Mercurial > hg > octave-nkf
diff scripts/statistics/distributions/wblpdf.m @ 13171:19b9f17d22af
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 | 5bf8af73fc34 |
children | 72c96de7a403 |
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line diff
--- a/scripts/statistics/distributions/wblpdf.m +++ b/scripts/statistics/distributions/wblpdf.m @@ -1,3 +1,4 @@ +## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 Kurt Hornik ## ## This file is part of Octave. @@ -17,7 +18,9 @@ ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## @deftypefn {Function File} {} wblpdf (@var{x}, @var{scale}, @var{shape}) +## @deftypefn {Function File} {} wblpdf (@var{x}) +## @deftypefnx {Function File} {} wblpdf (@var{x}, @var{scale}) +## @deftypefnx {Function File} {} wblpdf (@var{x}, @var{scale}, @var{shape}) ## Compute the probability density function (PDF) at @var{x} of the ## Weibull distribution with scale parameter @var{scale} and shape ## parameter @var{shape} which is given by @@ -27,57 +30,83 @@ ## @ifnottex ## ## @example -## shape * scale^(-shape) * x^(shape-1) * exp(-(x/scale)^shape) +## shape * scale^(-shape) * x^(shape-1) * exp (-(x/scale)^shape) ## @end example ## ## @end ifnottex ## @noindent ## for @var{x} @geq{} 0. +## +## Default values are @var{scale} = 1, @var{shape} = 1. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the Weibull distribution -function pdf = wblpdf (x, scale, shape) +function pdf = wblpdf (x, scale = 1, shape = 1) if (nargin < 1 || nargin > 3) print_usage (); endif - if (nargin < 3) - shape = 1; - endif - - if (nargin < 2) - scale = 1; - endif - if (!isscalar (scale) || !isscalar (shape)) [retval, x, scale, shape] = common_size (x, scale, shape); if (retval > 0) - error ("wblpdf: X, SCALE and SHAPE must be of common size or scalar"); + error ("wblpdf: X, SCALE, and SHAPE must be of common size or scalars"); endif endif - pdf = NaN (size (x)); - ok = ((scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf)); + if (iscomplex (x) || iscomplex (scale) || iscomplex (shape)) + error ("wblpdf: X, SCALE, and SHAPE must not be complex"); + endif - k = find ((x > -Inf) & (x < 0) & ok); - if (any (k)) - pdf(k) = 0; + if (isa (x, "single") || isa (scale, "single") || isa (shape, "single")) + pdf = NaN (size (x), "single"); + else + pdf = NaN (size (x)); endif - k = find ((x >= 0) & (x < Inf) & ok); - if (any (k)) - if (isscalar (scale) && isscalar (shape)) - pdf(k) = (shape .* (scale .^ -shape) - .* (x(k) .^ (shape - 1)) - .* exp(- (x(k) / scale) .^ shape)); - else - pdf(k) = (shape(k) .* (scale(k) .^ -shape(k)) - .* (x(k) .^ (shape(k) - 1)) - .* exp(- (x(k) ./ scale(k)) .^ shape(k))); - endif + ok = ((scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf)); + + k = (x < 0) & ok; + pdf(k) = 0; + + k = (x >= 0) & (x < Inf) & ok; + if (isscalar (scale) && isscalar (shape)) + pdf(k) = (shape * (scale .^ -shape) + .* (x(k) .^ (shape - 1)) + .* exp (- (x(k) / scale) .^ shape)); + else + pdf(k) = (shape(k) .* (scale(k) .^ -shape(k)) + .* (x(k) .^ (shape(k) - 1)) + .* exp (- (x(k) ./ scale(k)) .^ shape(k))); endif endfunction + + +%!shared x,y +%! x = [-1 0 0.5 1 Inf]; +%! y = [0, exp(-x(2:4)), NaN]; +%!assert(wblpdf (x, ones(1,5), ones(1,5)), y); +%!assert(wblpdf (x, 1, ones(1,5)), y); +%!assert(wblpdf (x, ones(1,5), 1), y); +%!assert(wblpdf (x, [0 NaN Inf 1 1], 1), [NaN NaN NaN y(4:5)]); +%!assert(wblpdf (x, 1, [0 NaN Inf 1 1]), [NaN NaN NaN y(4:5)]); +%!assert(wblpdf ([x, NaN], 1, 1), [y, NaN]); + +%% Test class of input preserved +%!assert(wblpdf (single([x, NaN]), 1, 1), single([y, NaN])); +%!assert(wblpdf ([x, NaN], single(1), 1), single([y, NaN])); +%!assert(wblpdf ([x, NaN], 1, single(1)), single([y, NaN])); + +%% Test input validation +%!error wblpdf () +%!error wblpdf (1,2,3,4) +%!error wblpdf (ones(3),ones(2),ones(2)) +%!error wblpdf (ones(2),ones(3),ones(2)) +%!error wblpdf (ones(2),ones(2),ones(3)) +%!error wblpdf (i, 2, 2) +%!error wblpdf (2, i, 2) +%!error wblpdf (2, 2, i) +