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moment.m
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1997-02-19
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## This program 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.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: moment (x, p [, opt])
##
## Computes the p-th moment of x if it is a vector; if x is a matrix,
## return the row vector of the p-th moment of each column.
##
## With the optional string opt, the kind of moment to be computed can
## be specified. If opt contains `c' or `a', central and/or absolute
## moments are returned. I.e., `moment(x, 3, "ac")' computes the third
## central absolute moment of x.
## Can easily be made to work for continuous distributions (using quad)
## as well, but how does the general case work?
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Compute moments
function m = moment (x, p, opt)
if ((nargin < 2) || (nargin > 3))
usage ("moment (x, p [, type]")
endif
[nr, nc] = size (x);
if (nr == 0 || nc == 0)
error ("moment: x must not be empty");
elseif (nr == 1)
x = reshape (x, nc, 1);
nr = nc;
endif
if (nargin == 3)
tmp = implicit_str_to_num_ok;
implicit_str_to_num_ok = "true";
if any (opt == "c")
x = x - ones (nr, 1) * sum (x) / nr;
endif
if any (opt == "a")
x = abs (x);
endif
implicit_str_to_num_ok = tmp;
endif
m = sum(x .^ p) / nr;
endfunction