annotate scripts/statistics/distributions/nbininv.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2012 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} {} nbininv (@var{x}, @var{n}, @var{p})
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22 ## For each element of @var{x}, compute the quantile (the inverse of
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23 ## the CDF) at @var{x} of the negative binomial distribution
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24 ## with parameters @var{n} and @var{p}.
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25 ##
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26 ## When @var{n} is integer this is the Pascal distribution. When
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27 ## @var{n} is extended to real numbers this is the Polya distribution.
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28 ##
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29 ## The number of failures in a Bernoulli experiment with success
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30 ## probability @var{p} before the @var{n}-th success follows this
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31 ## distribution.
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32 ## @end deftypefn
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33
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34 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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35 ## Description: Quantile function of the Pascal distribution
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36
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37 function inv = nbininv (x, n, p)
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38
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39 if (nargin != 3)
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40 print_usage ();
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41 endif
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42
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43 if (!isscalar (n) || !isscalar (p))
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44 [retval, x, n, p] = common_size (x, n, p);
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45 if (retval > 0)
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46 error ("nbininv: X, N, and P must be of common size or scalars");
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47 endif
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48 endif
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49
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50 if (iscomplex (x) || iscomplex (n) || iscomplex (p))
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51 error ("nbininv: X, N, and P must not be complex");
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52 endif
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53
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54 if (isa (x, "single") || isa (n, "single") || isa (p, "single"))
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55 inv = zeros (size (x), "single");
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56 else
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57 inv = zeros (size (x));
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58 endif
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59
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60 k = (isnan (x) | (x < 0) | (x > 1) | isnan (n) | (n < 1) | (n == Inf)
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61 | isnan (p) | (p < 0) | (p > 1));
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62 inv(k) = NaN;
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63
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64 k = (x == 1) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1);
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65 inv(k) = Inf;
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66
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67 k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf)
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68 & (p > 0) & (p <= 1));
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69 m = zeros (size (k));
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70 x = x(k);
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71 if (isscalar (n) && isscalar (p))
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72 s = p ^ n * ones (size (k));
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73 while (1)
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74 l = find (s < x);
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75 if (any (l))
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76 m(l) = m(l) + 1;
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77 s(l) = s(l) + nbinpdf (m(l), n, p);
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78 else
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79 break;
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80 endif
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81 endwhile
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82 else
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83 n = n(k);
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84 p = p(k);
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85 s = p .^ n;
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86 while (1)
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87 l = find (s < x);
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88 if (any (l))
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89 m(l) = m(l) + 1;
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90 s(l) = s(l) + nbinpdf (m(l), n(l), p(l));
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91 else
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92 break;
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93 endif
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94 endwhile
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95 endif
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96 inv(k) = m;
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97
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98 endfunction
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99
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100
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101 %!shared x
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102 %! x = [-1 0 3/4 1 2];
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103 %!assert(nbininv (x, ones(1,5), 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
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104 %!assert(nbininv (x, 1, 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
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105 %!assert(nbininv (x, ones(1,5), 0.5), [NaN 0 1 Inf NaN]);
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106 %!assert(nbininv (x, [1 0 NaN Inf 1], 0.5), [NaN NaN NaN NaN NaN]);
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107 %!assert(nbininv (x, [1 0 1.5 Inf 1], 0.5), [NaN NaN 2 NaN NaN]);
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108 %!assert(nbininv (x, 1, 0.5*[1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN]);
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109 %!assert(nbininv ([x(1:2) NaN x(4:5)], 1, 0.5), [NaN 0 NaN Inf NaN]);
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110
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111 %% Test class of input preserved
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112 %!assert(nbininv ([x, NaN], 1, 0.5), [NaN 0 1 Inf NaN NaN]);
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113 %!assert(nbininv (single([x, NaN]), 1, 0.5), single([NaN 0 1 Inf NaN NaN]));
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114 %!assert(nbininv ([x, NaN], single(1), 0.5), single([NaN 0 1 Inf NaN NaN]));
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115 %!assert(nbininv ([x, NaN], 1, single(0.5)), single([NaN 0 1 Inf NaN NaN]));
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116
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117 %% Test input validation
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118 %!error nbininv ()
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119 %!error nbininv (1)
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120 %!error nbininv (1,2)
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121 %!error nbininv (1,2,3,4)
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122 %!error nbininv (ones(3),ones(2),ones(2))
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123 %!error nbininv (ones(2),ones(3),ones(2))
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124 %!error nbininv (ones(2),ones(2),ones(3))
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125 %!error nbininv (i, 2, 2)
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126 %!error nbininv (2, i, 2)
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127 %!error nbininv (2, 2, i)
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128