Add a useful package (from Source forge) for octave

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

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+## Copyright (C) 2006, 2007 Arno Onken <asnelt@asnelt.org>
+##
+## 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} {[@var{mn}, @var{v}] =} normstat (@var{m}, @var{s})
+## Compute mean and variance of the normal distribution.
+##
+## @subheading Arguments
+##
+## @itemize @bullet
+## @item
+## @var{m} is the mean of the normal distribution
+##
+## @item
+## @var{s} is the standard deviation of the normal distribution.
+## @var{s} must be positive
+## @end itemize
+## @var{m} and @var{s} must be of common size or one of them must be
+## scalar
+##
+## @subheading Return values
+##
+## @itemize @bullet
+## @item
+## @var{mn} is the mean of the normal distribution
+##
+## @item
+## @var{v} is the variance of the normal distribution
+## @end itemize
+##
+## @subheading Examples
+##
+## @example
+## @group
+## m = 1:6;
+## s = 0:0.2:1;
+## [mn, v] = normstat (m, s)
+## @end group
+##
+## @group
+## [mn, v] = normstat (0, s)
+## @end group
+## @end example
+##
+## @subheading References
+##
+## @enumerate
+## @item
+## Wendy L. Martinez and Angel R. Martinez. @cite{Computational Statistics
+## Handbook with MATLAB}. Appendix E, pages 547-557, Chapman & Hall/CRC,
+## 2001.
+##
+## @item
+## Athanasios Papoulis. @cite{Probability, Random Variables, and Stochastic
+## Processes}. McGraw-Hill, New York, second edition, 1984.
+## @end enumerate
+## @end deftypefn
+
+## Author: Arno Onken <asnelt@asnelt.org>
+## Description: Moments of the normal distribution
+
+function [mn, v] = normstat (m, s)
+
+  # Check arguments
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  if (! isempty (m) && ! ismatrix (m))
+    error ("normstat: m must be a numeric matrix");
+  endif
+  if (! isempty (s) && ! ismatrix (s))
+    error ("normstat: s must be a numeric matrix");
+  endif
+
+  if (! isscalar (m) || ! isscalar (s))
+    [retval, m, s] = common_size (m, s);
+    if (retval > 0)
+      error ("normstat: m and s must be of common size or scalar");
+    endif
+  endif
+
+  # Set moments
+  mn = m;
+  v = s .* s;
+
+  # Continue argument check
+  k = find (! (s > 0) | ! (s < Inf));
+  if (any (k))
+    mn(k) = NaN;
+    v(k) = NaN;
+  endif
+
+endfunction
+
+%!test
+%! m = 1:6;
+%! s = 0.2:0.2:1.2;
+%! [mn, v] = normstat (m, s);
+%! expected_v = [0.0400, 0.1600, 0.3600, 0.6400, 1.0000, 1.4400];
+%! assert (mn, m);
+%! assert (v, expected_v, 0.001);
+
+%!test
+%! s = 0.2:0.2:1.2;
+%! [mn, v] = normstat (0, s);
+%! expected_mn = [0, 0, 0, 0, 0, 0];
+%! expected_v = [0.0400, 0.1600, 0.3600, 0.6400, 1.0000, 1.4400];
+%! assert (mn, expected_mn, 0.001);
+%! assert (v, expected_v, 0.001);