view scripts/statistics/moment.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents 7854d5752dd2
children 5d3faba0342e
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########################################################################
##
## Copyright (C) 1995-2022 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  {} {} moment (@var{x}, @var{p})
## @deftypefnx {} {} moment (@var{x}, @var{p}, @var{type})
## @deftypefnx {} {} moment (@var{x}, @var{p}, @var{dim})
## @deftypefnx {} {} moment (@var{x}, @var{p}, @var{type}, @var{dim})
## @deftypefnx {} {} moment (@var{x}, @var{p}, @var{dim}, @var{type})
## Compute the @var{p}-th central moment of the vector @var{x}.
##
## The @var{p}-th central moment of @var{x} is defined as:
##
## @tex
## $$
## {\sum_{i=1}^N (x_i - \bar{x})^p \over N}
## $$
## where $\bar{x}$ is the mean value of @var{x} and $N$ is the number of elements of @var{x}.
##
##
## @end tex
## @ifnottex
##
## @example
## @group
## 1/N SUM_i (@var{x}(i) - mean(@var{x}))^@var{p}
## @end group
## @end example
##
## @noindent
## where @math{N} is the length of the @var{x} vector.
##
## @end ifnottex
##
## If @var{x} is a matrix, return the row vector containing the @var{p}-th
## central moment of each column.
##
## If the optional argument @var{dim} is given, operate along this dimension.
##
## The optional string @var{type} specifies the type of moment to be computed.
## Valid options are:
##
## @table @asis
## @item @qcode{"c"}
##   Central Moment (default).
##
## @item  @qcode{"a"}
## @itemx @qcode{"ac"}
##   Absolute Central Moment.  The moment about the mean ignoring sign
## defined as
## @tex
## $$
## {\sum_{i=1}^N {\left| x_i - \bar{x} \right|}^p \over N}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## 1/N SUM_i (abs (@var{x}(i) - mean(@var{x})))^@var{p}
## @end group
## @end example
##
## @end ifnottex
##
## @item @qcode{"r"}
##   Raw Moment.  The moment about zero defined as
##
## @tex
## $$
## {\rm moment} (x) = { \sum_{i=1}^N {x_i}^p \over N }
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## moment (@var{x}) = 1/N SUM_i @var{x}(i)^@var{p}
## @end group
## @end example
##
## @end ifnottex
##
## @item @nospell{@qcode{"ar"}}
##   Absolute Raw Moment.  The moment about zero ignoring sign defined as
## @tex
## $$
## {\sum_{i=1}^N {\left| x_i \right|}^p \over N}
## $$
## @end tex
## @ifnottex
##
## @example
## @group
## 1/N SUM_i ( abs (@var{x}(i)) )^@var{p}
## @end group
## @end example
##
## @end ifnottex
## @end table
##
## If both @var{type} and @var{dim} are given they may appear in any order.
## @seealso{var, skewness, kurtosis}
## @end deftypefn

## Can easily be made to work for continuous distributions (using quad)
## as well, but how does the general case work?

function m = moment (x, p, opt1, opt2)

  if (nargin < 2)
    print_usage ();
  endif

  if (! (isnumeric (x) || islogical (x)) || isempty (x))
    error ("moment: X must be a non-empty numeric matrix or vector");
  endif

  if (! (isnumeric (p) && isscalar (p)))
    error ("moment: P must be a numeric scalar");
  endif

  need_dim = false;

  if (nargin == 2)
    type = "";
    need_dim = true;
  elseif (nargin == 3)
    if (ischar (opt1))
      type = opt1;
      need_dim = true;
    else
      dim = opt1;
      type = "";
    endif
  elseif (nargin == 4)
    if (ischar (opt1))
      type = opt1;
      dim = opt2;
    elseif (ischar (opt2))
      type = opt2;
      dim = opt1;
    else
      error ("moment: TYPE must be a string");
    endif
  endif

  nd = ndims (x);
  sz = size (x);
  if (need_dim)
    ## Find the first non-singleton dimension.
    (dim = find (sz > 1, 1)) || (dim = 1);
  else
    if (! (isscalar (dim) && dim == fix (dim) && dim > 0))
      error ("moment: DIM must be an integer and a valid dimension");
    endif
  endif

  n = size (x, dim);

  if (! any (type == "r"))
    x = center (x, dim);
  endif
  if (any (type == "a"))
    x = abs (x);
  endif

  m = sum (x .^ p, dim) / n;

endfunction


%!shared x
%! x = rand (10);
%!assert (moment (x,1), mean (center (x)), eps)
%!assert (moment (x,2), meansq (center (x)), eps)
%!assert (moment (x,1,2), mean (center (x, 2), 2), eps)
%!assert (moment (x,1,"a"), mean (abs (center (x))), eps)
%!assert (moment (x,1,"r"), mean (x), eps)
%!assert (moment (x,1,"ar"), mean (abs (x)), eps)

%!assert (moment (single ([1 2 3]), 1, "r"), single (2))

%!assert (moment (1, 2, 4), 0)

## Test input validation
%!error <Invalid call> moment ()
%!error <Invalid call> moment (1)
%!error <X must be a non-empty numeric matrix> moment (['A'; 'B'], 2)
%!error <X must be a non-empty numeric matrix> moment (ones (2,0,3), 2)
%!error <P must be a numeric scalar> moment (1, true)
%!error <P must be a numeric scalar> moment (1, ones (2,2))
%!error <TYPE must be a string> moment (1, 2, 3, 4)
%!error <DIM must be an integer and a valid dimension> moment (1, 2, ones (2,2))
%!error <DIM must be an integer and a valid dimension> moment (1, 2, 1.5)