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From: soren hauberg <hauberg@us...>  20061118 18:01:54

Update of /cvsroot/octave/octaveforge/main/statistics/inst In directory sc8prcvs3.sourceforge.net:/tmp/cvsserv25330 Added Files: jsucdf.m jsupdf.m Log Message: Added the Johnson SU distribution (by Rick Niles)  NEW FILE: jsupdf.m  ## Copyright (C) 2006 Frederick (Rick) A Niles ## ## This file is intended to be used with Octave. ## ## This 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 2, or (at your option) ## any later version. ## * texinfo * ## @deftypefn {Function File} {} jsupdf (@var{x}, @var{alpha1}, @var{alpha2}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of the Johnson SU distribution with shape parameters @var{alpha1} ## and @var{alpha2}. ## ## Default values are @var{alpha1} = 1, @var{alpha2} = 1. ## @end deftypefn ## Author: Frederick (Rick) A Niles <niles@...> ## Description: PDF of Johnson SU distribution ## This function is derived from normpdf.m ## This is the TeX equation of this function: ## ## \[ f(x) = \frac{\alpha_2}{\sqrt{x^2+1}} \phi\left(\alpha_1+\alpha_2 ## \log{\left(x+\sqrt{x^2+1}\right)}\right) \] ## ## where \[ \infty < x < \infty ; \alpha_2 > 0 \] and $\phi$ is the ## standard normal probability distribution function. $\alpha_1$ and ## $\alpha_2$ are shape parameters. function pdf = jsupdf (x, alpha1, alpha2) if (nargin != 1 && nargin != 3) usage ("jsupdf (x, alpha1, alpha2)"); endif if (nargin == 1) alpha1 = 1; alpha2 = 1; endif if (!isscalar (alpha1)  !isscalar(alpha2)) [retval, x, alpha1, alpha2] = common_size (x, alpha1, alpha2); if (retval > 0) error ("normpdf: x, alpha1 and alpha2 must be of common size or scalars"); endif endif one = ones(size(x)); sr = sqrt(x.*x + one); pdf = (alpha2 ./ sr) .* stdnormal_pdf (alpha1 .* one + alpha2 .* log (x + sr)); endfunction  NEW FILE: jsucdf.m  ## Copyright (C) 2006 Frederick (Rick) A Niles ## ## This file is intended to be used with Octave. ## ## This 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 2, or (at your option) ## any later version. ## * texinfo * ## @deftypefn {Function File} {} jsucdf (@var{x}, @var{alpha1}, @var{alpha2}) ## For each element of @var{x}, compute the cumulative distribution ## function (CDF) at @var{x} of the Johnson SU distribution with shape parameters ## @var{alpha1} and @var{alpha2}. ## ## Default values are @var{alpha1} = 1, @var{alpha2} = 1. ## @end deftypefn ## Author: Frederick (Rick) A Niles <niles@...> ## Description: CDF of the Johnson SU distribution ## This function is derived from normcdf.m ## This is the TeX equation of this function: ## ## \[ F(x) = \Phi\left(\alpha_1 + \alpha_2 ## \log\left(x + \sqrt{x^2 + 1} \right)\right) \] ## ## where \[ \infty < x < \infty ; \alpha_2 > 0 \] and $\Phi$ is the ## standard normal cumulative distribution function. $\alpha_1$ and ## $\alpha_2$ are shape parameters. function cdf = jsucdf (x, alpha1, alpha2) if (! ((nargin == 1)  (nargin == 3))) usage ("jsucdf (x, alpha1, alpha2)"); endif if (nargin == 1) m = 0; v = 1; endif if (!isscalar (alpha1)  !isscalar(alpha2)) [retval, x, alpha1, alpha2] = common_size (x, alpha1, alpha2); if (retval > 0) error ("normcdf: x, alpha1 and alpha2 must be of common size or scalar"); endif endif one = ones (size (x)); cdf = stdnormal_cdf (alpha1 .* one + alpha2 .* log (x + sqrt(x.*x + one))); endfunction 