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author | Shashank | 2017-05-29 12:40:26 +0530 |
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committer | Shashank | 2017-05-29 12:40:26 +0530 |
commit | 0345245e860375a32c9a437c4a9d9cae807134e9 (patch) | |
tree | ad51ecbfa7bcd3cc5f09834f1bb8c08feaa526a4 /modules/statistics/macros/nanreglin.sci | |
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Diffstat (limited to 'modules/statistics/macros/nanreglin.sci')
-rwxr-xr-x | modules/statistics/macros/nanreglin.sci | 49 |
1 files changed, 49 insertions, 0 deletions
diff --git a/modules/statistics/macros/nanreglin.sci b/modules/statistics/macros/nanreglin.sci new file mode 100755 index 000000000..f809283e5 --- /dev/null +++ b/modules/statistics/macros/nanreglin.sci @@ -0,0 +1,49 @@ +// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab +// Copyright (C) 2014 - Scilab Enterprises - Paul Bignier +// +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt + +function [a, b] = nanreglin(x, y, dflag) + // Solves a linear regression + // y=a(p,q)*x+b(p,1) + epsilon where y or x contain NaNs. + // x : matrix (q,n) and y matrix (p,n) + // dflag is optional if 1 a display of the result is done + //! + + [lhs, rhs] = argn(0); + if rhs < 2 then + error(msprintf(_("%s: Wrong number of input arguments: %d to %d expected.\n"),"nanreglin",2,3)) + end + if rhs <= 2 then + dflag = 0; + end + [n1, n2] = size(x); + [p1, p2] = size(y); + if n2 <> p2 then + error(msprintf(_("%s: Incompatible input arguments #%d and #%d: Same column dimensions expected.\n"),"nanreglin",1,2)); + end + if ~(or(isnan(x)) | or(isnan(y))) then + error(msprintf(_("%s: No NaNs detected, please use %s() instead.\n"), "nanreglin", "reglin")) + end + + a = zeros(p1, n1); + b = zeros(p1, 1); + for i=1:p1 + // A column of x defines an element of y, but each line of y defines an independent problem. + // If x2(:, j) or y2(i, j) contains a %nan, then both x2(:, j) and y2(j) are removed. + y2 = y(i, find(~isnan(y(i,:)))); + x2 = x(:, find(~isnan(y(i,:)))); + nanX = isnan(x); + if or(isnan(x)) then // At least one NaN is x or y. + columns = floor((find(nanX==%t)-1)./(n1+1)+1); + x2(:, columns) = []; + y2(1, columns) = []; + end + [a(i, :), b(i)] = reglin(x2, y2, dflag); + end + +endfunction |