X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fcauchy_cdf.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fcauchy_cdf.m;h=fbb61a6b16dba7b5b549e2f944e4db2d4c5471cb;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/distributions/cauchy_cdf.m b/octave_packages/m/statistics/distributions/cauchy_cdf.m new file mode 100644 index 0000000..fbb61a6 --- /dev/null +++ b/octave_packages/m/statistics/distributions/cauchy_cdf.m @@ -0,0 +1,91 @@ +## Copyright (C) 2012 Rik Wehbring +## Copyright (C) 1995-2012 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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} cauchy_cdf (@var{x}) +## @deftypefnx {Function File} {} cauchy_cdf (@var{x}, @var{location}, @var{scale}) +## For each element of @var{x}, compute the cumulative distribution +## function (CDF) at @var{x} of the Cauchy distribution with location +## parameter @var{location} and scale parameter @var{scale}. Default +## values are @var{location} = 0, @var{scale} = 1. +## @end deftypefn + +## Author: KH +## Description: CDF of the Cauchy distribution + +function cdf = cauchy_cdf (x, location = 0, scale = 1) + + if (nargin != 1 && nargin != 3) + print_usage (); + endif + + if (!isscalar (location) || !isscalar (scale)) + [retval, x, location, scale] = common_size (x, location, scale); + if (retval > 0) + error ("cauchy_cdf: X, LOCATION, and SCALE must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (location) || iscomplex (scale)) + error ("cauchy_cdf: X, LOCATION, and SCALE must not be complex"); + endif + + if (isa (x, "single") || isa (location, "single") || isa (scale, "single")); + cdf = NaN (size (x), "single"); + else + cdf = NaN (size (x)); + endif + + k = !isinf (location) & (scale > 0) & (scale < Inf); + if (isscalar (location) && isscalar (scale)) + cdf = 0.5 + atan ((x - location) / scale) / pi; + else + cdf(k) = 0.5 + atan ((x(k) - location(k)) ./ scale(k)) / pi; + endif + +endfunction + + +%!shared x,y +%! x = [-1 0 0.5 1 2]; +%! y = 1/pi * atan ((x-1) / 2) + 1/2; +%!assert(cauchy_cdf (x, ones(1,5), 2*ones(1,5)), y); +%!assert(cauchy_cdf (x, 1, 2*ones(1,5)), y); +%!assert(cauchy_cdf (x, ones(1,5), 2), y); +%!assert(cauchy_cdf (x, [-Inf 1 NaN 1 Inf], 2), [NaN y(2) NaN y(4) NaN]); +%!assert(cauchy_cdf (x, 1, 2*[0 1 NaN 1 Inf]), [NaN y(2) NaN y(4) NaN]); +%!assert(cauchy_cdf ([x(1:2) NaN x(4:5)], 1, 2), [y(1:2) NaN y(4:5)]); + +%% Test class of input preserved +%!assert(cauchy_cdf ([x, NaN], 1, 2), [y, NaN]); +%!assert(cauchy_cdf (single([x, NaN]), 1, 2), single([y, NaN]), eps("single")); +%!assert(cauchy_cdf ([x, NaN], single(1), 2), single([y, NaN]), eps("single")); +%!assert(cauchy_cdf ([x, NaN], 1, single(2)), single([y, NaN]), eps("single")); + +%% Test input validation +%!error cauchy_cdf () +%!error cauchy_cdf (1,2) +%!error cauchy_cdf (1,2,3,4) +%!error cauchy_cdf (ones(3),ones(2),ones(2)) +%!error cauchy_cdf (ones(2),ones(3),ones(2)) +%!error cauchy_cdf (ones(2),ones(2),ones(3)) +%!error cauchy_cdf (i, 2, 2) +%!error cauchy_cdf (2, i, 2) +%!error cauchy_cdf (2, 2, i) +