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annotate scripts/statistics/movmad.m @ 27567:51c2e46e9a36

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doc: Tweaks to @ref, @xref, @pxref invocations for better output. * open.m: Don't use spaces for empty arguments to @xref. Add @code{} around function name hgload. * camorbit.m, camup.m: Use @ref rather than @pxref to avoid generating 'see '. * movmad.m, movmax.m, movmean.m, movmedian.m, movmin.m, movprod.m, movstd.m, movsum.m, movvar.m: Use @pxref rather than @xref to generate lowercase 'see'.
author Rik <rik@octave.org>
date Sat, 26 Oct 2019 05:56:52 -0700
parents 00f796120a6d
children b442ec6dda5c
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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00f796120a6d maint: Update copyright dates in all source files.
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 2018-2019 Rik Wehbring
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software: you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation, either version 3 of the License, or
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8 ## (at your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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13 ## GNU General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <https://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {} {@var{y} =} movmad (@var{x}, @var{wlen})
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21 ## @deftypefnx {} {@var{y} =} movmad (@var{x}, [@var{na}, @var{nb}])
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22 ## @deftypefnx {} {@var{y} =} movmad (@dots{}, @var{dim})
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23 ## @deftypefnx {} {@var{y} =} movmad (@dots{}, "@var{nancond}")
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24 ## @deftypefnx {} {@var{y} =} movmad (@dots{}, @var{property}, @var{value})
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25 ## Calculate the moving mean absolute deviation over a sliding window of length
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26 ## @var{wlen} on data @var{x}.
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27 ##
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28 ## If @var{wlen} is a scalar, the function @code{mad} is applied to a
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29 ## moving window of length @var{wlen}. When @var{wlen} is an odd number the
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30 ## window is symmetric and includes @w{@code{(@var{wlen} - 1) / 2}} elements on
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31 ## either side of the central element. For example, when calculating the
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32 ## output at index 5 with a window length of 3, @code{movmad} uses data
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33 ## elements @w{@code{[4, 5, 6]}}. If @var{wlen} is an even number, the window
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34 ## is asymmetric and has @w{@code{@var{wlen}/2}} elements to the left of the
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35 ## central element and @w{@code{@var{wlen}/2 - 1}} elements to the right of the
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36 ## central element. For example, when calculating the output at index 5 with a
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37 ## window length of 4, @code{movmad} uses data elements
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38 ## @w{@code{[3, 4, 5, 6]}}.
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39 ##
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40 ## If @var{wlen} is an array with two elements @w{@code{[@var{nb}, @var{na}]}},
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41 ## the function is applied to a moving window @code{-@var{nb}:@var{na}}. This
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42 ## window includes @var{nb} number of elements @emph{before} the current
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43 ## element and @var{na} number of elements @emph{after} the current element.
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44 ## The current element is always included. For example, given
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45 ## @w{@code{@var{wlen} = [3, 0]}}, the data used to calculate index 5 is
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46 ## @w{@code{[2, 3, 4, 5]}}.
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47 ##
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48 ## If the optional argument @var{dim} is given, operate along this dimension.
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49 ##
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50 ## The optional string argument @qcode{"@var{nancond}"} controls whether
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51 ## @code{NaN} and @code{NA} values should be included (@qcode{"includenan"}),
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52 ## or excluded (@qcode{"omitnan"}), from the data passed to @code{mad}. The
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53 ## default is @qcode{"includenan"}. Caution: the @qcode{"omitnan"} option is
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54 ## not yet implemented.
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55 ##
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56 ## The calculation can be controlled by specifying @var{property}/@var{value}
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57 ## pairs. Valid properties are
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58 ##
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59 ## @table @asis
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60 ##
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61 ## @item @qcode{"Endpoints"}
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62 ##
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63 ## This property controls how results are calculated at the boundaries
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64 ## (@w{endpoints}) of the window. Possible values are:
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65 ##
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66 ## @table @asis
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67 ## @item @qcode{"shrink"} (default)
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68 ## The window is truncated at the beginning and end of the array to exclude
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69 ## elements for which there is no source data. For example, with a window of
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70 ## length 3, @code{@var{y}(1) = mad (@var{x}(1:2))}, and
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71 ## @code{@var{y}(end) = mad (@var{x}(end-1:end))}.
