update packages

[CreaPhase.git] / octave_packages / m / statistics / base / qqplot.m

diff --git a/octave_packages/m/statistics/base/qqplot.m b/octave_packages/m/statistics/base/qqplot.m
new file mode 100644 (file)
index 0000000..80e752f
--- /dev/null
+++ b/octave_packages/m/statistics/base/qqplot.m
@@ -0,0 +1,99 @@
+## 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
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn  {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x})
+## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist})
+## @deftypefnx {Function File} {[@var{q}, @var{s}] =} qqplot (@var{x}, @var{dist}, @var{params})
+## @deftypefnx {Function File} {} qqplot (@dots{})
+## Perform a QQ-plot (quantile plot).
+##
+## If F is the CDF of the distribution @var{dist} with parameters
+## @var{params} and G its inverse, and @var{x} a sample vector of length
+## @var{n}, the QQ-plot graphs ordinate @var{s}(@var{i}) = @var{i}-th
+## largest element of x versus abscissa @var{q}(@var{i}f) = G((@var{i} -
+## 0.5)/@var{n}).
+##
+## If the sample comes from F, except for a transformation of location
+## and scale, the pairs will approximately follow a straight line.
+##
+## The default for @var{dist} is the standard normal distribution.  The
+## optional argument @var{params} contains a list of parameters of
+## @var{dist}.  For example, for a quantile plot of the uniform
+## distribution on [2,4] and @var{x}, use
+##
+## @example
+## qqplot (x, "unif", 2, 4)
+## @end example
+##
+## @noindent
+## @var{dist} can be any string for which a function @var{distinv} or
+## @var{dist_inv} exists that calculates the inverse CDF of distribution
+## @var{dist}.
+##
+## If no output arguments are given, the data are plotted directly.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Perform a QQ-plot (quantile plot)
+
+function [q, s] = qqplot (x, dist, varargin)
+
+  if (nargin < 1)
+    print_usage ();
+  endif
+
+  if (!(isnumeric (x) && isvector(x)))
+    error ("qqplot: X must be a numeric vector");
+  endif
+
+  if (nargin == 1)
+    f = @stdnormal_inv;
+  else
+    if (   exist (invname = sprintf ("%sinv", dist))
+        || exist (invname = sprintf ("%s_inv", dist)))
+      f = str2func (invname);
+    else
+      error ("qqplot: no inverse CDF found for distribution DIST");
+    endif
+  endif;
+
+  s = sort (x);
+  n = length (x);
+  t = ((1 : n)' - .5) / n;
+  if (nargin <= 2)
+    q = feval (f, t);
+    q_label = func2str (f);
+  else
+    q = feval (f, t, varargin{:});
+    if (nargin > 3)
+      tmp = sprintf (", %g", varargin{2:end});
+    else
+      tmp = "";
+    endif
+    q_label = sprintf ("%s with parameter(s) %g%s",
+                        func2str (f),        varargin{1}, tmp);
+  endif
+
+  if (nargout == 0)
+    plot (q, s);
+    xlabel (q_label);
+    ylabel ("sample points");
+  endif
+
+endfunction