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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
-