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[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 34f96dd5441b
children a1dbe9d80eee
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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 3 of the License, or (at
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8 ## your option) 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, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} laplace_inv (@var{x})
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21 ## For each element of @var{x}, compute the quantile (the inverse of the
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22 ## CDF) at @var{x} of the Laplace distribution.
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23 ## @end deftypefn
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24
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25 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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26 ## Description: Quantile function of the Laplace distribution
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27
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28 function inv = laplace_inv (x)
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30 if (nargin != 1)
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31 print_usage ();
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32 endif
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33
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34 inv = (-Inf) * ones (size (x));
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35
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36 k = find (isnan (x) | (x < 0) | (x > 1));
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37 if (any (k))
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38 inv(k) = NaN;
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39 endif
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40
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41 k = find (x == 1);
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42 if (any (k))
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43 inv(k) = Inf;
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44 endif
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45
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46 k = find ((x > 0) & (x < 1));
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47 if (any (k))
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48 inv(k) = ((x(k) < 1/2) .* log (2 * x(k))
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49 - (x(k) > 1/2) .* log (2 * (1 - x(k))));
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50 endif
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51
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52 endfunction