X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fstatistics-1.1.3%2Fnbinstat.m;fp=octave_packages%2Fstatistics-1.1.3%2Fnbinstat.m;h=3908421b6eff1c7b174d594b3970a946f5c79ba9;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/statistics-1.1.3/nbinstat.m b/octave_packages/statistics-1.1.3/nbinstat.m new file mode 100644 index 0000000..3908421 --- /dev/null +++ b/octave_packages/statistics-1.1.3/nbinstat.m @@ -0,0 +1,124 @@ +## 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}] =} nbinstat (@var{n}, @var{p}) +## Compute mean and variance of the negative binomial distribution. +## +## @subheading Arguments +## +## @itemize @bullet +## @item +## @var{n} is the first parameter of the negative binomial distribution. The elements +## of @var{n} must be natural numbers +## +## @item +## @var{p} is the second parameter of the negative binomial distribution. The +## elements of @var{p} must be probabilities +## @end itemize +## @var{n} and @var{p} 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 negative binomial distribution +## +## @item +## @var{v} is the variance of the negative binomial distribution +## @end itemize +## +## @subheading Examples +## +## @example +## @group +## n = 1:4; +## p = 0.2:0.2:0.8; +## [m, v] = nbinstat (n, p) +## @end group +## +## @group +## [m, v] = nbinstat (n, 0.5) +## @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 negative binomial distribution + +function [m, v] = nbinstat (n, p) + + # Check arguments + if (nargin != 2) + print_usage (); + endif + + if (! isempty (n) && ! ismatrix (n)) + error ("nbinstat: n must be a numeric matrix"); + endif + if (! isempty (p) && ! ismatrix (p)) + error ("nbinstat: p must be a numeric matrix"); + endif + + if (! isscalar (n) || ! isscalar (p)) + [retval, n, p] = common_size (n, p); + if (retval > 0) + error ("nbinstat: n and p must be of common size or scalar"); + endif + endif + + # Calculate moments + q = 1 - p; + m = n .* q ./ p; + v = n .* q ./ (p .^ 2); + + # Continue argument check + k = find (! (n > 0) | ! (n < Inf) | ! (p > 0) | ! (p < 1)); + if (any (k)) + m(k) = NaN; + v(k) = NaN; + endif + +endfunction + +%!test +%! n = 1:4; +%! p = 0.2:0.2:0.8; +%! [m, v] = nbinstat (n, p); +%! expected_m = [ 4.0000, 3.0000, 2.0000, 1.0000]; +%! expected_v = [20.0000, 7.5000, 3.3333, 1.2500]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001); + +%!test +%! n = 1:4; +%! [m, v] = nbinstat (n, 0.5); +%! expected_m = [1, 2, 3, 4]; +%! expected_v = [2, 4, 6, 8]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001);