X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fstatistics-1.1.3%2Fwblstat.m;fp=octave_packages%2Fstatistics-1.1.3%2Fwblstat.m;h=d8ac426d979dae9dee41fc18b9f4b56a2b57e5ca;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/statistics-1.1.3/wblstat.m b/octave_packages/statistics-1.1.3/wblstat.m new file mode 100644 index 0000000..d8ac426 --- /dev/null +++ b/octave_packages/statistics-1.1.3/wblstat.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}] =} wblstat (@var{scale}, @var{shape}) +## Compute mean and variance of the Weibull distribution. +## +## @subheading Arguments +## +## @itemize @bullet +## @item +## @var{scale} is the scale parameter of the Weibull distribution. +## @var{scale} must be positive +## +## @item +## @var{shape} is the shape parameter of the Weibull distribution. +## @var{shape} must be positive +## @end itemize +## @var{scale} and @var{shape} 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 Weibull distribution +## +## @item +## @var{v} is the variance of the Weibull distribution +## @end itemize +## +## @subheading Examples +## +## @example +## @group +## scale = 3:8; +## shape = 1:6; +## [m, v] = wblstat (scale, shape) +## @end group +## +## @group +## [m, v] = wblstat (6, shape) +## @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 Weibull distribution + +function [m, v] = wblstat (scale, shape) + + # Check arguments + if (nargin != 2) + print_usage (); + endif + + if (! isempty (scale) && ! ismatrix (scale)) + error ("wblstat: scale must be a numeric matrix"); + endif + if (! isempty (shape) && ! ismatrix (shape)) + error ("wblstat: shape must be a numeric matrix"); + endif + + if (! isscalar (scale) || ! isscalar (shape)) + [retval, scale, shape] = common_size (scale, shape); + if (retval > 0) + error ("wblstat: scale and shape must be of common size or scalar"); + endif + endif + + # Calculate moments + m = scale .* gamma (1 + 1 ./ shape); + v = (scale .^ 2) .* gamma (1 + 2 ./ shape) - m .^ 2; + + # Continue argument check + k = find (! (scale > 0) | ! (scale < Inf) | ! (shape > 0) | ! (shape < Inf)); + if (any (k)) + m(k) = NaN; + v(k) = NaN; + endif + +endfunction + +%!test +%! scale = 3:8; +%! shape = 1:6; +%! [m, v] = wblstat (scale, shape); +%! expected_m = [3.0000, 3.5449, 4.4649, 5.4384, 6.4272, 7.4218]; +%! expected_v = [9.0000, 3.4336, 2.6333, 2.3278, 2.1673, 2.0682]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001); + +%!test +%! shape = 1:6; +%! [m, v] = wblstat (6, shape); +%! expected_m = [ 6.0000, 5.3174, 5.3579, 5.4384, 5.5090, 5.5663]; +%! expected_v = [36.0000, 7.7257, 3.7920, 2.3278, 1.5923, 1.1634]; +%! assert (m, expected_m, 0.001); +%! assert (v, expected_v, 0.001);