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annotate scripts/statistics/distributions/discrete_cdf.m @ 20830:b65888ec820e draft default tip gccjit

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dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents d9341b422488
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 2010-2015 David Bateman
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} discrete_cdf (@var{x}, @var{v}, @var{p})
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22 ## For each element of @var{x}, compute the cumulative distribution function
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23 ## (CDF) at @var{x} of a univariate discrete distribution which assumes the
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24 ## values in @var{v} with probabilities @var{p}.
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25 ## @end deftypefn
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26
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27 function cdf = discrete_cdf (x, v, p)
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28
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29 if (nargin != 3)
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30 print_usage ();
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31 endif
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32
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33 if (! isvector (v))
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34 error ("discrete_cdf: V must be a vector");
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35 elseif (any (isnan (v)))
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36 error ("discrete_cdf: V must not have any NaN elements");
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37 elseif (! isvector (p) || (length (p) != length (v)))
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38 error ("discrete_cdf: P must be a vector with length (V) elements");
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39 elseif (! (all (p >= 0) && any (p)))
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40 error ("discrete_cdf: P must be a nonzero, non-negative vector");
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41 endif
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42
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43 p = p(:) / sum (p); # Reshape and normalize probability vector
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44
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45 if (isa (x, "single") || isa (v, "single") || isa (p, "single"));
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46 cdf = NaN (size (x), "single");
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47 else
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48 cdf = NaN (size (x));
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49 endif
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50
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51 k = ! isnan (x);
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52 [vs, vi] = sort (v);
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53 cdf(k) = [0 ; cumsum(p(vi))](lookup (vs, x(k)) + 1);
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54
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55 endfunction
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57
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58 %!shared x,v,p,y
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59 %! x = [-1 0.1 1.1 1.9 3];
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60 %! v = 0.1:0.2:1.9;
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61 %! p = 1/length(v) * ones (1, length(v));
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62 %! y = [0 0.1 0.6 1 1];
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63 %!assert (discrete_cdf ([x, NaN], v, p), [y, NaN], eps)
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64
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65 ## Test class of input preserved
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66 %!assert (discrete_cdf (single ([x, NaN]), v, p), single ([y, NaN]), 2*eps ("single"))
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67 %!assert (discrete_cdf ([x, NaN], single (v), p), single ([y, NaN]), 2*eps ("single"))
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68 %!assert (discrete_cdf ([x, NaN], v, single (p)), single ([y, NaN]), 2*eps ("single"))
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69
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70 ## Test input validation
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71 %!error discrete_cdf ()
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72 %!error discrete_cdf (1)
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73 %!error discrete_cdf (1,2)
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74 %!error discrete_cdf (1,2,3,4)
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75 %!error discrete_cdf (1, ones (2), ones (2,1))
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76 %!error discrete_cdf (1, [1 ; NaN], ones (2,1))
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77 %!error discrete_cdf (1, ones (2,1), ones (1,1))
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78 %!error discrete_cdf (1, ones (2,1), [1 -1])
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79 %!error discrete_cdf (1, ones (2,1), [1 NaN])
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80 %!error discrete_cdf (1, ones (2,1), [0 0])
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81