annotate scripts/statistics/base/skewness.m @ 7411:83a8781b529d

[project @ 2008-01-22 21:52:25 by jwe]
author jwe
date Tue, 22 Jan 2008 21:52:26 +0000
parents a1dbe9d80eee
children 81d6ab3ac93c
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
7017
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe]
jwe
parents: 7016
diff changeset
1 ## Copyright (C) 1996, 1997, 1998, 1999, 2000, 2002, 2004, 2005, 2006,
a1dbe9d80eee [project @ 2007-10-12 21:27:11 by jwe]
jwe
parents: 7016
diff changeset
2 ## 2007 John W. Eaton
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
3 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
4 ## This file is part of Octave.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
5 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
6 ## Octave is free software; you can redistribute it and/or modify it
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
7 ## under the terms of the GNU General Public License as published by
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
9 ## your option) any later version.
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
10 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
11 ## Octave is distributed in the hope that it will be useful, but
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
14 ## General Public License for more details.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
15 ##
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
16 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
18 ## <http://www.gnu.org/licenses/>.
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
19
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
20 ## -*- texinfo -*-
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
21 ## @deftypefn {Function File} {} skewness (@var{x}, @var{dim})
3499
3e3e14ad5149 [project @ 2000-01-31 05:18:07 by jwe]
jwe
parents: 3458
diff changeset
22 ## If @var{x} is a vector of length @math{n}, return the skewness
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
23 ## @iftex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
24 ## @tex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
25 ## $$
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
26 ## {\rm skewness} (x) = {1\over N \sigma(x)^3} \sum_{i=1}^N (x_i-\bar{x})^3
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
27 ## $$
6754
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe]
jwe
parents: 6046
diff changeset
28 ## where $\bar{x}$ is the mean value of $x$.
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
29 ## @end tex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
30 ## @end iftex
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
31 ## @ifinfo
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3367
diff changeset
32 ##
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
33 ## @example
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
34 ## skewness (x) = N^(-1) std(x)^(-3) sum ((x - mean(x)).^3)
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
35 ## @end example
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
36 ## @end ifinfo
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3367
diff changeset
37 ##
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
38 ## @noindent
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
39 ## of @var{x}. If @var{x} is a matrix, return the skewness along the
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
40 ## first non-singleton dimension of the matrix. If the optional
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
41 ## @var{dim} argument is given, operate along this dimension.
3367
0748b03c3510 [project @ 1999-11-20 14:52:38 by jwe]
jwe
parents: 3200
diff changeset
42 ## @end deftypefn
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
43
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5307
diff changeset
44 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
45 ## Created: 29 July 1994
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
46 ## Adapted-By: jwe
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
47
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
48 function retval = skewness (x, dim)
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
49
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
50 if (nargin != 1 && nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
51 print_usage ();
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
52 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
53
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
54 nd = ndims (x);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
55 sz = size (x);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
56 if (nargin != 2)
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
57 ## Find the first non-singleton dimension.
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
58 dim = 1;
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
59 while (dim < nd + 1 && sz(dim) == 1)
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
60 dim = dim + 1;
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
61 endwhile
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
62 if (dim > nd)
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
63 dim = 1;
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
64 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
65 else
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
66 if (! (isscalar (dim) && dim == round (dim))
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
67 && dim > 0
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
68 && dim < (nd + 1))
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
69 error ("skewness: dim must be an integer and valid dimension");
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
70 endif
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
71 endif
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
72
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
73 if (! ismatrix (x))
3458
d25bc039237b [project @ 2000-01-19 09:36:14 by jwe]
jwe
parents: 3426
diff changeset
74 error ("skewness: x has to be a matrix or a vector");
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
75 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
76
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
77 c = sz(dim);
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
78 idx = ones (1, nd);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
79 idx (dim) = c;
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
80 x = x - repmat (mean (x, dim), idx);
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
81 sz(dim) = 1;
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
82 retval = zeros (sz);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
83 s = std (x, [], dim);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
84 ind = find (s > 0);
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
85 x = sum (x .^ 3, dim);
4886
54b076a24718 [project @ 2004-04-30 04:31:51 by jwe]
jwe
parents: 4885
diff changeset
86 retval(ind) = x(ind) ./ (c * s(ind) .^ 3);
4885
28ab079d8f0e [project @ 2004-04-30 04:21:33 by jwe]
jwe
parents: 4030
diff changeset
87
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
88 endfunction
7411
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe]
jwe
parents: 7017
diff changeset
89
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe]
jwe
parents: 7017
diff changeset
90 %!error skewness ();
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe]
jwe
parents: 7017
diff changeset
91
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe]
jwe
parents: 7017
diff changeset
92 %!error skewness (1, 2, 3);
83a8781b529d [project @ 2008-01-22 21:52:25 by jwe]
jwe
parents: 7017
diff changeset
93