Mercurial > octave-nkf
view scripts/statistics/distributions/kolmogorov_smirnov_cdf.m @ 20209:d9341b422488 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed statistics/ and @ftp/ in scripts directory.
* scripts/@ftp/ascii.m, scripts/@ftp/binary.m, scripts/@ftp/cd.m,
scripts/@ftp/dir.m, scripts/@ftp/ftp.m, scripts/@ftp/mget.m,
scripts/@ftp/mput.m, scripts/statistics/base/center.m,
scripts/statistics/base/cloglog.m, scripts/statistics/base/cov.m,
scripts/statistics/base/gls.m, scripts/statistics/base/histc.m,
scripts/statistics/base/iqr.m, scripts/statistics/base/kendall.m,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/logit.m,
scripts/statistics/base/lscov.m, scripts/statistics/base/mahalanobis.m,
scripts/statistics/base/mean.m, scripts/statistics/base/meansq.m,
scripts/statistics/base/median.m, scripts/statistics/base/mode.m,
scripts/statistics/base/moment.m, scripts/statistics/base/ols.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/prctile.m,
scripts/statistics/base/probit.m, scripts/statistics/base/range.m,
scripts/statistics/base/ranks.m, scripts/statistics/base/run_count.m,
scripts/statistics/base/runlength.m, scripts/statistics/base/skewness.m,
scripts/statistics/base/spearman.m, scripts/statistics/base/statistics.m,
scripts/statistics/base/std.m, scripts/statistics/base/table.m,
scripts/statistics/base/var.m, scripts/statistics/base/zscore.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m,
scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 10 May 2015 16:07:41 -0700 |
parents | 9fc020886ae9 |
children |
line wrap: on
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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} {} kolmogorov_smirnov_cdf (@var{x}, @var{tol}) ## Return the cumulative distribution function (CDF) at @var{x} of the ## Kolmogorov-Smirnov distribution. ## ## This is defined as ## @tex ## $$ Q(x) = \sum_{k=-\infty}^\infty (-1)^k \exp (-2 k^2 x^2) $$ ## @end tex ## @ifnottex ## ## @example ## @group ## Inf ## Q(x) = SUM (-1)^k exp (-2 k^2 x^2) ## k = -Inf ## @end group ## @end example ## ## @end ifnottex ## @noindent ## for @var{x} > 0. ## ## The optional parameter @var{tol} specifies the precision up to which ## the series should be evaluated; the default is @var{tol} = @code{eps}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: CDF of the Kolmogorov-Smirnov distribution function cdf = kolmogorov_smirnov_cdf (x, tol) if (nargin < 1 || nargin > 2) print_usage (); endif if (nargin == 1) if (isa (x, "single")) tol = eps ("single"); else tol = eps; endif else if (! (isscalar (tol) && (tol > 0))) error ("kolmogorov_smirnov_cdf: TOL must be a positive scalar"); endif endif if (numel (x) == 0) error ("kolmogorov_smirnov_cdf: X must not be empty"); endif cdf = zeros (size (x)); ind = find (x > 0); if (length (ind) > 0) if (columns (ind) < rows (ind)) y = x(ind.'); else y = x(ind); endif K = ceil (sqrt (- log (tol) / 2) / min (y)); k = (1:K)'; A = exp (- 2 * k.^2 * y.^2); odd = find (rem (k, 2) == 1); A(odd,:) = -A(odd,:); cdf(ind) = 1 + 2 * sum (A); endif endfunction ## Test input validation %!error kolmogorov_smirnov_cdf () %!error kolmogorov_smirnov_cdf (1,2,3) %!error kolmogorov_smirnov_cdf (1, ones (2)) %!error kolmogorov_smirnov_cdf ([], 1)