Mercurial > octave
view scripts/statistics/discrete_inv.m @ 30997:5330efaf9476
Add optional second output to var and std (bug #62395)
* scripts/statistics/var.m: Add optional second output containing the mean
used to calculate the variance. Move weight isempty check ahead of vector
dimension isscalar check to avoid triggering incompatability error. Add BISTs
testing second output with different calling options. Add BIST testing empty
value passed as variance weight treated as zero. Add new output behavior to
docstring, and update function definitions to show the primary variable.
* scripts/statistics/std.m: Add passthrough for second output from var when
std called with two outputs. Add BISTs testing second output with different
calling options. Update docstring noting new output behavior.
* etc/NEWS.8.md: Note output changes to var and std under Matlab Compatability.
author | Nicholas R. Jankowski <jankowski.nicholas@gmail.com> |
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date | Thu, 12 May 2022 13:10:52 -0400 |
parents | 5d3faba0342e |
children | 597f3ee61a48 |
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######################################################################## ## ## Copyright (C) 1996-2022 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{q} =} discrete_inv (@var{x}, @var{v}, @var{p}) ## For each element of @var{x}, compute the quantile (the inverse of the CDF) ## at @var{x} of the univariate distribution which assumes the values in ## @var{v} with probabilities @var{p}. ## @end deftypefn function q = discrete_inv (x, v, p) if (nargin != 3) print_usage (); endif if (! isvector (v)) error ("discrete_inv: V must be a vector"); elseif (! isvector (p) || (length (p) != length (v))) error ("discrete_inv: P must be a vector with length (V) elements"); elseif (any (isnan (p))) error ("discrete_rnd: P must not have any NaN elements"); elseif (! (all (p >= 0) && any (p))) error ("discrete_inv: P must be a nonzero, non-negative vector"); endif if (isa (x, "single") || isa (v, "single") || isa (p, "single")) q = NaN (size (x), "single"); else q = NaN (size (x)); endif ## FIXME: This isn't elegant. But cumsum and lookup together produce ## different results when called with a single or a double. if (isa (p, "single")) p = double (p); endif [v, idx] = sort (v); p = cumsum (p(idx)(:)) / sum (p); # Reshape and normalize probability vector k = (x == 0); q(k) = v(1); k = (x == 1); q(k) = v(end); k = (x > 0) & (x < 1); q(k) = v(length (p) - lookup (sort (p, "descend"), x(k)) + 1); endfunction %!shared x,v,p,y %! x = [-1 0 0.1 0.5 1 2]; %! v = 0.1:0.2:1.9; %! p = 1/length (v) * ones (1, length (v)); %! y = [NaN v(1) v(1) v(end/2) v(end) NaN]; %!assert (discrete_inv ([x, NaN], v, p), [y, NaN], eps) ## Test class of input preserved %!assert (discrete_inv (single ([x, NaN]), v, p), %! single ([y, NaN]), eps ("single")) %!assert (discrete_inv ([x, NaN], single (v), p), %! single ([y, NaN]), eps ("single")) %!assert (discrete_inv ([x, NaN], v, single (p)), %! single ([y, NaN]), eps ("single")) ## Test input validation %!error <Invalid call> discrete_inv () %!error <Invalid call> discrete_inv (1) %!error <Invalid call> discrete_inv (1,2) %!error discrete_inv (1, ones (2), ones (2,1)) %!error discrete_inv (1, ones (2,1), ones (1,1)) %!error discrete_inv (1, ones (2,1), [1 NaN]) %!error discrete_inv (1, ones (2,1), [1 -1]) %!error discrete_inv (1, ones (2,1), [0 0])