Mercurial > hg > octave-nkf

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

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents d9341b422488
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
14138
72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents: 13171
diff changeset
1 ## Copyright (C) 2012 Rik Wehbring
19898
4197fc428c7d maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents: 17744
diff changeset
2 ## Copyright (C) 1995-2015 Kurt Hornik
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
3 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
4 ## This file is part of Octave.
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
5 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
6 ## Octave is free software; you can redistribute it and/or modify it
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
7 ## under the terms of the GNU General Public License as published by
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
9 ## your option) any later version.
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
10 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
11 ## Octave is distributed in the hope that it will be useful, but
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
14 ## General Public License for more details.
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
15 ##
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
16 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6046
diff changeset
18 ## <http://www.gnu.org/licenses/>.
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
19
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
20 ## -*- texinfo -*-
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
21 ## @deftypefn {Function File} {} wblinv (@var{x})
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
22 ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale})
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
23 ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}, @var{shape})
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
24 ## Compute the quantile (the inverse of the CDF) at @var{x} of the
20384
d9341b422488 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 20038
diff changeset
25 ## Weibull distribution with scale parameter @var{scale} and
d9341b422488 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 20038
diff changeset
26 ## shape parameter @var{shape}.
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
27 ##
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
28 ## Default values are @var{scale} = 1, @var{shape} = 1.
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
29 ## @end deftypefn
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
30
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
32 ## Description: Quantile function of the Weibull distribution
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
33
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
34 function inv = wblinv (x, scale = 1, shape = 1)
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
35
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
36 if (nargin < 1 || nargin > 3)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5693
diff changeset
37 print_usage ();
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
38 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
39
20038
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19898
diff changeset
40 if (! isscalar (scale) || ! isscalar (shape))
11128
9cb5c0b7b43b Fix reversed documentation for shape and scale parameters in Weibull family of functions.
Rik <octave@nomad.inbox5.com>
parents: 10525
diff changeset
41 [retval, x, scale, shape] = common_size (x, scale, shape);
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
42 if (retval > 0)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
43 error ("wblinv: X, SCALE, and SHAPE must be of common size or scalars");
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
44 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
45 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
46
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
47 if (iscomplex (x) || iscomplex (scale) || iscomplex (shape))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
48 error ("wblinv: X, SCALE, and SHAPE must not be complex");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
49 endif
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
50
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
51 if (isa (x, "single") || isa (scale, "single") || isa (shape, "single"))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
52 inv = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
53 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
54 inv = NaN (size (x));
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
55 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
56
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
57 ok = (scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
58
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
59 k = (x == 0) & ok;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
60 inv(k) = 0;
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
61
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
62 k = (x == 1) & ok;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
63 inv(k) = Inf;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
64
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
65 k = (x > 0) & (x < 1) & ok;
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
66 if (isscalar (scale) && isscalar (shape))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
67 inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
68 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
69 inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k));
5693
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
70 endif
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
71
446b28529300 [project @ 2006-03-17 18:16:03 by jwe]
jwe
parents:
diff changeset
72 endfunction
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
73
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
74
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
75 %!shared x
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
76 %! x = [-1 0 0.63212055882855778 1 2];
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
77 %!assert (wblinv (x, ones (1,5), ones (1,5)), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
78 %!assert (wblinv (x, 1, ones (1,5)), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
79 %!assert (wblinv (x, ones (1,5), 1), [NaN 0 1 Inf NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
80 %!assert (wblinv (x, [1 -1 NaN Inf 1], 1), [NaN NaN NaN NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
81 %!assert (wblinv (x, 1, [1 -1 NaN Inf 1]), [NaN NaN NaN NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
82 %!assert (wblinv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN])
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
83
20038
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19898
diff changeset
84 ## Test class of input preserved
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
85 %!assert (wblinv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
86 %!assert (wblinv (single ([x, NaN]), 1, 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
87 %!assert (wblinv ([x, NaN], single (1), 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
88 %!assert (wblinv ([x, NaN], 1, single (1)), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
89
20038
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19898
diff changeset
90 ## Test input validation
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
91 %!error wblinv ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
92 %!error wblinv (1,2,3,4)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
93 %!error wblinv (ones (3), ones (2), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
94 %!error wblinv (ones (2), ones (3), ones (2))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
95 %!error wblinv (ones (2), ones (2), ones (3))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
96 %!error wblinv (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
97 %!error wblinv (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
98 %!error wblinv (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12695
diff changeset
99