]> Creatis software - CreaPhase.git/blobdiff - octave_packages/nan-2.5.5/statistic.m
Add a useful package (from Source forge) for octave
[CreaPhase.git] / octave_packages / nan-2.5.5 / statistic.m
diff --git a/octave_packages/nan-2.5.5/statistic.m b/octave_packages/nan-2.5.5/statistic.m
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+function [varargout]=statistic(i,DIM,fun)
+% STATISTIC estimates various statistics at once.
+% 
+% R = STATISTIC(x,DIM)
+%   calculates all statistic (see list of fun) in dimension DIM
+%   R is a struct with all statistics 
+%
+% y = STATISTIC(x,fun)
+%   estimate of fun on dimension DIM
+%   y gives the statistic of fun       
+%
+% DIM  dimension
+%      1: STATS of columns
+%      2: STATS of rows
+%      N: STATS of  N-th dimension 
+%      default or []: first DIMENSION, with more than 1 element
+%
+% fun  'mean'  mean
+%      'std'   standard deviation
+%      'var'   variance
+%      'sem'   standard error of the mean
+%      'rms'   root mean square
+%      'meansq' mean of squares
+%      'sum'   sum
+%      'sumsq' sum of squares
+%      'CM#'   central moment of order #
+%      'skewness' skewness 
+%      'kurtosis' excess coefficient (Fisher kurtosis)
+%      'mad'   mean absolute deviation
+%
+% features:
+% - can deal with NaN's (missing values)
+% - dimension argument 
+% - compatible to Matlab and Octave
+%
+% see also: SUMSKIPNAN
+%
+% REFERENCE(S):
+% [1] http://www.itl.nist.gov/
+% [2] http://mathworld.wolfram.com/
+
+%      $Id: statistic.m 8223 2011-04-20 09:16:06Z schloegl $
+%      Copyright (C) 2000-2003,2010 by Alois Schloegl <alois.schloegl@gmail.com>       
+%       This function is part of the NaN-toolbox
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+%    This program 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.
+%
+%    This program 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 this program; If not, see <http://www.gnu.org/licenses/>.
+
+
+
+if nargin==1,
+        DIM=[];
+       fun=[];        
+elseif nargin==2,
+        if ~isnumeric(DIM),
+               fun=DIM;
+                DIM=[];
+        else
+                fun=[];
+        end
+end
+if isempty(DIM), 
+        DIM = find(size(i)>1,1);
+        if isempty(DIM), DIM=1; end;
+end;
+
+%R.N           = sumskipnan(~isnan(i),DIM);    % number of elements
+[R.SUM,R.N,R.SSQ] = sumskipnan(i,DIM); % sum
+%R.S3P  = sumskipnan(i.^3,DIM);                % sum of 3rd power
+R.S4P  = sumskipnan(i.^4,DIM);         % sum of 4th power
+%R.S5P  = sumskipnan(i.^5,DIM);                % sum of 5th power
+
+R.MEAN         = R.SUM./R.N;                   % mean 
+R.MSQ          = R.SSQ./R.N;                   % mean square
+R.RMS          = sqrt(R.MSQ);                  % root mean square
+%R.SSQ0        = R.SSQ-R.SUM.*R.MEAN;          % sum square of mean removed
+R.SSQ0 = R.SSQ - real(R.SUM).*real(R.MEAN) - imag(R.SUM).*imag(R.MEAN);        % sum square of mean removed
+
+%if flag_implicit_unbiased_estim;    %% ------- unbiased estimates ----------- 
