octave: scripts/statistics/distributions/gampdf.m annotate

annotate scripts/statistics/distributions/gampdf.m @ 23084:ef4d915df748

maint: Merge stable to default.

author	John W. Eaton <jwe@octave.org>
date	Mon, 23 Jan 2017 14:27:48 -0500
parents	3a2b891d0b33 e9a0469dedd9
children	194eb4bd202b

rev	line source
14138 72c96de7a403 maint: update copyright notices for 2012 John W. Eaton <jwe@octave.org> parents: 13949 diff changeset	1 ## Copyright (C) 2012 Rik Wehbring
22323 bac0d6f07a3e maint: Update copyright notices for 2016. John W. Eaton <jwe@octave.org> parents: 20852 diff changeset	2 ## Copyright (C) 1995-2016 Kurt Hornik
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	3 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	4 ## This file is part of Octave.
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	5 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	7 ## under the terms of the GNU General Public License as published by
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	8 ## the Free Software Foundation; either version 3 of the License, or
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	9 ## (at your option) any later version.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	10 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	14 ## GNU General Public License for more details.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	15 ##
56e066f5efc1 [project @ 2005-07-13 17:43:35 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: 6777 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: 6777 diff changeset	18 ## <http://www.gnu.org/licenses/>.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	19
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	20 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20174 diff changeset	21 ## @deftypefn {} {} gampdf (@var{x}, @var{a}, @var{b})
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	22 ## For each element of @var{x}, return the probability density function
20174 d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	23 ## (PDF) at @var{x} of the Gamma distribution with shape parameter @var{a} and
d9341b422488 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	24 ## scale @var{b}.
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	25 ## @end deftypefn
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	26
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	27 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	28 ## Description: PDF of the Gamma distribution
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	29
5411 bee21f388110 [project @ 2005-07-13 17:53:44 by jwe] jwe parents: 5410 diff changeset	30 function pdf = gampdf (x, a, b)
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	31
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	32 if (nargin != 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5642 diff changeset	33 print_usage ();
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	34 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	35
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	36 if (! isscalar (a) \|\| ! isscalar (b))
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	37 [retval, x, a, b] = common_size (x, a, b);
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	38 if (retval > 0)
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	39 error ("gampdf: X, A, and B must be of common size or scalars");
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	40 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	41 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	42
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	43 if (iscomplex (x) \|\| iscomplex (a) \|\| iscomplex (b))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	44 error ("gampdf: X, A, and B must not be complex");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	45 endif
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	46
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	47 if (isa (x, "single") \|\| isa (a, "single") \|\| isa (b, "single"))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	48 pdf = zeros (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	49 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	50 pdf = zeros (size (x));
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	51 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	52
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	53 k = !(a > 0) \| !(b > 0) \| isnan (x);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	54 pdf(k) = NaN;
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	55
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	56 k = (x >= 0) & (a > 0) & (a <= 1) & (b > 0);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	57 if (isscalar (a) && isscalar (b))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	58 pdf(k) = (x(k) .^ (a - 1)) ...
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	59 .* exp (- x(k) / b) / gamma (a) / (b ^ a);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	60 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	61 pdf(k) = (x(k) .^ (a(k) - 1)) ...
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	62 .* exp (- x(k) ./ b(k)) ./ gamma (a(k)) ./ (b(k) .^ a(k));
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	63 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	64
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	65 k = (x >= 0) & (a > 1) & (b > 0);
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	66 if (isscalar (a) && isscalar (b))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	67 pdf(k) = exp (- a * log (b) + (a-1) * log (x(k))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	68 - x(k) / b - gammaln (a));
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	69 else
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	70 pdf(k) = exp (- a(k) .* log (b(k)) + (a(k)-1) .* log (x(k))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	71 - x(k) ./ b(k) - gammaln (a(k)));
5410 56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	72 endif
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	73
56e066f5efc1 [project @ 2005-07-13 17:43:35 by jwe] jwe parents: diff changeset	74 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	75
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	76
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	77 %!shared x,y
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	78 %! x = [-1 0 0.5 1 Inf];
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	79 %! y = [0 exp(-x(2:end))];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	80 %!assert (gampdf (x, ones (1,5), ones (1,5)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	81 %!assert (gampdf (x, 1, ones (1,5)), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	82 %!assert (gampdf (x, ones (1,5), 1), y)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	83 %!assert (gampdf (x, [0 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN y(5)])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	84 %!assert (gampdf (x, 1, [0 -Inf NaN Inf 1]), [NaN NaN NaN 0 y(5)])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	85 %!assert (gampdf ([x, NaN], 1, 1), [y, NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	86
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	87 ## Test class of input preserved
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	88 %!assert (gampdf (single ([x, NaN]), 1, 1), single ([y, NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	89 %!assert (gampdf ([x, NaN], single (1), 1), single ([y, NaN]))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	90 %!assert (gampdf ([x, NaN], 1, single (1)), single ([y, NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	91
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	92 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	93 %!error gampdf ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	94 %!error gampdf (1)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	95 %!error gampdf (1,2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	96 %!error gampdf (1,2,3,4)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	97 %!error gampdf (ones (3), ones (2), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	98 %!error gampdf (ones (2), ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	99 %!error gampdf (ones (2), ones (2), ones (3))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	100 %!error gampdf (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	101 %!error gampdf (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 12657 diff changeset	102 %!error gampdf (2, 2, i)

Mercurial > octave

annotate scripts/statistics/distributions/gampdf.m @ 23084:ef4d915df748