1 ## Copyright (C) 2006, 2007 Arno Onken <asnelt@asnelt.org>
3 ## This program is free software; you can redistribute it and/or modify it under
4 ## the terms of the GNU General Public License as published by the Free Software
5 ## Foundation; either version 3 of the License, or (at your option) any later
8 ## This program is distributed in the hope that it will be useful, but WITHOUT
9 ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
10 ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 ## You should have received a copy of the GNU General Public License along with
14 ## this program; if not, see <http://www.gnu.org/licenses/>.
17 ## @deftypefn {Function File} {[@var{mn}, @var{v}] =} normstat (@var{m}, @var{s})
18 ## Compute mean and variance of the normal distribution.
20 ## @subheading Arguments
24 ## @var{m} is the mean of the normal distribution
27 ## @var{s} is the standard deviation of the normal distribution.
28 ## @var{s} must be positive
30 ## @var{m} and @var{s} must be of common size or one of them must be
33 ## @subheading Return values
37 ## @var{mn} is the mean of the normal distribution
40 ## @var{v} is the variance of the normal distribution
43 ## @subheading Examples
49 ## [mn, v] = normstat (m, s)
53 ## [mn, v] = normstat (0, s)
57 ## @subheading References
61 ## Wendy L. Martinez and Angel R. Martinez. @cite{Computational Statistics
62 ## Handbook with MATLAB}. Appendix E, pages 547-557, Chapman & Hall/CRC,
66 ## Athanasios Papoulis. @cite{Probability, Random Variables, and Stochastic
67 ## Processes}. McGraw-Hill, New York, second edition, 1984.
71 ## Author: Arno Onken <asnelt@asnelt.org>
72 ## Description: Moments of the normal distribution
74 function [mn, v] = normstat (m, s)
81 if (! isempty (m) && ! ismatrix (m))
82 error ("normstat: m must be a numeric matrix");
84 if (! isempty (s) && ! ismatrix (s))
85 error ("normstat: s must be a numeric matrix");
88 if (! isscalar (m) || ! isscalar (s))
89 [retval, m, s] = common_size (m, s);
91 error ("normstat: m and s must be of common size or scalar");
99 # Continue argument check
100 k = find (! (s > 0) | ! (s < Inf));
111 %! [mn, v] = normstat (m, s);
112 %! expected_v = [0.0400, 0.1600, 0.3600, 0.6400, 1.0000, 1.4400];
114 %! assert (v, expected_v, 0.001);
118 %! [mn, v] = normstat (0, s);
119 %! expected_mn = [0, 0, 0, 0, 0, 0];
120 %! expected_v = [0.0400, 0.1600, 0.3600, 0.6400, 1.0000, 1.4400];
121 %! assert (mn, expected_mn, 0.001);
122 %! assert (v, expected_v, 0.001);