--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/ppplot.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,159 @@
+% PPPLOT makes probability-probability plot
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% 
+% h = ppplot(y1,[],ops) Plot a probability-probability plot comparing with
+% theoretical model.
+% 
+% h = cdfplot(y1,y2,ops) Plot a probability-probability plot comparing two
+% empirical cdfs.
+% 
+% ops is a cell aray of options
+%   - 'ProbDist' -> theoretical distribution. Available distributions are:
+%     - 'Fdist' -> F cumulative distribution function. In this case the
+%     parameter 'params' should be a vector with distribution degrees of
+%     freedoms [dof1 dof2]
+%     - 'Normdist' -> Normal cumulative distribution function. In this case
+%     the parameter 'params' should be a vector with distribution mean and
+%     standard deviation [mu sigma]
+%     - 'Chi2dist' -> Chi square cumulative distribution function. In this
+%     case the parameter 'params' should be a number indicating
+%     distribution degrees of freedom
+%   - 'params' -> Probability distribution parameters
+%   - 'conflevel' -> requiered confidence for confidence bounds evaluation.
+%   Default 0.95 (95%)
+%   - 'FontSize' -> Font size for axis. Default 22
+%   - 'LineWidth' -> line width. Default 2
+%   - 'axis' -> set axis properties of the plot. refer to help axis for
+%   further details
+% 
+% Luigi Ferraioli 11-02-2011
+% 
+% % $Id: ppplot.m,v 1.5 2011/03/15 17:16:27 luigi Exp $
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function h = ppplot(y1,y2,ops)
+  
+  %%% check and set imput options
+  % Default input struct
+  defaultparams = struct('ProbDist','Fdist',...
+    'params',[1 1],...
+    'conflevel',0.95,...
+    'FontSize',22,...
+    'LineWidth',2,...
+    'axis',[]);
+  
+  names = {'ProbDist','params','conflevel','FontSize','LineWidth','axis'};
+  
+  % collecting input and default params
+  if nargin == 3
+    if ~isempty(ops)
+      for jj=1:length(names)
+        if isfield(ops, names(jj))
+          defaultparams.(names{1,jj}) = ops.(names{1,jj});
+        end
+      end
+    end
+  end
+  
+  pdist = defaultparams.ProbDist; % check theoretical distribution
+  dof = defaultparams.params; % distribution parameters
+  conf = defaultparams.conflevel; % confidence level for confidence bounds calculation
+  if conf>1
+    conf = conf/100;
+  end
+  fontsize = defaultparams.FontSize;
+  lwidth = defaultparams.LineWidth;
+  axvect = defaultparams.axis;
+
+  
+  %%% check data input
+  if isempty(y2) % do theoretical comparison
+    % get empirical distribution for input data
+    [ep,ex]=utils.math.ecdf(y1);
+    % switch between input theoretical distributions
+    switch lower(pdist)
+      case 'fdist'
+        % get theoretical probabilities corresponding to empirical quantiles
+        tp = utils.math.Fcdf(ex,dof(1),dof(2));
+      case 'normdist'
+        tp = utils.math.Normcdf(ex,dof(1),dof(2));
+      case 'chi2dist'
+        tp = utils.math.Chi2cdf(ex,dof(1));
+    end
+    % get confidence levels with Kolmogorow - Smirnov test
+    alp = (1-conf)/2;
+    cVal = utils.math.SKcriticalvalues(numel(ex),numel(ex),alp);
+    % get upper and lower bounds for x
+    pup = CD+cVal;
+    plw = CD-cVal;
+    
+    figure
+    h1 = plot(tp,ep);
+    grid on
+    hold on
+    lnx = [min(tp) max(tp(1:end-1))];
+    lny = [min(tp) max(tp(1:end-1))];
+    h2 = line(lnx,lny,'Color','k');
+    h3 = plot(tp,pup,'b--');
+    h4 = plot(tp,plw,'b--');
+    xlabel('Theoretical Probability','FontSize',fontsize);
+    ylabel('Sample Probability','FontSize',fontsize);
+    set(h1(1), 'Color','r', 'LineStyle','-','LineWidth',lwidth);
+    set(h2(1), 'Color','k', 'LineStyle','--','LineWidth',lwidth);
+    set(h3(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+    set(h4(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+    legend([h1(1),h2(1),h3(1)],{'Sample Probability','Reference','Conf. Bounds'},'Location','SouthEast')
+    if ~isempty(axvect)
+      axis(axvect);
+    else
+      axis([0 0.99 0 0.99])
+    end
+    h = [h1;h2;h3;h4];
+    
+  else % do empirical comparison
+    % get empirical distribution for input data
+    [eCD1,ex1]=utils.math.ecdf(y1);
+    [eCD2,ex2]=utils.math.ecdf(y2);
+    
+    % get confidence levels with Kolmogorow - Smirnov test
+    alp = (1-conf)/2;
+    cVal = utils.math.SKcriticalvalues(numel(ex1),numel(ex2),alp);
+    % get confidence levels
+    CDu = eCD2+cVal;
+    CDl = eCD2-cVal;
+    
+    % get probabilities corresponding for second distribution to first empirical
+    % probabilities
+    tp = interp1(ex2,eCD2,ex1);
+
+    % get upper and lower bounds for p
+    pup = interp1(ex2,CDu,ex1);
+    plw = interp1(ex2,CDl,ex1);
+
+    % empirical probabilities
+    ep = eCD1;
+
+    figure
+    h1 = plot(tp,ep);
+    grid on
+    hold on
+    lnx = [min(tp) max(tp(1:end-1))];
+    lny = [min(tp) max(tp(1:end-1))];
+    h2 = line(lnx,lny,'Color','k');
+    h3 = plot(tp,pup,'b--');
+    h4 = plot(tp,plw,'b--');
+    xlabel('Y2 Probability','FontSize',fontsize);
+    ylabel('Y1 Probability','FontSize',fontsize);
+    set(h1(1), 'Color','r', 'LineStyle','-','LineWidth',lwidth);
+    set(h2(1), 'Color','k', 'LineStyle','--','LineWidth',lwidth);
+    set(h3(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+    set(h4(1), 'Color','b', 'LineStyle',':','LineWidth',lwidth);
+    legend([h1(1),h2(1),h3(1)],{'Sample Probability','Reference','Conf. Bounds'},'Location','SouthEast')
+    if ~isempty(axvect)
+      axis(axvect);
+    else
+      axis([0 0.99 0 0.99])
+    end
+    h = [h1;h2;h3;h4];
+  end
+  
+end
\ No newline at end of file