Mercurial > hg > ltpda
view m-toolbox/classes/+utils/@math/ppplot.m @ 11:9174aadb93a5 database-connection-manager
Add LTPDA Repository utility functions into utils.repository
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Mon, 05 Dec 2011 16:20:06 +0100 |
parents | f0afece42f48 |
children |
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% 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