X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fstatistics-1.1.3%2Ftstat.m;fp=octave_packages%2Fstatistics-1.1.3%2Ftstat.m;h=b5d7ac6e455d01d9acb74ecd73f9379359c0c4e2;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/statistics-1.1.3/tstat.m b/octave_packages/statistics-1.1.3/tstat.m new file mode 100644 index 0000000..b5d7ac6 --- /dev/null +++ b/octave_packages/statistics-1.1.3/tstat.m @@ -0,0 +1,98 @@ +## 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}] =} tstat (@var{n}) +## Compute mean and variance of the t (Student) distribution. +## +## @subheading Arguments +## +## @itemize @bullet +## @item +## @var{n} is the parameter of the t (Student) distribution. The elements +## of @var{n} must be positive +## @end itemize +## +## @subheading Return values +## +## @itemize @bullet +## @item +## @var{m} is the mean of the t (Student) distribution +## +## @item +## @var{v} is the variance of the t (Student) distribution +## @end itemize +## +## @subheading Example +## +## @example +## @group +## n = 3:8; +## [m, v] = tstat (n) +## @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 t (Student) distribution + +function [m, v] = tstat (n) + + # Check arguments + if (nargin != 1) + print_usage (); + endif + + if (! isempty (n) && ! ismatrix (n)) + error ("tstat: n must be a numeric matrix"); + endif + + # Calculate moments + m = zeros (size (n)); + v = n ./ (n - 2); + + # Continue argument check + k = find (! (n > 1) | ! (n < Inf)); + if (any (k)) + m(k) = NaN; + v(k) = NaN; + endif + k = find (! (n > 2) & (n < Inf)); + if (any (k)) + v(k) = Inf; + endif + +endfunction + +%!test +%! n = 3:8; +%! [m, v] = tstat (n); +%! expected_m = [0, 0, 0, 0, 0, 0]; +%! expected_v = [3.0000, 2.0000, 1.6667, 1.5000, 1.4000, 1.3333]; +%! assert (m, expected_m); +%! assert (v, expected_v, 0.001);