x = rand (10,1); %! y = 1./(pi * (1 + x.^2)); %! assert (tpdf (x, 1), y, 5*eps); %!shared x,y %! x = [-Inf 0 0.5 1 Inf]; %! y = 1./(pi * (1 + x.^2)); %!assert (tpdf (x, ones (1,5)), y, eps) %!assert (tpdf (x, 1), y, eps) %!assert (tpdf (x, [0 NaN 1 1 1]), [NaN NaN y(3:5)], eps) ## Test class of input preserved %!assert (tpdf ([x, NaN], 1), [y, NaN], eps) %!assert (tpdf (single ([x, NaN]), 1), single ([y, NaN]), eps ("single")) %!assert (tpdf ([x, NaN], single (1)), single ([y, NaN]), eps ("single")) ## Test input validation %!error tpdf () %!error tpdf (1) %!error tpdf (1,2,3) %!error tpdf (ones (3), ones (2)) %!error tpdf (ones (2), ones (3)) %!error tpdf (i, 2) %!error tpdf (2, i)