view scripts/polynomial/polyval.m @ 30920:47cbc69e66cd

eliminate direct access to call stack from evaluator The call stack is an internal implementation detail of the evaluator. Direct access to it outside of the evlauator should not be needed. * pt-eval.h (tree_evaluator::get_call_stack): Delete.
author John W. Eaton <jwe@octave.org>
date Fri, 08 Apr 2022 15:19:22 -0400
parents 796f54d4ddbf
children 597f3ee61a48
line wrap: on
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########################################################################
##
## Copyright (C) 1994-2022 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  {} {@var{y} =} polyval (@var{p}, @var{x})
## @deftypefnx {} {@var{y} =} polyval (@var{p}, @var{x}, [], @var{mu})
## @deftypefnx {} {[@var{y}, @var{dy}] =} polyval (@var{p}, @var{x}, @var{s})
## @deftypefnx {} {[@var{y}, @var{dy}] =} polyval (@var{p}, @var{x}, @var{s}, @var{mu})
##
## Evaluate the polynomial @var{p} at the specified values of @var{x}.
##
## If @var{x} is a vector or matrix, the polynomial is evaluated for each of
## the elements of @var{x}.
##
## When @var{mu} is present, evaluate the polynomial for
## @w{(@var{x} - @var{mu}(1)) / @var{mu}(2)}.
##
## In addition to evaluating the polynomial, the second output represents the
## prediction interval, @var{y} +/- @var{dy}, which contains at least 50% of
## the future predictions.  To calculate the prediction interval, the
## structured variable @var{s}, originating from @code{polyfit}, must be
## supplied.
##
## @seealso{polyvalm, polyaffine, polyfit, roots, poly}
## @end deftypefn

function [y, dy] = polyval (p, x, s = [], mu)

  if (nargin < 2 || (nargout == 2 && nargin < 3))
    print_usage ();
  endif

  ## Algorithm requires floating point values
  if (! isfloat (p) || (! isvector (p) && ! isempty (p)))
    error ("polyval: P must be a numeric floating point vector");
  endif
  if (! isfloat (x))
    error ("polyval: X must be numeric floating point");
  endif

  if (nargout > 1)
    if (isempty (s))
      error ("polyval: S input is required for DY output argument");
    elseif (isstruct (s))
      if (! all (ismember ({"R", "normr", "df"}, fieldnames (s))))
        error ("polyval: S input is missing required fields");
      endif
    else
      error ("polyval: S input must be a structure");
    endif
  endif

  if (nargin == 4 && (! isfloat (mu) || numel (mu) < 2))
    error ("polyval: MU must be numeric floating point with 2 values");
  endif

  if (isempty (p) || isempty (x))
    if (isa (p, "single") || isa (x, "single"))
      y = zeros (size (x), "single");
    else
      y = zeros (size (x));
    endif
    return;
  endif

  if (nargin == 4)
    x = (x - mu(1)) / mu(2);
  endif

  n = numel (p) - 1;
  y = p(1) * ones (size (x), class (x));
  for i = 2:n+1
    y = y .* x + p(i);
  endfor

  if (nargout > 1)
    ## Note: the F-Distribution is generally considered to be single-sided.
    ## http://www.itl.nist.gov/div898/handbook/eda/section3/eda3673.htm
    ##   t = finv (1-alpha, s.df, s.df);
    ##   dy = t * sqrt (1 + sumsq (A/s.R, 2)) * s.normr / sqrt (s.df)
    ## If my inference is correct, then t must equal 1 for polyval.
    ## This is because finv (0.5, n, n) = 1.0 for any n.
    k = numel (x);
    A = (x(:) * ones (1, n+1)) .^ (ones (k, 1) * (n:-1:0));
    dy = sqrt (1 + sumsq (A/s.R, 2)) * s.normr / sqrt (s.df);
    dy = reshape (dy, size (x));
  endif

endfunction


%!test
%! r = 0:10:50;
%! p = poly (r);
%! p = p / max (abs (p));
%! x = linspace (0,50,11);
%! y = polyval (p,x) + 0.25*sin (100*x);
%! [pf, s] = polyfit (x, y, numel (r));
%! [y1, delta] = polyval (pf, x, s);
%! expected = [0.37235, 0.35854, 0.32231, 0.32448, 0.31328, ...
%!             0.32036, 0.31328, 0.32448, 0.32231, 0.35854, 0.37235];
%! assert (delta, expected, 0.00001);

%!test
%! x = 10 + (-2:2);
%! y = [0, 0, 1, 0, 2];
%! p = polyfit (x, y, numel (x) - 1);
%! [pn, s, mu] = polyfit (x, y, numel (x) - 1);
%! y1 = polyval (p, x);
%! yn = polyval (pn, x, [], mu);
%! assert (y1, y, sqrt (eps));
%! assert (yn, y, sqrt (eps));

%!test
%! p = [0, 1, 0];
%! x = 1:10;
%! assert (x, polyval (p,x), eps);
%! x = x(:);
%! assert (x, polyval (p,x), eps);
%! x = reshape (x, [2, 5]);
%! assert (x, polyval (p,x), eps);
%! x = reshape (x, [5, 2]);
%! assert (x, polyval (p,x), eps);
%! x = reshape (x, [1, 1, 5, 2]);
%! assert (x, polyval (p,x), eps);

%!test
%! p = [1];
%! x = 1:10;
%! y = ones (size (x));
%! assert (y, polyval (p,x), eps);
%! x = x(:);
%! y = ones (size (x));
%! assert (y, polyval (p,x), eps);
%! x = reshape (x, [2, 5]);
%! y = ones (size (x));
%! assert (y, polyval (p,x), eps);
%! x = reshape (x, [5, 2]);
%! y = ones (size (x));
%! assert (y, polyval (p,x), eps);
%! x = reshape (x, [1, 1, 5, 2]);

## Test empty combinations
%!assert (polyval ([], 1:10), zeros (1, 10))
%!assert (class (polyval (single ([]), 1:10)), "single")
%!assert (class (polyval ([], single (1:10))), "single")
%!assert (polyval (1, []), [])
%!assert (polyval ([], []), [])
%!assert (polyval (1, zeros (0,3)), zeros (0, 3))
%!assert (class (polyval (single (1), [])), "single")
%!assert (class (polyval (1, single ([]))), "single")
%!assert (class (polyval (single ([]), [])), "single")
%!assert (class (polyval ([], single ([]))), "single")

## Test input validation
%!error <Invalid call> polyval ()
%!error <Invalid call> polyval (1)
%!error <Invalid call> [y, dy] = polyval (1, 2)
%!error <P must be a numeric floating point vector> polyval ({1, 0}, 0:10)
%!error <P must be a numeric floating point vector> polyval (int8 ([1]), 0:10)
%!error <P must be a numeric floating point vector> polyval ([1,0;0,1], 0:10)
%!error <X must be numeric floating point> polyval ([1,0], {0:10})
%!error <X must be numeric floating point> polyval ([1,0], int8 (0:10))
%!error <S input is required> [y, dy] = polyval (1, 1, [])
%!error <S input is missing required fields>
%! [y, dy] = polyval (1, 1, struct ("T", 0, "normr", 1, "df", 2));
%!error <S input must be a structure> [y, dy] = polyval (1, 1, 2)
%!error <MU must be numeric floating point with 2 values>
%! polyval (1, 1, [], {1, 2});
%!error <MU must be numeric floating point with 2 values>
%! polyval (1, 1, [], int8 ([1,2]));
%!error <MU must be numeric floating point with 2 values>
%! polyval (1, 1, [], [1]);