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annotate scripts/statistics/distributions/wblpdf.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) 1995-2015 Kurt Hornik
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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} {} wblpdf (@var{x})
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22 ## @deftypefnx {Function File} {} wblpdf (@var{x}, @var{scale})
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23 ## @deftypefnx {Function File} {} wblpdf (@var{x}, @var{scale}, @var{shape})
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24 ## Compute the probability density function (PDF) at @var{x} of the
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25 ## Weibull distribution with scale parameter @var{scale} and
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26 ## shape parameter @var{shape}.
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27 ##
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28 ## This is given by
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29 ## @tex
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30 ## $$ {shape \over scale^{shape}} \cdot x^{shape-1} \cdot e^{-({x \over scale})^{shape}} $$
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31 ## @end tex
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32 ## @ifnottex
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33 ##
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34 ## @example
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35 ## shape * scale^(-shape) * x^(shape-1) * exp (-(x/scale)^shape)
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36 ## @end example
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37 ##
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38 ## @end ifnottex
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39 ## @noindent
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40 ## for @var{x} @geq{} 0.
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41 ##
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42 ## Default values are @var{scale} = 1, @var{shape} = 1.
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43 ## @end deftypefn
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44
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45 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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46 ## Description: PDF of the Weibull distribution
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47
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48 function pdf = wblpdf (x, scale = 1, shape = 1)
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49
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50 if (nargin < 1 || nargin > 3)
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51 print_usage ();
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52 endif
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53
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54 if (! isscalar (scale) || ! isscalar (shape))
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55 [retval, x, scale, shape] = common_size (x, scale, shape);
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56 if (retval > 0)
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57 error ("wblpdf: X, SCALE, and SHAPE must be of common size or scalars");
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58 endif
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59 endif
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60
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61 if (iscomplex (x) || iscomplex (scale) || iscomplex (shape))
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62 error ("wblpdf: X, SCALE, and SHAPE must not be complex");
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63 endif
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64
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65 if (isa (x, "single") || isa (scale, "single") || isa (shape, "single"))
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66 pdf = NaN (size (x), "single");
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67 else
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68 pdf = NaN (size (x));
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69 endif
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70
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71 ok = ((scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf));
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72
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73 k = (x < 0) & ok;
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74 pdf(k) = 0;
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75
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76 k = (x >= 0) & (x < Inf) & ok;
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77 if (isscalar (scale) && isscalar (shape))
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78 pdf(k) = (shape * (scale .^ -shape)
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79 .* (x(k) .^ (shape - 1))
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80 .* exp (- (x(k) / scale) .^ shape));
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81 else
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82 pdf(k) = (shape(k) .* (scale(k) .^ -shape(k))
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83 .* (x(k) .^ (shape(k) - 1))
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84 .* exp (- (x(k) ./ scale(k)) .^ shape(k)));
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85 endif
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86
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87 endfunction
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88
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89
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90 %!shared x,y
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91 %! x = [-1 0 0.5 1 Inf];
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92 %! y = [0, exp(-x(2:4)), NaN];
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93 %!assert (wblpdf (x, ones (1,5), ones (1,5)), y)
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94 %!assert (wblpdf (x, 1, ones (1,5)), y)
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95 %!assert (wblpdf (x, ones (1,5), 1), y)
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96 %!assert (wblpdf (x, [0 NaN Inf 1 1], 1), [NaN NaN NaN y(4:5)])
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97 %!assert (wblpdf (x, 1, [0 NaN Inf 1 1]), [NaN NaN NaN y(4:5)])
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98 %!assert (wblpdf ([x, NaN], 1, 1), [y, NaN])
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99
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100 ## Test class of input preserved
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101 %!assert (wblpdf (single ([x, NaN]), 1, 1), single ([y, NaN]))
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102 %!assert (wblpdf ([x, NaN], single (1), 1), single ([y, NaN]))
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103 %!assert (wblpdf ([x, NaN], 1, single (1)), single ([y, NaN]))
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104
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105 ## Test input validation
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106 %!error wblpdf ()
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107 %!error wblpdf (1,2,3,4)
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108 %!error wblpdf (ones (3), ones (2), ones (2))
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109 %!error wblpdf (ones (2), ones (3), ones (2))
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110 %!error wblpdf (ones (2), ones (2), ones (3))
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111 %!error wblpdf (i, 2, 2)
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112 %!error wblpdf (2, i, 2)
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113 %!error wblpdf (2, 2, i)
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114