Mercurial > hg > ltpda
comparison m-toolbox/classes/+utils/@math/ecdf.m @ 0:f0afece42f48
Import.
| author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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| date | Wed, 23 Nov 2011 19:22:13 +0100 |
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| -1:000000000000 | 0:f0afece42f48 |
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| 1 % ECDF Compute empirical cumulative distribution function | |
| 2 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 3 % Compute empirical cumulative distribution function for a series of data | |
| 4 % | |
| 5 % CALL | |
| 6 % | |
| 7 % [F,X] = ecdf(Y); | |
| 8 % | |
| 9 % INPUT | |
| 10 % | |
| 11 % - Y, a data series | |
| 12 % | |
| 13 % L Ferraioli 09-03-2011 | |
| 14 % | |
| 15 % $Id: ecdf.m,v 1.2 2011/03/09 11:40:27 luigi Exp $ | |
| 16 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 17 function [F,X] = ecdf(Y) | |
| 18 | |
| 19 % sort input data | |
| 20 X = sort(Y); | |
| 21 | |
| 22 % define variable for cumulative sum | |
| 23 sw = ones(size(X)); | |
| 24 n = numel(sw); | |
| 25 | |
| 26 jj = 2; | |
| 27 idd = false(size(sw)); | |
| 28 % Fi is calculated practically as Fi = ni/n where ni is the position of | |
| 29 % the ith element of the sorted input array. If two or more elements are | |
| 30 % equal then only the ni corresponding to the last one is considered and | |
| 31 % the other elements are removed. ni is obtained by a cumulative sum of | |
| 32 % an arrays of ones. If k elements are equal they are removed and | |
| 33 % substituted by a single k. | |
| 34 while jj < n+1 | |
| 35 if X(jj) ~= X(jj-1); % if successive elements are different we can go on | |
| 36 jj = jj+1; | |
| 37 else % if some elements are equal than we have to count the equal elements | |
| 38 jt = jj+1; | |
| 39 while jt<=n+1 && X(jt-1)==X(jj-1) % counting equal elements | |
| 40 jt = jt + 1; | |
| 41 end | |
| 42 | |
| 43 for ji=jj:jt-2 | |
| 44 idd(ji-1) = true; % make the assignement for successive removal of elements | |
| 45 end | |
| 46 t = jt-jj; | |
| 47 % set the value corresponding to the number of equal elements in | |
| 48 % correspondence to the last element of the series of eqials | |
| 49 sw(jt-2) = t; | |
| 50 | |
| 51 jj = jt; | |
| 52 end | |
| 53 end | |
| 54 | |
| 55 % remove unwanted elements corresponding to duplicates | |
| 56 sw(idd) = []; | |
| 57 | |
| 58 % calculate cumulative distribution by cumulative sum | |
| 59 F = cumsum(sw)./n; | |
| 60 | |
| 61 % remove elements corresponding to replicas | |
| 62 X(idd) = []; | |
| 63 | |
| 64 end |