+    n1         = max(R.N-1,0);                 % in case of n=0 and n=1, the (biased) variance, STD and SEM are INF
+%else
+%    n1        = R.N;
+%end;
+
+R.VAR          = R.SSQ0./n1;                   % variance (unbiased) 
+R.STD          = sqrt(R.VAR);                  % standard deviation
+R.SEM          = sqrt(R.SSQ0./(R.N.*n1));      % standard error of the mean
+R.SEV  = sqrt(n1.*(n1.*R.S4P./R.N+(R.N.^2-2*R.N+3).*(R.SSQ./R.N).^2)./(R.N.^3)); % standard error of the variance
+R.COEFFICIENT_OF_VARIATION = R.STD./R.MEAN;
+
+q = quantile(i, (1:3)/4, DIM);
+
+%sz=size(i);sz(DIM)=1;
+%Q0500=repmat(nan,sz);
+%Q0250=Q0500;
+%Q0750=Q0500;
+%MODE=Q0500;
+%for k=1:size(i,2),
+%        tmp = sort(i(:,k));
+        %ix = find(~~diff([-inf;tmp;inf]))
+        %ix2=diff(ix)
+        %MODE(k)= tmp(max(ix2)==ix2)
+%        Q0500(k) = flix(tmp,R.N(k)/2   + 0.5);
+%        Q0250(k) = flix(tmp,R.N(k)/4   + 0.5);
+%        Q0750(k) = flix(tmp,R.N(k)*3/4 + 0.5);
+%end;
+%R.MEDIAN      = Q0500;
+%R.Quartiles           = [Q0250; Q0750];
+
+%R.Skewness.Fisher = (R.CM3)./(R.STD.^3);      %%% same as R.SKEWNESS
+
+%R.Skewness.Pearson_Mode   = (R.MEAN-R.MODE)./R.STD;
+%R.Skewness.Pearson_coeff1 = (3*R.MEAN-R.MODE)./R.STD;
+%R.Skewness.Pearson_coeff2 = (3*R.MEAN-R.MEDIAN)./R.STD;
+%R.Skewness.Bowley = (Q0750+Q0250 - 2*Q0500)./(Q0750-Q0250); % quartile skewness coefficient
+
+R.CM2  = R.SSQ0./n1;
+szi = size(i); szm = [size(R.MEAN),1];
+i       = i - repmat(R.MEAN,szi./szm(1:length(szi)));
+R.CM3  = sumskipnan(i.^3,DIM)./n1;
+R.CM4  = sumskipnan(i.^4,DIM)./n1;
+%R.CM5         = sumskipnan(i.^5,DIM)./n1;
+
+R.SKEWNESS = R.CM3./(R.STD.^3);
+R.KURTOSIS = R.CM4./(R.VAR.^2)-3;
+[R.MAD,N]  = sumskipnan(abs(i),DIM);   % mean absolute deviation
+R.MAD = R.MAD./n1;
+
+R.datatype = 'STAT Level 3';
+
+tmp = version;
+if 0, %str2num(tmp(1))*1000+str2num(tmp(3))*100+str2num(tmp(5:6))<2136,
+       % ###obsolete: was needed for Octave version < 2.1.36
+        if strcmp(fun(1:2),'CM') 
+                oo = str2double(fun(3:length(fun)));
+                varargout  = sumskipnan(i.^oo,DIM)./n1;
+        elseif isempty(fun)
+               varargout  = R;
+        else               
+                varargout  = getfield(R,upper(fun));
+        end;
+else
+       if iscell(fun),  
+                for k=1:length(fun),
+                       if strcmp(fun{k}(1:2),'CM') 
+                               oo = str2double(fun{k}(3:length(fun{k})));
+                               varargout{k}  = sumskipnan(i.^oo,DIM)./n1;
+                       else                
+                               varargout{k}  = getfield(R,upper(fun{k}));
+                       end;
+                end;
+       elseif ischar(fun),
+               if strcmp(fun(1:2),'CM') 
+                       oo = str2double(fun(3:length(fun)));
+                       varargout{1}  = sumskipnan(i.^oo,DIM)./n1;
+               else                
+                       varargout{1}  = getfield(R,upper(fun));
+               end;
+       else
+               varargout{1} = R;
+       end;
+end;