Mercurial > hg > octave-nkf

annotate scripts/statistics/base/qqplot.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 4197fc428c7d
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
19898
4197fc428c7d maint: Update copyright notices for 2015.
John W. Eaton <jwe@octave.org>
parents: 19793
diff changeset
1 ## Copyright (C) 1995-2015 Kurt Hornik
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
2 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3787
diff changeset
3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3787
diff changeset
4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3787
diff changeset
5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3787
diff changeset
6 ## 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: 6754
diff changeset
7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
8 ## your option) any later version.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
9 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3787
diff changeset
10 ## Octave is distributed in the hope that it will be useful, but
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
14 ##
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
15 ## 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: 6754
diff changeset
16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6754
diff changeset
17 ## <http://www.gnu.org/licenses/>.
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
18
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
19 ## -*- texinfo -*-
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
20 ## @deftypefn {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x})
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
21 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{y})
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
22 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist})
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
23 ## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{y}, @var{params})
12632
2dbac27e0e40 doc: miscellaneous touch-ups to documentation strings
Rik <octave@nomad.inbox5.com>
parents: 11587
diff changeset
24 ## @deftypefnx {Function File} {} qqplot (@dots{})
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
25 ## Perform a QQ-plot (quantile plot).
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
26 ##
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
27 ## If F is the CDF of the distribution @var{dist} with parameters
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
28 ## @var{params} and G its inverse, and @var{x} a sample vector of length
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
29 ## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
30 ## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} -
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
31 ## 0.5)/@var{n}).
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
32 ##
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
33 ## If the sample comes from F, except for a transformation of location
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
34 ## and scale, the pairs will approximately follow a straight line.
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
35 ##
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
36 ## If the second argument is a vector @var{y} the empirical CDF of @var{y}
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
37 ## is used as @var{dist}.
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
38 ##
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
39 ## The default for @var{dist} is the standard normal distribution. The
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
40 ## optional argument @var{params} contains a list of parameters of
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
41 ## @var{dist}. For example, for a quantile plot of the uniform
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
42 ## distribution on [2,4] and @var{x}, use
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
43 ##
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
44 ## @example
12632
2dbac27e0e40 doc: miscellaneous touch-ups to documentation strings
Rik <octave@nomad.inbox5.com>
parents: 11587
diff changeset
45 ## qqplot (x, "unif", 2, 4)
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
46 ## @end example
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
47 ##
6754
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe]
jwe
parents: 6447
diff changeset
48 ## @noindent
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
49 ## @var{dist} can be any string for which a function @var{distinv} or
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
50 ## @var{dist_inv} exists that calculates the inverse CDF of distribution
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
51 ## @var{dist}.
6754
451b346d8c2f [project @ 2007-06-25 17:31:46 by jwe]
jwe
parents: 6447
diff changeset
52 ##
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
53 ## If no output arguments are given, the data are plotted directly.
3453
71d2e09c15a2 [project @ 2000-01-18 08:32:09 by jwe]
jwe
parents: 3426
diff changeset
54 ## @end deftypefn
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
55
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5307
diff changeset
56 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3453
diff changeset
57 ## Description: Perform a QQ-plot (quantile plot)
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
58
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
59 function [qout, sout] = qqplot (x, dist, varargin)
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
60
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
61 if (nargin < 1)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
62 print_usage ();
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
63 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
64
18492
cb377af34c00 qqplot.m: Plot points as well as connecting line.
Rik <rik@octave.org>
parents: 17744
diff changeset
65 if (! (isnumeric (x) && isvector (x)))
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
66 error ("qqplot: X must be a numeric vector");
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
67 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
68
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
69 if (nargin == 1)
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
70 f = @stdnormal_inv;
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
71 else
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
72 if (isnumeric (dist))
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
73 f = @(y) empirical_inv (y, dist);
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
74 elseif (ischar (dist) && (exist (invname = [dist "inv"])
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
75 || exist (invname = [dist "%s_inv"])))
11436
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
76 f = str2func (invname);
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
77 else
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
78 error ("qqplot: no inverse CDF found for distribution DIST");
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
79 endif
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
80 endif;
e151e23f73bc Overhaul base statistics functions and documentation of same.
Rik <octave@nomad.inbox5.com>
parents: 10549
diff changeset
81
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
82 s = sort (x);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
83 n = length (x);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
84 t = ((1 : n)' - .5) / n;
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
85 if (nargin <= 2)
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
86 q = f (t);
4348
05415e529cef [project @ 2003-02-21 06:22:48 by jwe]
jwe
parents: 4030
diff changeset
87 q_label = func2str (f);
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
88 else
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
89 q = f (t, varargin{:});
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
90 if (nargin == 3)
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
91 q_label = sprintf ("%s with parameter %g", func2str (f), varargin{1});
11587
c792872f8942 all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
92 else
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
93 q_label = sprintf ("%s with parameters %g", func2str (f), varargin{1});
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
94 param_str = sprintf (", %g", varargin{2:end});
19790
446c46af4b42 strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents: 17744
diff changeset
95 q_label = [q_label param_str];
5153
ee2af1e830b2 [project @ 2005-02-21 21:01:42 by jwe]
jwe
parents: 4348
diff changeset
96 endif
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
97 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3200
diff changeset
98
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
99 if (nargout == 0)
18492
cb377af34c00 qqplot.m: Plot points as well as connecting line.
Rik <rik@octave.org>
parents: 17744
diff changeset
100 plot (q, s, "-x");
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
101 q_label = strrep (q_label, '_inv', '\_inv');
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
102 if (q_label(1) == '@')
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
103 q_label = q_label(6:end); # Strip "@(y) " from anon. function
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
104 endif
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
105 xlabel (q_label);
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
106 ylabel ("sample points");
17714
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
107 else
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
108 qout = q;
e243a3a19831 qqplot.m: Accept 2nd vector and use empirical_inv for compatibility w/Matlab (bug #39938).
Muhali <muhali@shaw.ca>
parents: 17338
diff changeset
109 sout = s;
3200
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
110 endif
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
111
781c930425fd [project @ 1998-10-29 05:23:08 by jwe]
jwe
parents:
diff changeset
112 endfunction
17338
1c89599167a6 maint: End m-files with 1 blank line.
Rik <rik@octave.org>
parents: 14868
diff changeset
113