Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / statistics-1.1.3 / histfit.m

diff --git a/octave_packages/statistics-1.1.3/histfit.m b/octave_packages/statistics-1.1.3/histfit.m
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+## Copyright (C) 2003 Alberto Terruzzi <t-albert@libero.it>
+##
+## 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/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} histfit (@var{data}, @var{nbins})
+##
+## Plot histogram with superimposed fitted normal density.
+##
+## @code{histfit (@var{data}, @var{nbins})} plots a histogram of the values in
+## the vector @var{data} using @var{nbins} bars in the histogram. With one input
+## argument, @var{nbins} is set  to the square root of the number of elements in
+## data. 
+##
+## Example
+##
+## @example
+## histfit (randn (100, 1))
+## @end example
+##
+## @seealso{bar,hist, pareto}
+## @end deftypefn
+
+## Author: Alberto Terruzzi <t-albert@libero.it>
+## Version: 1.0
+## Created: 3 March 2004
+
+function histfit (data,nbins)
+
+  if nargin < 1 || nargin > 2
+    print_usage;
+  endif
+
+  if isvector (data) != 1
+    error ("data must be a vector.");
+  endif
+
+  row = sum(~isnan(data));
+
+  if nargin < 2
+    nbins = ceil(sqrt(row));
+  endif
+
+  [n,xbin]=hist(data,nbins);
+  if any(abs(diff(xbin,2)) > 10*max(abs(xbin))*eps)
+    error("histfit bins must be uniform width");
+  endif
+
+  mr = nanmean(data); ## Estimates the parameter, MU, of the normal distribution.
+  sr = nanstd(data);  ## Estimates the parameter, SIGMA, of the normal distribution.
+  x=(-3*sr+mr:0.1*sr:3*sr+mr)';## Evenly spaced samples of the expected data range.
+  [xb,yb] = bar(xbin,n);
+  y = normal_pdf(x,mr,sr.^2);
+  binwidth = xbin(2)-xbin(1);
+  y = row*y*binwidth;   ## Normalization necessary to overplot the histogram.
+  plot(xb,yb,";;b",x,y,";;r-");     ## Plots density line over histogram.
+
+endfunction
+