Mercurial > hg > octave-lyh
view scripts/statistics/base/moment.m @ 16923:5d08a2ec7edb
doc: Move graphics object functions into the right section
* plot.txi: Merge node "Use of axis, line, and patch Functions" into
node "Graphics Objects".
* octave.texi: Remove node "Use of axis, line, and patch Functions"
author | Mike Miller <mtmiller@ieee.org> |
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date | Mon, 08 Jul 2013 09:13:30 -0400 |
parents | 86854d032a37 |
children | bc924baa2c4e |
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## Copyright (C) 1995-2012 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} {} moment (@var{x}, @var{p}) ## @deftypefnx {Function File} {} moment (@var{x}, @var{p}, @var{type}) ## @deftypefnx {Function File} {} moment (@var{x}, @var{p}, @var{dim}) ## @deftypefnx {Function File} {} moment (@var{x}, @var{p}, @var{type}, @var{dim}) ## @deftypefnx {Function File} {} moment (@var{x}, @var{p}, @var{dim}, @var{type}) ## Compute the @var{p}-th moment of the vector @var{x} about zero. ## @tex ## $$ ## {\rm moment} (x) = { \sum_{i=1}^N {x_i}^p \over N } ## $$ ## @end tex ## @ifnottex ## ## @example ## @group ## moment (x) = 1/N SUM_i x(i)^p ## @end group ## @end example ## ## @end ifnottex ## ## If @var{x} is a matrix, return the row vector containing the ## @var{p}-th moment of each column. ## ## The optional string @var{type} specifies the type of moment to be computed. ## Valid options are: ## ## @table @asis ## @item "c" ## Central Moment. The moment about the mean defined as ## @tex ## $$ ## {\sum_{i=1}^N (x_i - \bar{x})^p \over N} ## $$ ## @end tex ## @ifnottex ## ## @example ## @group ## 1/N SUM_i (x(i) - mean(x))^p ## @end group ## @end example ## ## @end ifnottex ## ## @item "a" ## Absolute Moment. The moment about zero ignoring sign defined as ## @tex ## $$ ## {\sum_{i=1}^N {\left| x_i \right|}^p \over N} ## $$ ## @end tex ## @ifnottex ## ## @example ## @group ## 1/N SUM_i ( abs (x(i)) )^p ## @end group ## @end example ## ## @end ifnottex ## ## @item "ac" ## Absolute Central Moment. Defined as ## @tex ## $$ ## {\sum_{i=1}^N {\left| x_i - \bar{x} \right|}^p \over N} ## $$ ## @end tex ## @ifnottex ## ## @example ## @group ## 1/N SUM_i ( abs (x(i) - mean(x)) )^p ## @end group ## @end example ## ## @end ifnottex ## @end table ## ## If the optional argument @var{dim} is given, operate along this dimension. ## ## If both @var{type} and @var{dim} are given they may appear in any order. ## @seealso{var, skewness, kurtosis} ## @end deftypefn ## Can easily be made to work for continuous distributions (using quad) ## as well, but how does the general case work? ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Compute moments function m = moment (x, p, opt1, opt2) if (nargin < 2 || nargin > 4) print_usage (); endif if (!(isnumeric (x) || islogical (x)) || isempty (x)) error ("moment: X must be a non-empty numeric matrix or vector"); endif if (! (isnumeric (p) && isscalar (p))) error ("moment: P must be a numeric scalar"); endif need_dim = false; if (nargin == 2) type = ""; need_dim = true; elseif (nargin == 3) if (ischar (opt1)) type = opt1; need_dim = true; else dim = opt1; type = ""; endif elseif (nargin == 4) if (ischar (opt1)) type = opt1; dim = opt2; elseif (ischar (opt2)) type = opt2; dim = opt1; else error ("moment: expecting TYPE to be a string"); endif endif nd = ndims (x); sz = size (x); if (need_dim) ## Find the first non-singleton dimension. (dim = find (sz > 1, 1)) || (dim = 1); else if (!(isscalar (dim) && dim == fix (dim)) || !(1 <= dim && dim <= nd)) error ("moment: DIM must be an integer and a valid dimension"); endif endif n = sz(dim); if (any (type == "c")) x = center (x, dim); endif if (any (type == "a")) x = abs (x); endif m = sum (x .^ p, dim) / n; endfunction %!test %! x = rand (10); %! assert (moment (x,1), mean (x), 1e1*eps); %! assert (moment (x,2), meansq (x), 1e1*eps); %! assert (moment (x,1,2), mean (x,2), 1e1*eps); %! assert (moment (x,1,"c"), mean (center (x)), 1e1*eps); %! assert (moment (x,1,"a"), mean (abs (x)), 1e1*eps); %!assert (moment (single ([1 2 3]), 1), single (2)) %% Test input validation %!error moment () %!error moment (1) %!error moment (1, 2, 3, 4, 5) %!error moment (['A'; 'B'], 2) %!error moment (ones (2,0,3), 2) %!error moment (1, true) %!error moment (1, ones (2,2)) %!error moment (1, 2, 3, 4) %!error moment (1, 2, ones (2,2)) %!error moment (1, 2, 1.5) %!error moment (1, 2, 4)