/usr/share/octave/packages/statistics-1.3.0/geostat.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 | ## 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{m}, @var{v}] =} geostat (@var{p})
## Compute mean and variance of the geometric distribution.
##
## @subheading Arguments
##
## @itemize @bullet
## @item
## @var{p} is the rate parameter of the geometric distribution. The
## elements of @var{p} must be probabilities
## @end itemize
##
## @subheading Return values
##
## @itemize @bullet
## @item
## @var{m} is the mean of the geometric distribution
##
## @item
## @var{v} is the variance of the geometric distribution
## @end itemize
##
## @subheading Example
##
## @example
## @group
## p = 1 ./ (1:6);
## [m, v] = geostat (p)
## @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 geometric distribution
function [m, v] = geostat (p)
# Check arguments
if (nargin != 1)
print_usage ();
endif
if (! isempty (p) && ! ismatrix (p))
error ("geostat: p must be a numeric matrix");
endif
# Calculate moments
q = 1 - p;
m = q ./ p;
v = q ./ (p .^ 2);
# Continue argument check
k = find (! (p >= 0) | ! (p <= 1));
if (any (k))
m(k) = NaN;
v(k) = NaN;
endif
endfunction
%!test
%! p = 1 ./ (1:6);
%! [m, v] = geostat (p);
%! assert (m, [0, 1, 2, 3, 4, 5], 0.001);
%! assert (v, [0, 2, 6, 12, 20, 30], 0.001);
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