/usr/share/octave/packages/statistics-1.3.0/bbspdf.m is in octave-statistics 1.3.0-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 | ## Copyright (C) 2016 Dag Lyberg
## Copyright (C) 1995-2015 Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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.
##
## Octave 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 Octave; see the file COPYING. If not, see
## <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {} {} bbspdf (@var{x}, @var{location}, @var{scale}, @var{shape})
## For each element of @var{x}, compute the probability density function (PDF)
## at @var{x} of the Birnbaum-Saunders distribution with parameters
## @var{location}, @var{scale} and @var{shape}.
## @end deftypefn
## Author: Dag Lyberg <daglyberg80@gmail.com>
## Description: PDF of the Birnbaum-Saunders distribution
function pdf = bbspdf (x, location, scale, shape)
if (nargin != 4)
print_usage ();
endif
if (! isscalar (location) || ! isscalar (scale) || ! isscalar(shape))
[retval, x, location, scale, shape] = ...
common_size (x, location, scale, shape);
if (retval > 0)
error ("bbspdf: X, LOCATION, SCALE and SHAPE must be of common size or scalars");
endif
endif
if (iscomplex (x) || iscomplex (location) ...
|| iscomplex (scale) || iscomplex(shape))
error ("bbspdf: X, LOCATION, SCALE and SHAPE must not be complex");
endif
if (isa (x, "single") || isa (location, "single") || isa (scale, "single") ...
|| isa (shape, "single"))
pdf = zeros (size (x), "single");
else
pdf = zeros (size (x));
endif
k = isnan (x) | ! (-Inf < location) | ! (location < Inf) ...
| ! (scale > 0) | ! (scale < Inf) ...
| ! (shape > 0) | ! (shape < Inf);
pdf(k) = NaN;
k = (x > location) & (x < Inf) & (-Inf < location) ...
& (location < Inf) & (0 < scale) & (scale < Inf) ...
& (0 < shape) & (shape < Inf);
if (isscalar (location) && isscalar(scale) && isscalar(shape))
a = x(k) - location;
b = sqrt(a ./ scale);
pdf(k) = ((b + b.^-1) ./ (2 * shape * a)) ...
.* normpdf ((b - b.^-1) / shape);
else
a = x(k) - location(k);
b = sqrt(a ./ scale(k));
pdf(k) = ((b + b.^-1) ./ (2 * shape(k).* a)) ...
.* normpdf ((b - b.^-1) ./ shape(k));
endif
endfunction
%!shared x,y
%! x = [-1, 0, 1, 2, Inf];
%! y = [0, 0, 0.3989422804014327, 0.1647717335503959, 0];
%!assert (bbspdf (x, zeros (1,5), ones (1,5), ones (1,5)), y, eps)
%!assert (bbspdf (x, zeros (1,5), 1, 1), y, eps)
%!assert (bbspdf (x, 0, ones (1,5), 1), y, eps)
%!assert (bbspdf (x, 0, 1, ones (1,5)), y, eps)
%!assert (bbspdf (x, 0, 1, 1), y, eps)
%!assert (bbspdf (x, [0, 0, NaN, 0, 0], 1, 1), [y(1:2), NaN, y(4:5)], eps)
%!assert (bbspdf (x, 0, [1, 1, NaN, 1, 1], 1), [y(1:2), NaN, y(4:5)], eps)
%!assert (bbspdf (x, 0, 1, [1, 1, NaN, 1, 1]), [y(1:2), NaN, y(4:5)], eps)
%!assert (bbspdf ([x, NaN], 0, 1, 1), [y, NaN], eps)
## Test class of input preserved
%!assert (bbspdf (single ([x, NaN]), 0, 1, 1), single ([y, NaN]), eps('single'))
%!assert (bbspdf ([x, NaN], single (0), 1, 1), single ([y, NaN]), eps('single'))
%!assert (bbspdf ([x, NaN], 0, single (1), 1), single ([y, NaN]), eps('single'))
%!assert (bbspdf ([x, NaN], 0, 1, single (1)), single ([y, NaN]), eps('single'))
## Test input validation
%!error bbspdf ()
%!error bbspdf (1)
%!error bbspdf (1,2,3)
%!error bbspdf (1,2,3,4,5)
%!error bbspdf (ones (3), ones (2), ones(2), ones(2))
%!error bbspdf (ones (2), ones (3), ones(2), ones(2))
%!error bbspdf (ones (2), ones (2), ones(3), ones(2))
%!error bbspdf (ones (2), ones (2), ones(2), ones(3))
%!error bbspdf (i, 2, 3, 4)
%!error bbspdf (1, i, 3, 4)
%!error bbspdf (1, 2, i, 4)
%!error bbspdf (1, 2, 3, i)
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