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view scripts/statistics/base/prctile.m @ 12656:6b2f14af2360
Overhaul functions in statistics/base directory.
Widen input validation to accept logicals.
Return correct class of output, e.g., 'single' depending on class of input.
Correct or add tests for above.
* center.m, cov.m, kendall.m, mean.m, meansq.m, median.m, mode.m, prctile.m,
quantile.m, ranks.m, run_count.m, runlength.m, spearman.m, statistics.m,
std.m, var.m, logistic_inv.m: Overhaul as described above
* corrcoef.m: Overhaul + remove input validation already done by cov().
* cor.m, logit.m, ppplot.m, table.m: Only align test blocks.
* gls.m, ols.m: Only correct class of output, no logical inputs for regression.
* histc.m: Only change spacing of code to be uniform.
* iqr.m: Overhaul + 2X speedup by calling empirical_inv just once.
* kurtosis.m: Overhaul + replace repmat instances with center().
* mahalanobis.m: Overhaul + use bsxfun for centering data.
* moment.m: Overhaul + replace repmat instances with center().
* probit.m, range.m: Redo input validation and add tests.
* skewness.m: Overhaul + replace repmat instances with center().
* zscore.m: Overhaul + replace repmat instances with center() + use bsxfun.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Sat, 07 May 2011 14:52:08 -0700 |
parents | f96b9b9f141b |
children | 72c96de7a403 |
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## Copyright (C) 2008-2011 Ben Abbott ## ## 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 ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{q} =} prctile (@var{x}) ## @deftypefnx {Function File} {@var{q} =} prctile (@var{x}, @var{p}) ## @deftypefnx {Function File} {@var{q} =} prctile (@var{x}, @var{p}, @var{dim}) ## For a sample @var{x}, compute the quantiles, @var{q}, corresponding ## to the cumulative probability values, @var{p}, in percent. All non-numeric ## values (NaNs) of @var{x} are ignored. ## ## If @var{x} is a matrix, compute the percentiles for each column and ## return them in a matrix, such that the i-th row of @var{y} contains the ## @var{p}(i)th percentiles of each column of @var{x}. ## ## If @var{p} is unspecified, return the quantiles for @code{[0 25 50 75 100]}. ## The optional argument @var{dim} determines the dimension along which ## the percentiles are calculated. If @var{dim} is omitted, and @var{x} is ## a vector or matrix, it defaults to 1 (column-wise quantiles). When ## @var{x} is an N-D array, @var{dim} defaults to the first non-singleton ## dimension. ## @seealso{quantile} ## @end deftypefn ## Author: Ben Abbott <bpabbott@mac.com> ## Description: Matlab style prctile function. function q = prctile (x, p = [], dim) if (nargin < 1 || nargin > 3) print_usage (); endif if (! (isnumeric (x) || islogical (x))) error ("prctile: X must be a numeric vector or matrix"); endif if (isempty (p)) p = [0, 25, 50, 75, 100]; endif if (! (isnumeric (p) && isvector (p))) error ("prctile: P must be a numeric vector"); endif nd = ndims (x); if (nargin == 2) if (nd == 2) ## If a matrix or vector, always use 1st dimension. dim = 1; else ## If an N-d array, find the first non-singleton dimension. (dim = find (sz > 1, 1)) || (dim = 1); endif else if (!(isscalar (dim) && dim == fix (dim)) || !(1 <= dim && dim <= nd)) error ("prctile: DIM must be an integer and a valid dimension"); endif endif ## Convert from percent to decimal. p /= 100; q = quantile (x, p, dim); endfunction %!test %! pct = 50; %! q = prctile (1:4, pct, 1); %! qa = [1, 2, 3, 4]; %! assert (q, qa); %! q = prctile (1:4, pct, 2); %! qa = 2.5000; %! assert (q, qa); %!test %! pct = 50; %! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393 %! 0.1718, 0.7273, 0.2041, 0.4531, 0.1585 %! 0.2795, 0.7978, 0.3296, 0.5567, 0.7307 %! 0.4288, 0.8753, 0.6477, 0.6287, 0.8165 %! 0.9331, 0.9312, 0.9635, 0.7796, 0.8461]; %! tol = 0.0001; %! q = prctile (x, pct, 1); %! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307]; %! assert (q, qa, tol); %! q = prctile (x, pct, 2); %! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9312]; %! assert (q, qa, tol); %!test %! pct = 50; %! tol = 0.0001; %! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393 %! 0.1718, 0.7273, 0.2041, 0.4531, 0.1585 %! 0.2795, 0.7978, 0.3296, 0.5567, 0.7307 %! 0.4288, 0.8753, 0.6477, 0.6287, 0.8165 %! 0.9331, 0.9312, 0.9635, 0.7796, 0.8461]; %! x(5,5) = Inf; %! q = prctile (x, pct, 1); %! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307]; %! assert (q, qa, tol); %! x(5,5) = -Inf; %! q = prctile (x, pct, 1); %! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.1585]; %! assert (q, qa, tol); %! x(1,1) = Inf; %! q = prctile (x, pct, 1); %! qa = [0.4288, 0.7978, 0.3296, 0.5567, 0.1585]; %! assert (q, qa, tol); %!test %! pct = 50; %! tol = 0.0001; %! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393 %! 0.1718, 0.7273, 0.2041, 0.4531, 0.1585 %! 0.2795, 0.7978, 0.3296, 0.5567, 0.7307 %! 0.4288, 0.8753, 0.6477, 0.6287, 0.8165 %! 0.9331, 0.9312, 0.9635, 0.7796, 0.8461]; %! x(3,3) = Inf; %! q = prctile (x, pct, 1); %! qa = [0.2795, 0.7978, 0.6477, 0.5567, 0.7307]; %! assert (q, qa, tol); %! q = prctile (x, pct, 2); %! qa = [0.1148; 0.2041; 0.7307; 0.6477; 0.9312]; %! assert (q, qa, tol); %!test %! pct = 50; %! tol = 0.0001; %! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393 %! 0.1718, 0.7273, 0.2041, 0.4531, 0.1585 %! 0.2795, 0.7978, 0.3296, 0.5567, 0.7307 %! 0.4288, 0.8753, 0.6477, 0.6287, 0.8165 %! 0.9331, 0.9312, 0.9635, 0.7796, 0.8461]; %! x(5,5) = NaN; %! q = prctile (x, pct, 2); %! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9322]; %! assert (q, qa, tol); %! x(1,1) = NaN; %! q = prctile (x, pct, 2); %! qa = [0.1270; 0.2041; 0.5567; 0.6477; 0.9322]; %! assert (q, qa, tol); %! x(3,3) = NaN; %! q = prctile (x, pct, 2); %! qa = [0.1270; 0.2041; 0.6437; 0.6477; 0.9322]; %! assert (q, qa, tol); %% Test input validation %!error prctile () %!error prctile (1, 2, 3, 4) %!error prctile (['A'; 'B'], 10) %!error prctile (1:10, [true, false]) %!error prctile (1:10, ones (2,2)) %!error prctile (1, 1, 1.5) %!error prctile (1, 1, 0) %!error prctile (1, 1, 3)