Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/statistics-1.1.3/wblstat.m b/octave_packages/statistics-1.1.3/wblstat.m
new file mode 100644 (file)
index 0000000..d8ac426
--- /dev/null
+++ b/octave_packages/statistics-1.1.3/wblstat.m
@@ -0,0 +1,124 @@
+## 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{m}, @var{v}] =} wblstat (@var{scale}, @var{shape})
+## Compute mean and variance of the Weibull distribution.
+##
+## @subheading Arguments
+##
+## @itemize @bullet
+## @item
+## @var{scale} is the scale parameter of the Weibull distribution.
+## @var{scale} must be positive
+##
+## @item
+## @var{shape} is the shape parameter of the Weibull distribution.
+## @var{shape} must be positive
+## @end itemize
+## @var{scale} and @var{shape} must be of common size or one of them must be
+## scalar
+##
+## @subheading Return values
+##
+## @itemize @bullet
+## @item
+## @var{m} is the mean of the Weibull distribution
+##
+## @item
+## @var{v} is the variance of the Weibull distribution
+## @end itemize
+##
+## @subheading Examples
+##
+## @example
+## @group
+## scale = 3:8;
+## shape = 1:6;
+## [m, v] = wblstat (scale, shape)
+## @end group
+##
+## @group
+## [m, v] = wblstat (6, shape)
+## @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 Weibull distribution
+
+function [m, v] = wblstat (scale, shape)
+
+  # Check arguments
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  if (! isempty (scale) && ! ismatrix (scale))
+    error ("wblstat: scale must be a numeric matrix");
+  endif
+  if (! isempty (shape) && ! ismatrix (shape))
+    error ("wblstat: shape must be a numeric matrix");
+  endif
+
+  if (! isscalar (scale) || ! isscalar (shape))
+    [retval, scale, shape] = common_size (scale, shape);
+    if (retval > 0)
+      error ("wblstat: scale and shape must be of common size or scalar");
+    endif
+  endif
+
+  # Calculate moments
+  m = scale .* gamma (1 + 1 ./ shape);
+  v = (scale .^ 2) .* gamma (1 + 2 ./ shape) - m .^ 2;
+
+  # Continue argument check
+  k = find (! (scale > 0) | ! (scale < Inf) | ! (shape > 0) | ! (shape < Inf));
+  if (any (k))
+    m(k) = NaN;
+    v(k) = NaN;
+  endif
+
+endfunction
+
+%!test
+%! scale = 3:8;
+%! shape = 1:6;
+%! [m, v] = wblstat (scale, shape);
+%! expected_m = [3.0000, 3.5449, 4.4649, 5.4384, 6.4272, 7.4218];
+%! expected_v = [9.0000, 3.4336, 2.6333, 2.3278, 2.1673, 2.0682];
+%! assert (m, expected_m, 0.001);
+%! assert (v, expected_v, 0.001);
+
+%!test
+%! shape = 1:6;
+%! [m, v] = wblstat (6, shape);
+%! expected_m = [ 6.0000, 5.3174, 5.3579, 5.4384, 5.5090, 5.5663];
+%! expected_v = [36.0000, 7.7257, 3.7920, 2.3278, 1.5923, 1.1634];
+%! assert (m, expected_m, 0.001);
+%! assert (v, expected_v, 0.001);