X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Flogncdf.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Flogncdf.m;h=d0b8a44a7bf1082254d77cde4260b60d1a6f454b;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/distributions/logncdf.m b/octave_packages/m/statistics/distributions/logncdf.m new file mode 100644 index 0000000..d0b8a44 --- /dev/null +++ b/octave_packages/m/statistics/distributions/logncdf.m @@ -0,0 +1,100 @@ +## 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} {} logncdf (@var{x}) +## @deftypefnx {Function File} {} logncdf (@var{x}, @var{mu}, @var{sigma}) +## For each element of @var{x}, compute the cumulative distribution +## function (CDF) at @var{x} of the lognormal distribution with +## parameters @var{mu} and @var{sigma}. If a random variable follows this +## distribution, its logarithm is normally distributed with mean +## @var{mu} and standard deviation @var{sigma}. +## +## Default values are @var{mu} = 1, @var{sigma} = 1. +## @end deftypefn + +## Author: KH +## Description: CDF of the log normal distribution + +function cdf = logncdf (x, mu = 0, sigma = 1) + + if (nargin != 1 && nargin != 3) + print_usage (); + endif + + if (!isscalar (mu) || !isscalar (sigma)) + [retval, x, mu, sigma] = common_size (x, mu, sigma); + if (retval > 0) + error ("logncdf: X, MU, and SIGMA must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma)) + error ("logncdf: X, MU, and SIGMA must not be complex"); + endif + + if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single")) + cdf = zeros (size (x), "single"); + else + cdf = zeros (size (x)); + endif + + k = isnan (x) | !(sigma > 0) | !(sigma < Inf); + cdf(k) = NaN; + + k = (x == Inf) & (sigma > 0) & (sigma < Inf); + cdf(k) = 1; + + k = (x > 0) & (x < Inf) & (sigma > 0) & (sigma < Inf); + if (isscalar (mu) && isscalar (sigma)) + cdf(k) = stdnormal_cdf ((log (x(k)) - mu) / sigma); + else + cdf(k) = stdnormal_cdf ((log (x(k)) - mu(k)) ./ sigma(k)); + endif + +endfunction + + +%!shared x,y +%! x = [-1 0 1 e Inf]; +%! y = [0, 0, 0.5, 1/2+1/2*erf(1/2), 1]; +%!assert(logncdf (x, zeros(1,5), sqrt(2)*ones(1,5)), y); +%!assert(logncdf (x, 0, sqrt(2)*ones(1,5)), y); +%!assert(logncdf (x, zeros(1,5), sqrt(2)), y); +%!assert(logncdf (x, [0 1 NaN 0 1], sqrt(2)), [0 0 NaN y(4:5)]); +%!assert(logncdf (x, 0, sqrt(2)*[0 NaN Inf 1 1]), [NaN NaN NaN y(4:5)]); +%!assert(logncdf ([x(1:3) NaN x(5)], 0, sqrt(2)), [y(1:3) NaN y(5)]); + +%% Test class of input preserved +%!assert(logncdf ([x, NaN], 0, sqrt(2)), [y, NaN]); +%!assert(logncdf (single([x, NaN]), 0, sqrt(2)), single([y, NaN]), eps("single")); +%!assert(logncdf ([x, NaN], single(0), sqrt(2)), single([y, NaN]), eps("single")); +%!assert(logncdf ([x, NaN], 0, single(sqrt(2))), single([y, NaN]), eps("single")); + +%% Test input validation +%!error logncdf () +%!error logncdf (1,2) +%!error logncdf (1,2,3,4) +%!error logncdf (ones(3),ones(2),ones(2)) +%!error logncdf (ones(2),ones(3),ones(2)) +%!error logncdf (ones(2),ones(2),ones(3)) +%!error logncdf (i, 2, 2) +%!error logncdf (2, i, 2) +%!error logncdf (2, 2, i) +