view scripts/statistics/discrete_cdf.m @ 28240:2fb684dc2ec2

axis.m: Implement "fill" option for Matlab compatibility. * axis.m: Document that "fill" is a synonym for "normal". Place "vis3d" option in documentation table for modes which affect aspect ratio. Add strcmpi (opt, "fill") to decode opt and executed the same behavior as "normal".
author Rik <rik@octave.org>
date Fri, 24 Apr 2020 13:16:09 -0700
parents bd51beb6205e
children d8318c12d903 0a5b15007766
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########################################################################
##
## Copyright (C) 2010-2020 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn {} {} discrete_cdf (@var{x}, @var{v}, @var{p})
## For each element of @var{x}, compute the cumulative distribution function
## (CDF) at @var{x} of a univariate discrete distribution which assumes the
## values in @var{v} with probabilities @var{p}.
## @end deftypefn

function cdf = discrete_cdf (x, v, p)

  if (nargin != 3)
    print_usage ();
  endif

  if (! isvector (v))
    error ("discrete_cdf: V must be a vector");
  elseif (any (isnan (v)))
    error ("discrete_cdf: V must not have any NaN elements");
  elseif (! isvector (p) || (length (p) != length (v)))
    error ("discrete_cdf: P must be a vector with length (V) elements");
  elseif (! (all (p >= 0) && any (p)))
    error ("discrete_cdf: P must be a nonzero, non-negative vector");
  endif

  p = p(:) / sum (p);   # Reshape and normalize probability vector

  if (isa (x, "single") || isa (v, "single") || isa (p, "single"))
    cdf = NaN (size (x), "single");
  else
    cdf = NaN (size (x));
  endif

  k = ! isnan (x);
  [vs, vi] = sort (v);
  cdf(k) = [0 ; cumsum(p(vi))](lookup (vs, x(k)) + 1);

endfunction


%!shared x,v,p,y
%! x = [-1 0.1 1.1 1.9 3];
%! v = 0.1:0.2:1.9;
%! p = 1/length(v) * ones (1, length(v));
%! y = [0 0.1 0.6 1 1];
%!assert (discrete_cdf ([x, NaN], v, p), [y, NaN], eps)

## Test class of input preserved
%!assert (discrete_cdf (single ([x, NaN]), v, p), single ([y, NaN]), 2*eps ("single"))
%!assert (discrete_cdf ([x, NaN], single (v), p), single ([y, NaN]), 2*eps ("single"))
%!assert (discrete_cdf ([x, NaN], v, single (p)), single ([y, NaN]), 2*eps ("single"))

## Test input validation
%!error discrete_cdf ()
%!error discrete_cdf (1)
%!error discrete_cdf (1,2)
%!error discrete_cdf (1,2,3,4)
%!error discrete_cdf (1, ones (2), ones (2,1))
%!error discrete_cdf (1, [1 ; NaN], ones (2,1))
%!error discrete_cdf (1, ones (2,1), ones (1,1))
%!error discrete_cdf (1, ones (2,1), [1 -1])
%!error discrete_cdf (1, ones (2,1), [1 NaN])
%!error discrete_cdf (1, ones (2,1), [0 0])