Mercurial > octave
annotate scripts/statistics/discrete_inv.m @ 30330:01de0045b2e3
maint: Shorten some long lines to <= 80 characters (bug #57599)
* audiorecorder.m, disable_diagonal_matrix.m, disable_permutation_matrix.m,
disable_range.m, atan2d.m, accumdim.m, bitcmp.m, blkdiag.m, cplxpair.m,
dblquad.m, integral2.m, integral3.m, interp2.m, interpn.m, logspace.m,
delaunayn.m, griddata3.m, imread.m, genvarname.m, strread.m, nthargout.m,
parseparams.m, lsqnonneg.m, qp.m, sqp.m, material.m, __gnuplot_legend__.m,
plot.m, __gnuplot_drawnow__.m, polygcd.m, polyvalm.m, setdiff.m, fftfilt.m,
eigs.m, betainc.m, cosint.m, factor.m, gallery.m, toeplitz.m, discrete_cdf.m,
discrete_inv.m, discrete_pdf.m, iqr.m, kurtosis.m, quantile.m, bin2dec.m,
isstrprop.m, mat2str.m, strchr.m, strsplit.m, __have_feature__.m, datenum.m,
datevec.m, eomday.m, weboptions.m:
maint: Shorten some long lines to <= 80 characters.
author | Rik <rik@octave.org> |
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date | Tue, 23 Nov 2021 13:28:34 -0800 |
parents | 7854d5752dd2 |
children | 796f54d4ddbf |
rev | line source |
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1 ######################################################################## |
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2 ## |
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3 ## Copyright (C) 1996-2021 The Octave Project Developers |
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4 ## |
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5 ## See the file COPYRIGHT.md in the top-level directory of this |
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6 ## distribution or <https://octave.org/copyright/>. |
3426 | 7 ## |
3922 | 8 ## This file is part of Octave. |
9 ## | |
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10 ## Octave is free software: you can redistribute it and/or modify it |
3922 | 11 ## under the terms of the GNU General Public License as published by |
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12 ## the Free Software Foundation, either version 3 of the License, or |
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13 ## (at your option) any later version. |
3426 | 14 ## |
3922 | 15 ## Octave is distributed in the hope that it will be useful, but |
3191 | 16 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 ## GNU General Public License for more details. |
3426 | 19 ## |
3191 | 20 ## You should have received a copy of the GNU General Public License |
7016 | 21 ## along with Octave; see the file COPYING. If not, see |
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22 ## <https://www.gnu.org/licenses/>. |
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23 ## |
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24 ######################################################################## |
3191 | 25 |
3456 | 26 ## -*- texinfo -*- |
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27 ## @deftypefn {} {} discrete_inv (@var{x}, @var{v}, @var{p}) |
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28 ## For each element of @var{x}, compute the quantile (the inverse of the CDF) |
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29 ## at @var{x} of the univariate distribution which assumes the values in |
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30 ## @var{v} with probabilities @var{p}. |
3456 | 31 ## @end deftypefn |
3191 | 32 |
3456 | 33 function inv = discrete_inv (x, v, p) |
3426 | 34 |
3191 | 35 if (nargin != 3) |
6046 | 36 print_usage (); |
3191 | 37 endif |
38 | |
4030 | 39 if (! isvector (v)) |
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40 error ("discrete_inv: V must be a vector"); |
4030 | 41 elseif (! isvector (p) || (length (p) != length (v))) |
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42 error ("discrete_inv: P must be a vector with length (V) elements"); |
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43 elseif (any (isnan (p))) |
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44 error ("discrete_rnd: P must not have any NaN elements"); |
3456 | 45 elseif (! (all (p >= 0) && any (p))) |
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46 error ("discrete_inv: P must be a nonzero, non-negative vector"); |
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47 endif |
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48 |
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49 if (isa (x, "single") || isa (v, "single") || isa (p, "single")) |
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50 inv = NaN (size (x), "single"); |
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51 else |
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52 inv = NaN (size (x)); |
3191 | 53 endif |
54 | |
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55 ## FIXME: This isn't elegant. But cumsum and lookup together produce |
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56 ## different results when called with a single or a double. |
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57 if (isa (p, "single")) |
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58 p = double (p); |
3191 | 59 endif |
4778 | 60 |
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61 [v, idx] = sort (v); |
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62 p = cumsum (p(idx)(:)) / sum (p); # Reshape and normalize probability vector |
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63 |
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64 k = (x == 0); |
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65 inv(k) = v(1); |
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66 |
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67 k = (x == 1); |
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68 inv(k) = v(end); |
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69 |
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70 k = (x > 0) & (x < 1); |
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71 inv(k) = v(length (p) - lookup (sort (p, "descend"), x(k)) + 1); |
3191 | 72 |
73 endfunction | |
74 | |
75 | |
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76 %!shared x,v,p,y |
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77 %! x = [-1 0 0.1 0.5 1 2]; |
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78 %! v = 0.1:0.2:1.9; |
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79 %! p = 1/length (v) * ones (1, length (v)); |
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80 %! y = [NaN v(1) v(1) v(end/2) v(end) NaN]; |
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81 %!assert (discrete_inv ([x, NaN], v, p), [y, NaN], eps) |
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82 |
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83 ## Test class of input preserved |
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84 %!assert (discrete_inv (single ([x, NaN]), v, p), |
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85 %! single ([y, NaN]), eps ("single")) |
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86 %!assert (discrete_inv ([x, NaN], single (v), p), |
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87 %! single ([y, NaN]), eps ("single")) |
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88 %!assert (discrete_inv ([x, NaN], v, single (p)), |
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89 %! single ([y, NaN]), eps ("single")) |
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90 |
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91 ## Test input validation |
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92 %!error <Invalid call> discrete_inv () |
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93 %!error <Invalid call> discrete_inv (1) |
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94 %!error <Invalid call> discrete_inv (1,2) |
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95 %!error discrete_inv (1, ones (2), ones (2,1)) |
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96 %!error discrete_inv (1, ones (2,1), ones (1,1)) |
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97 %!error discrete_inv (1, ones (2,1), [1 NaN]) |
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98 %!error discrete_inv (1, ones (2,1), [1 -1]) |
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99 %!error discrete_inv (1, ones (2,1), [0 0]) |