X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffpdf.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffpdf.m;h=5b776cc29de97239d787764650a24e45d56ec2c9;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/distributions/fpdf.m b/octave_packages/m/statistics/distributions/fpdf.m new file mode 100644 index 0000000..5b776cc --- /dev/null +++ b/octave_packages/m/statistics/distributions/fpdf.m @@ -0,0 +1,105 @@ +## Copyright (C) 2012 Rik Wehbring +## Copyright (C) 1995-2012 Kurt Hornik +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 3 of the License, or (at +## your option) any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, see +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} fpdf (@var{x}, @var{m}, @var{n}) +## For each element of @var{x}, compute the probability density function +## (PDF) at @var{x} of the F distribution with @var{m} and @var{n} +## degrees of freedom. +## @end deftypefn + +## Author: KH +## Description: PDF of the F distribution + +function pdf = fpdf (x, m, n) + + if (nargin != 3) + print_usage (); + endif + + 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 scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (m) || iscomplex (n)) + error ("fpdf: X, M, and N must not be complex"); + endif + + if (isa (x, "single") || isa (m, "single") || isa (n, "single")) + pdf = zeros (size (x), "single"); + else + pdf = zeros (size (x)); + 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) +