/usr/share/octave/packages/3.2/statistics-1.0.10/betastat.m is in octave-statistics 1.0.10-1.
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 | ## 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 <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {[@var{m}, @var{v}] =} betastat (@var{a}, @var{b})
## Compute mean and variance of the beta distribution.
##
## @subheading Arguments
##
## @itemize @bullet
## @item
## @var{a} is the first parameter of the beta distribution. @var{a} must be
## positive
##
## @item
## @var{b} is the second parameter of the beta distribution. @var{b} must be
## positive
## @end itemize
## @var{a} and @var{b} 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 beta distribution
##
## @item
## @var{v} is the variance of the beta distribution
## @end itemize
##
## @subheading Examples
##
## @example
## @group
## a = 1:6;
## b = 1:0.2:2;
## [m, v] = betastat (a, b)
## @end group
##
## @group
## [m, v] = betastat (a, 1.5)
## @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 beta distribution
function [m, v] = betastat (a, b)
# Check arguments
if (nargin != 2)
print_usage ();
endif
if (! isempty (a) && ! ismatrix (a))
error ("betastat: a must be a numeric matrix");
endif
if (! isempty (b) && ! ismatrix (b))
error ("betastat: b must be a numeric matrix");
endif
if (! isscalar (a) || ! isscalar (b))
[retval, a, b] = common_size (a, b);
if (retval > 0)
error ("betastat: a and b must be of common size or scalar");
endif
endif
# Calculate moments
m = a ./ (a + b);
v = (a .* b) ./ (((a + b) .^ 2) .* (a + b + 1));
# Continue argument check
k = find (! (a > 0) | ! (a < Inf) | ! (b > 0) | ! (b < Inf));
if (any (k))
m(k) = NaN;
v(k) = NaN;
endif
endfunction
%!test
%! a = 1:6;
%! b = 1:0.2:2;
%! [m, v] = betastat (a, b);
%! expected_m = [0.5000, 0.6250, 0.6818, 0.7143, 0.7353, 0.7500];
%! expected_v = [0.0833, 0.0558, 0.0402, 0.0309, 0.0250, 0.0208];
%! assert (m, expected_m, 0.001);
%! assert (v, expected_v, 0.001);
%!test
%! a = 1:6;
%! [m, v] = betastat (a, 1.5);
%! expected_m = [0.4000, 0.5714, 0.6667, 0.7273, 0.7692, 0.8000];
%! expected_v = [0.0686, 0.0544, 0.0404, 0.0305, 0.0237, 0.0188];
%! assert (m, expected_m, 0.001);
%! assert (v, expected_v, 0.001);
|