## 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

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