update packages

[CreaPhase.git] / octave_packages / m / statistics / distributions / discrete_pdf.m

diff --git a/octave_packages/m/statistics/distributions/discrete_pdf.m b/octave_packages/m/statistics/distributions/discrete_pdf.m
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+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1996-2012 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} {} discrete_pdf (@var{x}, @var{v}, @var{p})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of a univariate discrete distribution which assumes
+## the values in @var{v} with probabilities @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: PDF of a discrete distribution
+
+function pdf = discrete_pdf (x, v, p)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (! isvector (v))
+    error ("discrete_pdf: V must be a vector");
+  elseif (any (isnan (v)))
+    error ("discrete_pdf: V must not have any NaN elements");
+  elseif (! isvector (p) || (length (p) != length (v)))
+    error ("discrete_pdf: P must be a vector with length (V) elements");
+  elseif (! (all (p >= 0) && any (p)))
+    error ("discrete_pdf: P must be a nonzero, non-negative vector");
+  endif
+
+  ## Reshape and normalize probability vector.  Values not in table get 0 prob.
+  p = [0 ; p(:)/sum(p)];   
+
+  if (isa (x, "single") || isa (v, "single") || isa (p, "single"))
+    pdf = NaN (size (x), "single");
+  else
+    pdf = NaN (size (x));
+  endif
+
+  k = !isnan (x);
+  [vs, vi] = sort (v(:));
+  pdf(k) = p([0 ; vi](lookup (vs, x(k), 'm') + 1) + 1);
+
+endfunction
+
+
+%!shared x,v,p,y
+%! x = [-1 0.1 1.1 1.9 3];
+%! v = 0.1:0.2:1.9;
+%! p = 1/length(v) * ones(1, length(v));
+%! y = [0 0.1 0.1 0.1 0];
+%!assert(discrete_pdf ([x, NaN], v, p), [y, NaN], 5*eps);
+
+%% Test class of input preserved
+%!assert(discrete_pdf (single([x, NaN]), v, p), single([y, NaN]), 5*eps("single"));
+%!assert(discrete_pdf ([x, NaN], single(v), p), single([y, NaN]), 5*eps("single"));
+%!assert(discrete_pdf ([x, NaN], v, single(p)), single([y, NaN]), 5*eps("single"));
+
+%% Test input validation
+%!error discrete_pdf ()
+%!error discrete_pdf (1)
+%!error discrete_pdf (1,2)
+%!error discrete_pdf (1,2,3,4)
+%!error discrete_pdf (1, ones(2), ones(2,1))
+%!error discrete_pdf (1, [1 ; NaN], ones(2,1))
+%!error discrete_pdf (1, ones(2,1), ones(1,1))
+%!error discrete_pdf (1, ones(2,1), [1 -1])
+%!error discrete_pdf (1, ones(2,1), [1 NaN])
+%!error discrete_pdf (1, ones(2,1), [0  0])
+