Mercurial > hg > octave-lyh
view scripts/statistics/distributions/tpdf.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | c792872f8942 |
children | 583830ce6afa |
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## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 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 ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} tpdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n} ## degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the t distribution function pdf = tpdf (x, n) if (nargin != 2) print_usage (); endif if (!isscalar (n)) [retval, x, n] = common_size (x, n); if (retval > 0) error ("tpdf: X and N must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (n)) error ("tpdf: X and N must not be complex"); endif if (isa (x, "single") || isa (n, "single")) pdf = zeros (size (x), "single"); else pdf = zeros (size (x)); endif k = isnan (x) | !(n > 0) | !(n < Inf); pdf(k) = NaN; k = !isinf (x) & !isnan (x) & (n > 0) & (n < Inf); if (isscalar (n)) pdf(k) = (exp (- (n + 1) * log (1 + x(k) .^ 2 / n)/2) / (sqrt (n) * beta (n/2, 1/2))); else pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2) ./ (sqrt (n(k)) .* beta (n(k)/2, 1/2))); endif endfunction %!test %! x = rand (10,1); %! y = 1./(pi * (1 + x.^2)); %! assert(tpdf (x, 1), y, 5*eps); %!shared x,y %! x = [-Inf 0 0.5 1 Inf]; %! y = 1./(pi * (1 + x.^2)); %!assert(tpdf (x, ones(1,5)), y, eps); %!assert(tpdf (x, 1), y, eps); %!assert(tpdf (x, [0 NaN 1 1 1]), [NaN NaN y(3:5)], eps); %% Test class of input preserved %!assert(tpdf ([x, NaN], 1), [y, NaN]); %!assert(tpdf (single([x, NaN]), 1), single([y, NaN]), eps("single")); %!assert(tpdf ([x, NaN], single(1)), single([y, NaN]), eps("single")); %% Test input validation %!error tpdf () %!error tpdf (1) %!error tpdf (1,2,3) %!error tpdf (ones(3),ones(2)) %!error tpdf (ones(2),ones(3)) %!error tpdf (i, 2) %!error tpdf (2, i)