octave:scripts/statistics/base/prctile.m

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scripts/statistics/base/prctile.m

changeset 10289:	4b124317dc38
parent:	1bf0ce0930be
author:	John W. Eaton <jwe@octave.org>
date:	Tue Feb 09 20:58:55 2010 -0500 (43 minutes ago)
permissions:	-rw-r--r--
description:	base_properties::set_children: account for hidden children
     1## Copyright (C) 2008, 2009 Ben Abbott
     2##
     3## This file is part of Octave.
     4##
     5## Octave is free software; you can redistribute it and/or modify it
     6## under the terms of the GNU General Public License as published by
     7## the Free Software Foundation; either version 3 of the License, or (at
     8## your option) any later version.
     9##
    10## Octave is distributed in the hope that it will be useful, but
    11## WITHOUT ANY WARRANTY; without even the implied warranty of
    12## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
    13## General Public License for more details.
    14##
    15## You should have received a copy of the GNU General Public License
    16## along with Octave; see the file COPYING.  If not, see
    17## <http://www.gnu.org/licenses/>.
    18
    19## -*- texinfo -*-
    20## @deftypefn {Function File} {@var{y} =} prctile (@var{x}, @var{p})
    21## @deftypefnx {Function File} {@var{q} =} prctile (@var{x}, @var{p}, @var{dim})
    22## For a sample @var{x}, compute the quantiles, @var{y}, corresponding
    23## to the cumulative probability values, P, in percent.  All non-numeric
    24## values (NaNs) of X are ignored.
    25## 
    26## If @var{x} is a matrix, compute the percentiles for each column and
    27## return them in a matrix, such that the i-th row of @var{y} contains the 
    28## @var{p}(i)th percentiles of each column of @var{x}.
    29## 
    30## The optional argument @var{dim} determines the dimension along which
    31## the percentiles are calculated.  If @var{dim} is omitted, and @var{x} is
    32## a vector or matrix, it defaults to 1 (column wise quantiles).  In the 
    33## instance that @var{x} is a N-d array, @var{dim} defaults to the first 
    34## dimension whose size greater than unity.
    35## 
    36## @end deftypefn
    37
    38## Author: Ben Abbott <bpabbott@mac.com>
    39## Description: Matlab style prctile function.
    40
    41function q = prctile (x, p, dim)
    42
    43  if (nargin < 1 || nargin > 3)
    44    print_usage ();
    45  endif
    46
    47  if (nargin < 2)
    48    p = 100*[0.00 0.25, 0.50, 0.75, 1.00];
    49  endif
    50
    51  if (nargin < 3)
    52    if (ndims (x) == 2)
    53      ## If a matrix or vector, use the 1st dimension.
    54      dim = 1;
    55    else 
    56      ## If an N-d array, use the firt dimension with a length > 1.
    57      dim = find (size(v) != 1);
    58      if (isempty (dim))
    59        dim = 1;
    60      endif
    61    endif
    62  endif
    63
    64  ## Convert from percent.
    65  p = 0.01 * p;
    66
    67  ## The 5th method is compatible with Matlab.
    68  method = 5;
    69
    70  ## Call the quantile function
    71  q = quantile (x, p, dim, method);
    72
    73endfunction
    74
    75%!test
    76%! pct = 50;
    77%! q = prctile (1:4, pct, 1);
    78%! qa = [1, 2, 3, 4];
    79%! assert (q, qa);
    80%! q = prctile (1:4, pct, 2);
    81%! qa = 2.5000;
    82%! assert (q, qa);
    83
    84%!test
    85%! pct = 50;
    86%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
    87%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
    88%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
    89%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
    90%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
    91%! tol = 0.0001;
    92%! q = prctile (x, pct, 1);
    93%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307];
    94%! assert (q, qa, tol);
    95%! q = prctile (x, pct, 2);
    96%! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9312];
    97%! assert (q, qa, tol);
    98
    99%!test
   100%! pct = 50;
   101%! tol = 0.0001;
   102%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
   103%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
   104%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
   105%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
   106%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
   107%! x(5,5) = Inf;
   108%! q = prctile (x, pct, 1);
   109%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.7307];
   110%! assert (q, qa, tol);
   111%! x(5,5) = -Inf;
   112%! q = prctile (x, pct, 1);
   113%! qa = [0.2795, 0.7978, 0.3296, 0.5567, 0.1585];
   114%! assert (q, qa, tol);
   115%! x(1,1) = Inf;
   116%! q = prctile (x, pct, 1);
   117%! qa = [0.4288, 0.7978, 0.3296, 0.5567, 0.1585];
   118%! assert (q, qa, tol);
   119
   120%!test
   121%! pct = 50;
   122%! tol = 0.0001;
   123%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
   124%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
   125%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
   126%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
   127%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
   128%! x(3,3) = Inf;
   129%! q = prctile (x, pct, 1);
   130%! qa = [0.2795, 0.7978, 0.6477, 0.5567, 0.7307];
   131%! assert (q, qa, tol);
   132%! q = prctile (x, pct, 2);
   133%! qa = [0.1148; 0.2041; 0.7307; 0.6477; 0.9312];
   134%! assert (q, qa, tol);
   135
   136%!test
   137%! pct = 50;
   138%! tol = 0.0001;
   139%! x = [0.1126, 0.1148, 0.0521, 0.2364, 0.1393
   140%!      0.1718, 0.7273, 0.2041, 0.4531, 0.1585
   141%!      0.2795, 0.7978, 0.3296, 0.5567, 0.7307
   142%!      0.4288, 0.8753, 0.6477, 0.6287, 0.8165
   143%!      0.9331, 0.9312, 0.9635, 0.7796, 0.8461];
   144%! x(5,5) = NaN;
   145%! q = prctile (x, pct, 2);
   146%! qa = [0.1148; 0.2041; 0.5567; 0.6477; 0.9322];
   147%! assert (q, qa, tol);
   148%! x(1,1) = NaN;
   149%! q = prctile (x, pct, 2);
   150%! qa = [0.1270; 0.2041; 0.5567; 0.6477; 0.9322];
   151%! assert (q, qa, tol);
   152%! x(3,3) = NaN;
   153%! q = prctile (x, pct, 2);
   154%! qa = [0.1270; 0.2041; 0.6437; 0.6477; 0.9322];
   155%! assert (q, qa, tol);
   156