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[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 34f96dd5441b
children a1dbe9d80eee
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1 ## Copyright (C) 1996, 1997 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} discrete_cdf (@var{x}, @var{v}, @var{p})
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21 ## For each element of @var{x}, compute the cumulative distribution
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22 ## function (CDF) at @var{x} of a univariate discrete distribution which
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23 ## assumes the values in @var{v} with probabilities @var{p}.
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24 ## @end deftypefn
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25
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26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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27 ## Description: CDF of a discrete distribution
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28
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29 function cdf = discrete_cdf (x, v, p)
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30
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31 if (nargin != 3)
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32 print_usage ();
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33 endif
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34
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35 sz = size (x);
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36
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37 if (! isvector (v))
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38 error ("discrete_cdf: v must be a vector");
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39 elseif (! isvector (p) || (length (p) != length (v)))
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40 error ("discrete_cdf: p must be a vector with length (v) elements");
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41 elseif (! (all (p >= 0) && any (p)))
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42 error ("discrete_cdf: p must be a nonzero, nonnegative vector");
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43 endif
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44
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45 n = numel (x);
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46 m = length (v);
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47 x = reshape (x, n, 1);
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48 v = reshape (v, 1, m);
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49 p = reshape (p / sum (p), m, 1);
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50
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51 cdf = zeros (sz);
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52 k = find (isnan (x));
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53 if (any (k))
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54 cdf (k) = NaN;
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55 endif
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56 k = find (!isnan (x));
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57 if (any (k))
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58 n = length (k);
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59 cdf (k) = ((x(k) * ones (1, m)) >= (ones (n, 1) * v)) * p;
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60 endif
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61
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62 endfunction