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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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18 ## 02110-1301, USA. |
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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 at @var{x} of the |
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23 ## Pascal (negative binomial) distribution with parameters @var{n} and |
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24 ## @var{p}. |
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25 ## |
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26 ## The number of failures in a Bernoulli experiment with success |
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27 ## probability @var{p} before the @var{n}-th success follows this |
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28 ## distribution. |
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29 ## @end deftypefn |
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30 |
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31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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32 ## Description: Quantile function of the Pascal distribution |
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33 |
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34 function inv = nbininv (x, n, p) |
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35 |
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36 if (nargin != 3) |
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37 print_usage (); |
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38 endif |
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39 |
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40 if (!isscalar(n) || !isscalar(p)) |
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41 [retval, x, n, p] = common_size (x, n, p); |
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42 if (retval > 0) |
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43 error ("nbininv: x, n and p must be of common size or scalar"); |
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44 endif |
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45 endif |
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46 |
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47 inv = zeros (size (x)); |
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48 |
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49 k = find (isnan (x) | (x < 0) | (x > 1) | (n < 1) | (n == Inf) |
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50 | (n != round (n)) | (p < 0) | (p > 1)); |
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51 if (any (k)) |
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52 inv(k) = NaN; |
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53 endif |
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54 |
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55 k = find ((x == 1) & (n > 0) & (n < Inf) & (n == round (n)) |
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56 & (p >= 0) & (p <= 1)); |
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57 if (any (k)) |
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58 inv(k) = Inf; |
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59 endif |
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60 |
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61 k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf) |
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62 & (n == round (n)) & (p > 0) & (p <= 1)); |
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63 if (any (k)) |
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64 m = zeros (size (k)); |
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65 x = x(k); |
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66 if (isscalar (n) && isscalar (p)) |
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67 s = p ^ n * ones (size(k)); |
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68 while (1) |
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69 l = find (s < x); |
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70 if (any (l)) |
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71 m(l) = m(l) + 1; |
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72 s(l) = s(l) + nbinpdf (m(l), n, p); |
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73 else |
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74 break; |
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75 endif |
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76 endwhile |
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77 else |
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78 n = n(k); |
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79 p = p(k); |
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80 s = p .^ n; |
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81 while (1) |
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82 l = find (s < x); |
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83 if (any (l)) |
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84 m(l) = m(l) + 1; |
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85 s(l) = s(l) + nbinpdf (m(l), n(l), p(l)); |
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86 else |
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87 break; |
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88 endif |
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89 endwhile |
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90 endif |
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91 inv(k) = m; |
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92 endif |
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93 |
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94 endfunction |
