Mercurial > hg > octave-thorsten
annotate scripts/statistics/distributions/exppdf.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 | aa3ba343a76f |
children | 72c96de7a403 |
rev | line source |
---|---|
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
1 ## Copyright (C) 2011 Rik Wehbring |
11523 | 2 ## Copyright (C) 1995-2011 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} exppdf (@var{x}, @var{lambda}) |
5410 | 22 ## For each element of @var{x}, compute the probability density function |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
23 ## (PDF) at @var{x} of the exponential distribution with mean @var{lambda}. |
5410 | 24 ## @end deftypefn |
25 | |
5428 | 26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 27 ## Description: PDF of the exponential distribution |
28 | |
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
29 function pdf = exppdf (x, lambda) |
5410 | 30 |
31 if (nargin != 2) | |
6046 | 32 print_usage (); |
5410 | 33 endif |
34 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
35 if (!isscalar (lambda)) |
11469
c776f063fefe
Overhaul m-script files to use common variable name between code and documentation.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
36 [retval, x, lambda] = common_size (x, lambda); |
5410 | 37 if (retval > 0) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
38 error ("exppdf: X and LAMBDA must be of common size or scalars"); |
5410 | 39 endif |
40 endif | |
41 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
42 if (iscomplex (x) || iscomplex (lambda)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
43 error ("exppdf: X and LAMBDA must not be complex"); |
5410 | 44 endif |
45 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
46 if (isa (x, "single") || isa (lambda, "single")) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
47 pdf = zeros (size (x), "single"); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
48 else |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
49 pdf = zeros (size (x)); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
50 endif |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
51 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
52 k = isnan (x) | !(lambda > 0); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
53 pdf(k) = NaN; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
54 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
55 k = (x >= 0) & (x < Inf) & (lambda > 0); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
56 if isscalar (lambda) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
57 pdf(k) = exp (- x(k) / lambda) / lambda; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
58 else |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
59 pdf(k) = exp (- x(k) ./ lambda(k)) ./ lambda(k); |
5410 | 60 endif |
61 | |
62 endfunction | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
63 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
64 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
65 %!shared x,y |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
66 %! x = [-1 0 0.5 1 Inf]; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
67 %! y = gampdf (x, 1, 2); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
68 %!assert(exppdf (x, 2*ones(1,5)), y); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
69 %!assert(exppdf (x, 2*[1 0 NaN 1 1]), [y(1) NaN NaN y(4:5)]); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
70 %!assert(exppdf ([x, NaN], 2), [y, NaN]); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
71 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
72 %% Test class of input preserved |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
73 %!assert(exppdf (single([x, NaN]), 2), single([y, NaN])); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
74 %!assert(exppdf ([x, NaN], single(2)), single([y, NaN])); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
75 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
76 %% Test input validation |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
77 %!error exppdf () |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
78 %!error exppdf (1) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
79 %!error exppdf (1,2,3) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
80 %!error exppdf (ones(3),ones(2)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
81 %!error exppdf (ones(2),ones(3)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
82 %!error exppdf (i, 2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
83 %!error exppdf (2, i) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
12665
diff
changeset
|
84 |