X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fstatistics-1.1.3%2Fbetastat.m;fp=octave_packages%2Fstatistics-1.1.3%2Fbetastat.m;h=394ab8e1666f3c1ec4d06c8b1be1be31649b7e14;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/statistics-1.1.3/betastat.m b/octave_packages/statistics-1.1.3/betastat.m new file mode 100644 index 0000000..394ab8e --- /dev/null +++ b/octave_packages/statistics-1.1.3/betastat.m @@ -0,0 +1,123 @@ +## Copyright (C) 2006, 2007 Arno Onken +## +## 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 . + +## -*- texinfo -*- +## @deftypefn {Function File} {[@var{m}, @var{v}] =} betastat (@var{a}, @var{b}) +## Compute mean and variance of the beta distribution. +## +## @subheading Arguments +## +## @itemize @bullet +## @item +## @var{a} is the first parameter of the beta distribution. @var{a} must be +## positive +## +## @item +## @var{b} is the second parameter of the beta distribution. @var{b} must be +## positive +## @end itemize +## @var{a} and @var{b} 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 beta distribution +## +## @item +## @var{v} is the variance of the beta distribution +## @end itemize +## +## @subheading Examples +## +## @example +## @group +## a = 1:6; +## b = 1:0.2:2; +## [m, v] = betastat (a, b) +## @end group +## +## @group +## [m, v] = betastat (a, 1.5) +## @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 +## Description: Moments of the beta distribution + +function [m, v] = betastat (a, b) + + # Check arguments + if (nargin != 2) + print_usage (); + endif + + if (! isempty (a) && ! ismatrix (a)) + error ("betastat: a must be a numeric matrix"); + endif + if (! isempty (b) && ! ismatrix (b)) + error ("betastat: b must be a numeric matrix"); + endif + + if (! isscalar (a) || ! isscalar (b)) + [retval, a, b] = common_size (a, b); + if (retval > 0) + error ("betastat: a and b must be of common size or scalar"); + endif + endif + + # Calculate moments + m = a ./ (a + b); + v = (a .* b) ./ (((a + b) .^ 2) .* (a + b + 1)); + + # Continue argument check + k = find (! (a > 0) | ! (a < Inf) | ! (b > 0) | ! (b < Inf)); + if (any (k)) + m(k) = NaN; + v(k) = NaN; + endif + +endfunction + +%!test +%! a = 1:6; +%! b = 1:0.2:2; +%! [m, v] = betastat (a, b); +%! expected_m = [0.5000, 0.6250, 0.6818, 0.7143, 0.7353, 0.7500]; +%! expected_v = [0.0833, 0.0558, 0.0402, 0.0309, 0.0250, 0.0208]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001); + +%!test +%! a = 1:6; +%! [m, v] = betastat (a, 1.5); +%! expected_m = [0.4000, 0.5714, 0.6667, 0.7273, 0.7692, 0.8000]; +%! expected_v = [0.0686, 0.0544, 0.0404, 0.0305, 0.0237, 0.0188]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001);