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72 ##
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73 ## @item @qcode{"discard"}
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74 ## Any @var{y} values that use a window extending beyond the original
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75 ## data array are deleted. For example, with a 10-element data vector and a
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76 ## window of length 3, the output will contain only 8 elements. The first
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77 ## element would require calculating the function over indices
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78 ## @w{@code{[0, 1, 2]}} and is therefore discarded. The last element would
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79 ## require calculating the function over indices @w{@code{[9, 10, 11]}} and is
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80 ## therefore discarded.
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81 ##
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82 ## @item @qcode{"fill"}
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83 ## Any window elements outside the data array are replaced by @code{NaN}. For
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84 ## example, with a window of length 3,
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85 ## @code{@var{y}(1) = mad ([NaN, @var{x}(1:2)])}, and
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86 ## @code{@var{y}(end) = mad ([@var{x}(end-1:end), NaN])}.
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87 ## This option usually results in @var{y} having @code{NaN} values at the
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88 ## boundaries, although it is influenced by how @code{mad} handles @code{NaN},
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89 ## and also by the property @qcode{"nancond"}.
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90 ##
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91 ## @item @var{user_value}
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92 ## Any window elements outside the data array are replaced by the specified
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93 ## value @var{user_value} which must be a numeric scalar. For example, with a
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94 ## window of length 3,
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95 ## @code{@var{y}(1) = mad ([@var{user_value}, @var{x}(1:2)])}, and
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96 ## @code{@var{y}(end) = mad ([@var{x}(end-1:end), @var{user_value}])}.
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97 ## A common choice for @var{user_value} is 0.
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98 ##
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99 ## @item @qcode{"same"}
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100 ## Any window elements outside the data array are replaced by the value of
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101 ## @var{x} at the boundary. For example, with a window of length 3,
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102 ## @code{@var{y}(1) = mad ([@var{x}(1), @var{x}(1:2)])}, and
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103 ## @code{@var{y}(end) = mad ([@var{x}(end-1:end), @var{x}(end)])}.
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104 ##
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105 ## @item @qcode{"periodic"}
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106 ## The window is wrapped so that any missing data elements are taken from
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107 ## the other side of the data. For example, with a window of length 3,
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108 ## @code{@var{y}(1) = mad ([@var{x}(end), @var{x}(1:2)])}, and
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109 ## @code{@var{y}(end) = mad ([@var{x}(end-1:end), @var{x}(1)])}.
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110 ##
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111 ## @end table
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112 ##
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113 ## @item @qcode{"SamplePoints"}
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114 ## Caution: This option is not yet implemented.
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115 ##
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116 ## @end table
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117 ##
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118 ## Programming Note: This function is a wrapper which calls @code{movfun}.
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119 ## For additional options and documentation, @pxref{XREFmovfun,,movfun}.
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120 ##
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121 ## @seealso{movfun, movslice, movmax, movmean, movmedian, movmin, movprod, movstd, movsum, movvar}
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122 ## @end deftypefn
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123
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124 function y = movmad (x, wlen, varargin)
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125
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126 if (nargin < 2)
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127 print_usage ();
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128 endif
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129
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130 y = movfun (@mad, x, wlen, __parse_movargs__ ("movmad", varargin{:}){:});
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131
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132 endfunction
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133
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134
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135 ## FIXME: Need functional BIST tests
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136 # test for bug #55241
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137 %!assert ([0.5; repmat(2/3,8,1); 0.5], movmad ((1:10).', 3))
895f2f609a96 movXXX.m: bug #55241. Add simple test
Juan Pablo Carbajal <ajuanpi+dev@gmail.com>
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138
26262
f73ca7468864 Add movXXX moving statistical functions bug #48774).
Rik <rik@octave.org>
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139
f73ca7468864 Add movXXX moving statistical functions bug #48774).
Rik <rik@octave.org>
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140 ## Test input validation
f73ca7468864 Add movXXX moving statistical functions bug #48774).
Rik <rik@octave.org>
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141 %!error movmad ()
f73ca7468864 Add movXXX moving statistical functions bug #48774).
Rik <rik@octave.org>
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142 %!error movmad (1)