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diff scripts/statistics/distributions/fpdf.m @ 13171:19b9f17d22af

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Overhaul of statistical distribution functions Support class "single" 75% reduction in memory usage More Matlab compatibility for corner cases * betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m, binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m, chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m, fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m, geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m, hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m, laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m, logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m, nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m, poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m, stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m, trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m, unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m: Return "single" outputs for "single" inputs, Use logical indexing rather than find() for 75% memory savings, Add tests for all functions, Use consistent documentation across all functions, More Matlab compatibilitcy for corner cases.
author Rik <octave@nomad.inbox5.com>
date Tue, 20 Sep 2011 12:13:13 -0700
parents fd0a3ac60b0e
children 72c96de7a403
line wrap: on
line diff
--- a/scripts/statistics/distributions/fpdf.m
+++ b/scripts/statistics/distributions/fpdf.m
@@ -1,3 +1,4 @@
+## Copyright (C) 2011 Rik Wehbring
 ## Copyright (C) 1995-2011 Kurt Hornik
 ##
 ## This file is part of Octave.
@@ -35,31 +36,70 @@
   if (!isscalar (m) || !isscalar (n))
     [retval, x, m, n] = common_size (x, m, n);
     if (retval > 0)
-      error ("fpdf: X, M and N must be of common size or scalar");
+      error ("fpdf: X, M, and N must be of common size or scalars");
     endif
   endif
 
-  sz = size (x);
-  pdf = zeros (sz);
+  if (iscomplex (x) || iscomplex (m) || iscomplex (n))
+    error ("fpdf: X, M, and N must not be complex");
+  endif
 
-  k = find (isnan (x) | !(m > 0) | !(n > 0));
-  if (any (k))
-    pdf(k) = NaN;
+  if (isa (x, "single") || isa (m, "single") || isa (n, "single"))
+    pdf = zeros (size (x), "single");
+  else
+    pdf = zeros (size (x));
   endif
 
-  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
-  if (any (k))
-    if (isscalar (m) && isscalar (n))
-      tmp = m / n * x(k);
-      pdf(k) = (exp ((m / 2 - 1) .* log (tmp)
-                     - ((m + n) / 2) .* log (1 + tmp))
-                .* (m / n) ./ beta (m / 2, n / 2));
-    else
-      tmp = m(k) .* x(k) ./ n(k);
-      pdf(k) = (exp ((m(k) / 2 - 1) .* log (tmp)
-                     - ((m(k) + n(k)) / 2) .* log (1 + tmp))
-                .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2));
-    endif
+  k = isnan (x) | !(m > 0) | !(m < Inf) | !(n > 0) | !(n < Inf);
+  pdf(k) = NaN;
+
+  k = (x > 0) & (x < Inf) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
+  if (isscalar (m) && isscalar (n))
+    tmp = m / n * x(k);
+    pdf(k) = (exp ((m/2 - 1) * log (tmp)
+                   - ((m + n) / 2) * log (1 + tmp))
+              * (m / n) ./ beta (m/2, n/2));
+  else
+    tmp = m(k) .* x(k) ./ n(k);
+    pdf(k) = (exp ((m(k)/2 - 1) .* log (tmp)
+                   - ((m(k) + n(k)) / 2) .* log (1 + tmp))
+              .* (m(k) ./ n(k)) ./ beta (m(k)/2, n(k)/2));
   endif
 
 endfunction
+
+
+%% F (x, 1, m) == T distribution (sqrt (x), m) / sqrt (x)
+%!test
+%! x = rand (10,1);
+%! x = x(x > 0.1 & x < 0.9);
+%! y = tpdf (sqrt (x), 2) ./ sqrt (x);
+%! assert(fpdf (x, 1, 2), y, 5*eps);
+
+%!shared x,y
+%! x = [-1 0 0.5 1 2];
+%! y = [0 0 4/9 1/4 1/9];
+%!assert(fpdf (x, 2*ones(1,5), 2*ones(1,5)), y, eps);
+%!assert(fpdf (x, 2, 2*ones(1,5)), y, eps);
+%!assert(fpdf (x, 2*ones(1,5), 2), y, eps);
+%!assert(fpdf (x, [0 NaN Inf 2 2], 2), [NaN NaN NaN y(4:5)], eps);
+%!assert(fpdf (x, 2, [0 NaN Inf 2 2]), [NaN NaN NaN y(4:5)], eps);
+%!assert(fpdf ([x, NaN], 2, 2), [y, NaN], eps);
+
+%% Test class of input preserved
+%!assert(fpdf (single([x, NaN]), 2, 2), single([y, NaN]), eps("single"));
+%!assert(fpdf ([x, NaN], single(2), 2), single([y, NaN]), eps("single"));
+%!assert(fpdf ([x, NaN], 2, single(2)), single([y, NaN]), eps("single"));
+
+%% Test input validation
+%!error fpdf ()
+%!error fpdf (1)
+%!error fpdf (1,2)
+%!error fpdf (1,2,3,4)
+%!error fpdf (ones(3),ones(2),ones(2))
+%!error fpdf (ones(2),ones(3),ones(2))
+%!error fpdf (ones(2),ones(2),ones(3))
+%!error fpdf (i, 2, 2)
+%!error fpdf (2, i, 2)
+%!error fpdf (2, 2, i)
+