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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## -*- texinfo -*- |
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18 ## @deftypefn {Function File} {} moment (@var{x}, @var{p}, @var{opt}) |
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19 ## If @var{x} is a vector, compute the @var{p}-th moment of @var{x}. |
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20 ## |
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21 ## If @var{x} is a matrix, return the row vector containing the |
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22 ## @var{p}-th moment of each column. |
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23 ## |
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24 ## With the optional string opt, the kind of moment to be computed can |
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25 ## be specified. If opt contains @code{"c"} or @code{"a"}, central |
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26 ## and/or absolute moments are returned. For example, |
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27 ## |
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28 ## @example |
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29 ## moment (x, 3, "ac") |
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30 ## @end example |
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31 ## |
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32 ## @noindent |
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33 ## computes the third central absolute moment of @var{x}. |
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34 ## @end deftypefn |
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35 |
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36 ## Can easily be made to work for continuous distributions (using quad) |
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37 ## as well, but how does the general case work? |
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38 |
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39 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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40 ## Description: Compute moments |
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41 |
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42 function m = moment (x, p, opt) |
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43 |
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44 if ((nargin < 2) || (nargin > 3)) |
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45 usage ("moment (x, p [, type]") |
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46 endif |
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47 |
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48 [nr, nc] = size (x); |
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49 if (nr == 0 || nc == 0) |
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50 error ("moment: x must not be empty"); |
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51 elseif (nr == 1) |
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52 x = reshape (x, nc, 1); |
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53 nr = nc; |
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54 endif |
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55 |
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56 if (nargin == 3) |
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57 tmp = implicit_str_to_num_ok; |
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58 implicit_str_to_num_ok = "true"; |
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59 if any (opt == "c") |
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60 x = x - ones (nr, 1) * sum (x) / nr; |
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61 endif |
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62 if any (opt == "a") |
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63 x = abs (x); |
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64 endif |
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65 implicit_str_to_num_ok = tmp; |
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66 endif |
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67 |
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68 m = sum(x .^ p) / nr; |
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69 |
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70 endfunction |
