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Re: empirical_cdf


From: Francesco Potortì
Subject: Re: empirical_cdf
Date: Wed, 22 Sep 2010 11:46:45 +0200

>Is this a known bug in 3.2.4 or am I doing anything wrong?
>
>octave> empirical_pdf(linspace(0,1,10),rand(1000,1))'
>ans =
>
>   0
>   0
>   0
>   0
>   0
>   0
>   0
>   0
>   0
>   0

Answering to myself: I downloaded discrete_cdf and discrete_pdf from the
devel trunk.  discrete_cdf now needs much less memory, and discrete_pdf
works, as long as you change the lookup arg from 'm' to 'l' in 3.2.4.

However, the results look strange (useless?) to me:

octave> empirical_pdf(linspace(0,1,10),rand(1,1000))'
ans =

   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03

If I ask for the pdf on ten points, I should get 0.1 on each, rather
than 0.001 on each.  Moreover, one gets the same results whichever the
points asked for:

octave> empirical_pdf(linspace(0.2,0.8,5),rand(1,1000))'
empirical_pdf(linspace(0.2,0.8,5),rand(1,1000))'
ans =

   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03
   1.0000e-03

What I would expect, instead, is the diff of the pdf.  Is this done for
compatibility with Matlab or is there any other reason?

-- 
Francesco Potortì (ricercatore)        Voice: +39 050 315 3058 (op.2111)
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