Mercurial > octave
view scripts/statistics/discrete_inv.m @ 24547:fdc9ce839afd
maint: Remove statistics functions which have been shifted to Octave Forge package.
* NEWS: Announce list of functions removed from core.
* scripts/statistics/center.m, scripts/statistics/corr.m,
scripts/statistics/corrcoef.m, scripts/statistics/cov.m,
scripts/statistics/discrete_cdf.m, scripts/statistics/discrete_inv.m,
scripts/statistics/discrete_pdf.m, scripts/statistics/discrete_rnd.m,
scripts/statistics/empirical_cdf.m, scripts/statistics/empirical_inv.m,
scripts/statistics/empirical_pdf.m, scripts/statistics/empirical_rnd.m,
scripts/statistics/histc.m, scripts/statistics/iqr.m,
scripts/statistics/kendall.m, scripts/statistics/kurtosis.m,
scripts/statistics/mean.m, scripts/statistics/meansq.m,
scripts/statistics/median.m, scripts/statistics/mode.m,
scripts/statistics/module.mk, scripts/statistics/moment.m,
scripts/statistics/prctile.m, scripts/statistics/quantile.m,
scripts/statistics/range.m, scripts/statistics/ranks.m,
scripts/statistics/run_count.m, scripts/statistics/runlength.m,
scripts/statistics/skewness.m, scripts/statistics/spearman.m,
scripts/statistics/statistics.m, scripts/statistics/std.m,
scripts/statistics/var.m, scripts/statistics/zscore.m:
Moved from scripts/statistics/base.
* scripts/module.mk: Update build system. Remove @include for directories
base/, tests/, models/, distributions/.
* octave.texi: Update @detailmenu.
* stats.txi: Rewrite statistics chapter with condensed list of functions.
* scripts/statistics/base/module.mk,
scripts/statistics/distributions/module.mk, scripts/statistics/models/module.mk
scripts/statistics/tests/module.mk:
Removed from build system.
* scripts/statistics/base/cloglog.m, scripts/statistics/base/crosstab.m,
scripts/statistics/base/logit.m, scripts/statistics/base/moment.m,
scripts/statistics/base/ppplot.m, scripts/statistics/base/probit.m,
scripts/statistics/base/qqplot.m, scripts/statistics/distributions/betacdf.m,
scripts/statistics/distributions/betainv.m,
scripts/statistics/distributions/betapdf.m,
scripts/statistics/distributions/betarnd.m,
scripts/statistics/distributions/binocdf.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/binornd.m,
scripts/statistics/distributions/cauchy_cdf.m,
scripts/statistics/distributions/cauchy_inv.m,
scripts/statistics/distributions/cauchy_pdf.m,
scripts/statistics/distributions/cauchy_rnd.m,
scripts/statistics/distributions/chi2cdf.m,
scripts/statistics/distributions/chi2inv.m,
scripts/statistics/distributions/chi2pdf.m,
scripts/statistics/distributions/chi2rnd.m,
scripts/statistics/distributions/discrete_cdf.m,
scripts/statistics/distributions/discrete_inv.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/discrete_rnd.m,
scripts/statistics/distributions/empirical_cdf.m,
scripts/statistics/distributions/empirical_inv.m,
scripts/statistics/distributions/empirical_pdf.m,
scripts/statistics/distributions/empirical_rnd.m,
scripts/statistics/distributions/expcdf.m,
scripts/statistics/distributions/expinv.m,
scripts/statistics/distributions/exppdf.m,
scripts/statistics/distributions/exprnd.m,
scripts/statistics/distributions/fcdf.m,
scripts/statistics/distributions/finv.m,
scripts/statistics/distributions/fpdf.m,
scripts/statistics/distributions/frnd.m,
scripts/statistics/distributions/gamcdf.m,
scripts/statistics/distributions/gaminv.m,
scripts/statistics/distributions/gampdf.m,
scripts/statistics/distributions/gamrnd.m,
scripts/statistics/distributions/geocdf.m,
scripts/statistics/distributions/geoinv.m,
scripts/statistics/distributions/geopdf.m,
scripts/statistics/distributions/geornd.m,
scripts/statistics/distributions/hygecdf.m,
scripts/statistics/distributions/hygeinv.m,
scripts/statistics/distributions/hygepdf.m,
scripts/statistics/distributions/hygernd.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_inv.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/laplace_rnd.m,
scripts/statistics/distributions/logistic_cdf.m,
scripts/statistics/distributions/logistic_inv.m,
scripts/statistics/distributions/logistic_pdf.m,
scripts/statistics/distributions/logistic_rnd.m,
scripts/statistics/distributions/logncdf.m,
scripts/statistics/distributions/logninv.m,
scripts/statistics/distributions/lognpdf.m,
scripts/statistics/distributions/lognrnd.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normcdf.m,
scripts/statistics/distributions/norminv.m,
scripts/statistics/distributions/normpdf.m,
scripts/statistics/distributions/normrnd.m,
scripts/statistics/distributions/poisscdf.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poisspdf.m,
scripts/statistics/distributions/poissrnd.m,
scripts/statistics/distributions/stdnormal_cdf.m,
scripts/statistics/distributions/stdnormal_inv.m,
scripts/statistics/distributions/stdnormal_pdf.m,
scripts/statistics/distributions/stdnormal_rnd.m,
scripts/statistics/distributions/tcdf.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/tpdf.m,
scripts/statistics/distributions/trnd.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidinv.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifcdf.m,
scripts/statistics/distributions/unifinv.m,
scripts/statistics/distributions/unifpdf.m,
scripts/statistics/distributions/unifrnd.m,
scripts/statistics/distributions/wblcdf.m,
scripts/statistics/distributions/wblinv.m,
scripts/statistics/distributions/wblpdf.m,
scripts/statistics/distributions/wblrnd.m,
scripts/statistics/distributions/wienrnd.m,
scripts/statistics/models/logistic_regression.m,
scripts/statistics/models/private/logistic_regression_derivatives.m,
scripts/statistics/models/private/logistic_regression_likelihood.m,
scripts/statistics/tests/anova.m, scripts/statistics/tests/bartlett_test.m,
scripts/statistics/tests/chisquare_test_homogeneity.m,
scripts/statistics/tests/chisquare_test_independence.m,
scripts/statistics/tests/cor_test.m,
scripts/statistics/tests/f_test_regression.m,
scripts/statistics/tests/hotelling_test.m,
scripts/statistics/tests/hotelling_test_2.m,
scripts/statistics/tests/kolmogorov_smirnov_test.m,
scripts/statistics/tests/kolmogorov_smirnov_test_2.m,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m,
scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m,
scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_2.m,
scripts/statistics/tests/t_test_regression.m,
scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m,
scripts/statistics/tests/welch_test.m,
scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m,
scripts/statistics/tests/z_test_2.m:
Removed functions.
author | Rik <rik@octave.org> |
---|---|
date | Sun, 07 Jan 2018 17:13:23 -0800 |
parents | scripts/statistics/distributions/discrete_inv.m@194eb4bd202b |
children | 6652d3823428 |
line wrap: on
line source
## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1996-2016 Kurt Hornik ## ## 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_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 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of a discrete distribution function inv = 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")); inv = NaN (size (x), "single"); else inv = 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); inv(k) = v(1); k = (x == 1); inv(k) = v(end); k = (x > 0) & (x < 1); inv(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 discrete_inv () %!error discrete_inv (1) %!error discrete_inv (1,2) %!error discrete_inv (1,2,3,4) %!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])