Mercurial > octave
view scripts/statistics/discrete_inv.m @ 33577:2506c2d30b32 bytecode-interpreter tip
maint: Merge default to bytecode-interpreter
author | Arun Giridhar <arungiridhar@gmail.com> |
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date | Sat, 11 May 2024 18:49:01 -0400 |
parents | 2e484f9f1f18 |
children |
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######################################################################## ## ## Copyright (C) 1996-2024 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])