WINVGSTAT Mean and variance for the Inverse Gaussian distribution. CALL: [m,v] = winvgstat(m0,l0) m, v = the mean and variance, respectively m0, l0 = parameters of the Inverse Gaussian distribution (see winvgpdf) Mean (m) and variance (v) for the Inverse Gaussian distribution is m=m0 and v=m0^3/l0; Example: [m,v] = winvgstat(10,100)
Check if all input arguments are either scalar or of common size. | |
Display message and abort function. | |
Not-a-Number. |
Inverse of the Inverse Gaussian distribution function |
001 function [m,v]= winvgstat(m0,l0); 002 %WINVGSTAT Mean and variance for the Inverse Gaussian distribution. 003 % 004 % CALL: [m,v] = winvgstat(m0,l0) 005 % 006 % m, v = the mean and variance, respectively 007 % m0, l0 = parameters of the Inverse Gaussian distribution (see winvgpdf) 008 % 009 % Mean (m) and variance (v) for the Inverse Gaussian distribution is 010 % 011 % m=m0 and v=m0^3/l0; 012 % 013 % Example: 014 % [m,v] = winvgstat(10,100) 015 016 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability 017 % and Life Span Models", p. 259 ff, Marcel Dekker. 018 019 % Tested on; Matlab 5.3 020 % History: 021 % revised pab 24.10.2000 022 % - added comnsize, nargchk 023 % added ms 14.08.2000 024 025 error(nargchk(2,2,nargin)) 026 %if nargin<1|isempty(m0), m0=0; end 027 %if nargin<2|isempty(l0), l0=1; end 028 029 [errorcode, m0, l0] = comnsize (m0, l0); 030 if (errorcode > 0) 031 error ('m and l must be of common size or scalar'); 032 end 033 034 m = zeros(size(m0)); 035 v = m; 036 037 ok =((m0>0)&(l0>0)); 038 k = find(ok); 039 if any(k), 040 m(k) = m0(k); 041 v(k) = m0(k).^3./l0(k); 042 end 043 044 k1 = find (~ok); 045 if any (k1) 046 tmp=NaN; 047 m(k1) = tmp(ones(size(k1))); 048 v(k1)=m(k1); 049 end 050
Comments or corrections to the WAFO group