X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fstatistics-1.1.3%2Fjsupdf.m;fp=octave_packages%2Fstatistics-1.1.3%2Fjsupdf.m;h=c4ec1af109cc90af93f1f50f00481765bcf82ae8;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/statistics-1.1.3/jsupdf.m b/octave_packages/statistics-1.1.3/jsupdf.m new file mode 100644 index 0000000..c4ec1af --- /dev/null +++ b/octave_packages/statistics-1.1.3/jsupdf.m @@ -0,0 +1,62 @@ +## Copyright (C) 2006 Frederick (Rick) A Niles +## +## 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} {} jsupdf (@var{x}, @var{alpha1}, @var{alpha2}) +## For each element of @var{x}, compute the probability density function +## (PDF) at @var{x} of the Johnson SU distribution with shape parameters @var{alpha1} +## and @var{alpha2}. +## +## Default values are @var{alpha1} = 1, @var{alpha2} = 1. +## @end deftypefn + +## Author: Frederick (Rick) A Niles +## Description: PDF of Johnson SU distribution + +## This function is derived from normpdf.m + +## This is the TeX equation of this function: +## +## \[ f(x) = \frac{\alpha_2}{\sqrt{x^2+1}} \phi\left(\alpha_1+\alpha_2 +## \log{\left(x+\sqrt{x^2+1}\right)}\right) \] +## +## where \[ -\infty < x < \infty ; \alpha_2 > 0 \] and $\phi$ is the +## standard normal probability distribution function. $\alpha_1$ and +## $\alpha_2$ are shape parameters. + +function pdf = jsupdf (x, alpha1, alpha2) + + if (nargin != 1 && nargin != 3) + print_usage; + endif + + if (nargin == 1) + alpha1 = 1; + alpha2 = 1; + endif + + if (!isscalar (alpha1) || !isscalar(alpha2)) + [retval, x, alpha1, alpha2] = common_size (x, alpha1, alpha2); + if (retval > 0) + error ("normpdf: x, alpha1 and alpha2 must be of common size or scalars"); + endif + endif + + one = ones(size(x)); + sr = sqrt(x.*x + one); + pdf = (alpha2 ./ sr) .* stdnormal_pdf (alpha1 .* one + + alpha2 .* log (x + sr)); + +endfunction