File: empirical_pdf.m

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########################################################################
##
## Copyright (C) 1996-2024 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or
## (at your option) any later version.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn {} {@var{pdf} =} empirical_pdf (@var{x}, @var{data})
## For each element of @var{x}, compute the probability density function (PDF)
## at @var{x} of the empirical distribution obtained from the
## univariate sample @var{data}.
## @end deftypefn

function pdf = empirical_pdf (x, data)

  if (nargin != 2)
    print_usage ();
  endif

  if (! isvector (data))
    error ("empirical_pdf: DATA must be a vector");
  endif

  uniq_vals = unique (data);
  if (numel (data) != numel (uniq_vals))
    ## Handle ties, multiple elements with same value
    p = histc (data, uniq_vals);
    data = uniq_vals;
  else
    p = ones (size (data));
  endif

  pdf = discrete_pdf (x, data, p);

endfunction


%!shared x,v,y
%! x = [-1 0.1 1.1 1.9 3];
%! v = 0.1:0.2:1.9;
%! y = [0 0.1 0.1 0.1 0];
%!assert (empirical_pdf (x, v), y)

## Test class of input preserved
%!assert (empirical_pdf (single (x), v), single (y))
%!assert (empirical_pdf (x, single (v)), single (y))

## Test distribution with ties
%!assert (empirical_pdf (2, [1 2 3 2]), 0.5)

## Test input validation
%!error <Invalid call> empirical_pdf ()
%!error <Invalid call> empirical_pdf (1)
%!error empirical_inv (1, ones (2))