Mercurial > hg > octave-lyh
annotate scripts/statistics/base/qqplot.m @ 11436:e151e23f73bc
Overhaul base statistics functions and documentation of same.
Add or improve input validation.
Add input validation tests.
Add functional tests.
Improve or re-write documentation strings.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Mon, 03 Jan 2011 21:23:08 -0800 |
| parents | 95c3e38098bf |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 7017 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2001, 2002, 2003, 2005, |
| 2 ## 2006, 2007 Kurt Hornik | |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3200 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3200 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3200 | 19 |
| 3453 | 20 ## -*- texinfo -*- |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
21 ## @deftypefn {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
22 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
23 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}, @var{params}) |
| 3453 | 24 ## Perform a QQ-plot (quantile plot). |
| 3200 | 25 ## |
| 3453 | 26 ## If F is the CDF of the distribution @var{dist} with parameters |
| 27 ## @var{params} and G its inverse, and @var{x} a sample vector of length | |
| 28 ## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th | |
| 29 ## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} - | |
| 30 ## 0.5)/@var{n}). | |
| 3200 | 31 ## |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
32 ## If the sample comes from F, except for a transformation of location |
| 3200 | 33 ## and scale, the pairs will approximately follow a straight line. |
| 34 ## | |
| 3453 | 35 ## The default for @var{dist} is the standard normal distribution. The |
| 36 ## optional argument @var{params} contains a list of parameters of | |
| 37 ## @var{dist}. For example, for a quantile plot of the uniform | |
| 38 ## distribution on [2,4] and @var{x}, use | |
| 39 ## | |
| 40 ## @example | |
| 41 ## qqplot (x, "uniform", 2, 4) | |
| 42 ## @end example | |
| 3200 | 43 ## |
| 6754 | 44 ## @noindent |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
45 ## @var{dist} can be any string for which a function @var{distinv} or |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
46 ## @var{dist_inv} exists that calculates the inverse CDF of distribution |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
47 ## @var{dist}. |
| 6754 | 48 ## |
| 3200 | 49 ## If no output arguments are given, the data are plotted directly. |
| 3453 | 50 ## @end deftypefn |
| 3200 | 51 |
| 5428 | 52 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 3456 | 53 ## Description: Perform a QQ-plot (quantile plot) |
| 3200 | 54 |
| 3979 | 55 function [q, s] = qqplot (x, dist, varargin) |
| 3426 | 56 |
| 3200 | 57 if (nargin < 1) |
| 6046 | 58 print_usage (); |
| 3200 | 59 endif |
| 3426 | 60 |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
61 if (!(isnumeric (x) && isvector(x))) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
62 error ("qqplot: X must be a numeric vector"); |
| 3200 | 63 endif |
| 64 | |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
65 if (nargin == 1) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
66 f = @stdnormal_inv; |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
67 else |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
68 if ( exist (invname = sprintf ("%sinv", dist)) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
69 || exist (invname = sprintf ("%s_inv", dist))) |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
70 f = str2func (invname); |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
71 else |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
72 error ("qqplot: no inverse CDF found for distribution DIST"); |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
73 endif |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
74 endif; |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
75 |
| 3200 | 76 s = sort (x); |
| 77 n = length (x); | |
| 78 t = ((1 : n)' - .5) / n; | |
| 79 if (nargin <= 2) | |
| 80 q = feval (f, t); | |
| 4348 | 81 q_label = func2str (f); |
| 3200 | 82 else |
| 5153 | 83 q = feval (f, t, varargin{:}); |
| 84 if (nargin > 3) | |
| 85 tmp = sprintf (", %g", varargin{2:end}); | |
| 86 else | |
| 87 tmp = ""; | |
| 88 endif | |
|
11436
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
89 q_label = sprintf ("%s with parameter(s) %g%s", |
|
e151e23f73bc
Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents:
10549
diff
changeset
|
90 func2str (f), varargin{1}, tmp); |
| 3200 | 91 endif |
| 3426 | 92 |
| 3200 | 93 if (nargout == 0) |
| 6447 | 94 plot (q, s); |
| 3200 | 95 xlabel (q_label); |
| 96 ylabel ("sample points"); | |
| 97 endif | |
| 98 | |
| 99 endfunction |