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maint: Clean up m-files to follow Octave coding conventions. Try to trim long lines to < 80 chars. Use '##' for single line comments. Use '(...)' around tests for if/elseif/switch/while. Abut cell indexing operator '{' next to variable. Abut array indexing operator '(' next to variable. Use space between negation operator '!' and following expression. Use two newlines between endfunction and start of %!test or %!demo code. Remove unnecessary parens grouping between short-circuit operators. Remove stray extra spaces (typos) between variables and assignment operators. Remove stray extra spaces from ends of lines.
author Rik <rik@octave.org>
date Mon, 23 Feb 2015 14:54:39 -0800
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} logninv (@var{x})
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22 ## @deftypefnx {Function File} {} logninv (@var{x}, @var{mu}, @var{sigma})
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23 ## For each element of @var{x}, compute the quantile (the inverse of the
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24 ## CDF) at @var{x} of the lognormal distribution with parameters
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25 ## @var{mu} and @var{sigma}. If a random variable follows this distribution,
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26 ## its logarithm is normally distributed with mean @var{mu} and standard
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27 ## deviation @var{sigma}.
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28 ##
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29 ## Default values are @var{mu} = 0, @var{sigma} = 1.
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30 ## @end deftypefn
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31
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32 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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33 ## Description: Quantile function of the log normal distribution
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34
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35 function inv = logninv (x, mu = 0, sigma = 1)
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36
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37 if (nargin != 1 && nargin != 3)
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38 print_usage ();
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39 endif
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40
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41 if (! isscalar (mu) || ! isscalar (sigma))
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42 [retval, x, mu, sigma] = common_size (x, mu, sigma);
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43 if (retval > 0)
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44 error ("logninv: X, MU, and SIGMA must be of common size or scalars");
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45 endif
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46 endif
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47
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48 if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma))
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49 error ("logninv: X, MU, and SIGMA must not be complex");
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50 endif
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51
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52 if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single"))
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53 inv = NaN (size (x), "single");
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54 else
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55 inv = NaN (size (x));
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56 endif
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57
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58 k = !(x >= 0) | !(x <= 1) | !(sigma > 0) | !(sigma < Inf);
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59 inv(k) = NaN;
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60
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61 k = (x == 1) & (sigma > 0) & (sigma < Inf);
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62 inv(k) = Inf;
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63
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64 k = (x >= 0) & (x < 1) & (sigma > 0) & (sigma < Inf);
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65 if (isscalar (mu) && isscalar (sigma))
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66 inv(k) = exp (mu) .* exp (sigma .* stdnormal_inv (x(k)));
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67 else
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68 inv(k) = exp (mu(k)) .* exp (sigma(k) .* stdnormal_inv (x(k)));
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69 endif
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70
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71 endfunction
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73
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74 %!shared x
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75 %! x = [-1 0 0.5 1 2];
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76 %!assert (logninv (x, ones (1,5), ones (1,5)), [NaN 0 e Inf NaN])
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77 %!assert (logninv (x, 1, ones (1,5)), [NaN 0 e Inf NaN])
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78 %!assert (logninv (x, ones (1,5), 1), [NaN 0 e Inf NaN])
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79 %!assert (logninv (x, [1 1 NaN 0 1], 1), [NaN 0 NaN Inf NaN])
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80 %!assert (logninv (x, 1, [1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN])
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81 %!assert (logninv ([x(1:2) NaN x(4:5)], 1, 2), [NaN 0 NaN Inf NaN])
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82
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83 ## Test class of input preserved
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84 %!assert (logninv ([x, NaN], 1, 1), [NaN 0 e Inf NaN NaN])
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85 %!assert (logninv (single ([x, NaN]), 1, 1), single ([NaN 0 e Inf NaN NaN]))
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86 %!assert (logninv ([x, NaN], single (1), 1), single ([NaN 0 e Inf NaN NaN]))
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87 %!assert (logninv ([x, NaN], 1, single (1)), single ([NaN 0 e Inf NaN NaN]))
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88
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89 ## Test input validation
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90 %!error logninv ()
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91 %!error logninv (1,2)
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92 %!error logninv (1,2,3,4)
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93 %!error logninv (ones (3), ones (2), ones (2))
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94 %!error logninv (ones (2), ones (3), ones (2))
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95 %!error logninv (ones (2), ones (2), ones (3))
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96 %!error logninv (i, 2, 2)
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97 %!error logninv (2, i, 2)
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98 %!error logninv (2, 2, i)
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99