/usr/share/octave/packages/statistics-1.3.0/fstat.m is in octave-statistics 1.3.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 | ## Copyright (C) 2006, 2007 Arno Onken <asnelt@asnelt.org>
##
## 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 <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {[@var{mn}, @var{v}] =} fstat (@var{m}, @var{n})
## Compute mean and variance of the F distribution.
##
## @subheading Arguments
##
## @itemize @bullet
## @item
## @var{m} is the first parameter of the F distribution. The elements
## of @var{m} must be positive
##
## @item
## @var{n} is the second parameter of the F distribution. The
## elements of @var{n} must be positive
## @end itemize
## @var{m} and @var{n} must be of common size or one of them must be scalar
##
## @subheading Return values
##
## @itemize @bullet
## @item
## @var{mn} is the mean of the F distribution. The mean is undefined for
## @var{n} not greater than 2
##
## @item
## @var{v} is the variance of the F distribution. The variance is undefined
## for @var{n} not greater than 4
## @end itemize
##
## @subheading Examples
##
## @example
## @group
## m = 1:6;
## n = 5:10;
## [mn, v] = fstat (m, n)
## @end group
##
## @group
## [mn, v] = fstat (m, 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 <asnelt@asnelt.org>
## Description: Moments of the F distribution
function [mn, v] = fstat (m, n)
# Check arguments
if (nargin != 2)
print_usage ();
endif
if (! isempty (m) && ! ismatrix (m))
error ("fstat: m must be a numeric matrix");
endif
if (! isempty (n) && ! ismatrix (n))
error ("fstat: n must be a numeric matrix");
endif
if (! isscalar (m) || ! isscalar (n))
[retval, m, n] = common_size (m, n);
if (retval > 0)
error ("fstat: m and n must be of common size or scalar");
endif
endif
# Calculate moments
mn = n ./ (n - 2);
v = (2 .* (n .^ 2) .* (m + n - 2)) ./ (m .* ((n - 2) .^ 2) .* (n - 4));
# Continue argument check
k = find (! (m > 0) | ! (m < Inf) | ! (n > 2) | ! (n < Inf));
if (any (k))
mn(k) = NaN;
v(k) = NaN;
endif
k = find (! (n > 4));
if (any (k))
v(k) = NaN;
endif
endfunction
%!test
%! m = 1:6;
%! n = 5:10;
%! [mn, v] = fstat (m, n);
%! expected_mn = [1.6667, 1.5000, 1.4000, 1.3333, 1.2857, 1.2500];
%! expected_v = [22.2222, 6.7500, 3.4844, 2.2222, 1.5869, 1.2153];
%! assert (mn, expected_mn, 0.001);
%! assert (v, expected_v, 0.001);
%!test
%! m = 1:6;
%! [mn, v] = fstat (m, 5);
%! expected_mn = [1.6667, 1.6667, 1.6667, 1.6667, 1.6667, 1.6667];
%! expected_v = [22.2222, 13.8889, 11.1111, 9.7222, 8.8889, 8.3333];
%! assert (mn, expected_mn, 0.001);
%! assert (v, expected_v, 0.001);
|