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annotate scripts/statistics/distributions/tinv.m @ 10549:95c3e38098bf
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| author | Rik <code@nomad.inbox5.com> |
|---|---|
| date | Fri, 23 Apr 2010 11:28:50 -0700 |
| parents | 16f53d29049f |
| children | 1740012184f9 |
| rev | line source |
|---|---|
| 9245 | 1 ## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007, 2008, 2009 Kurt Hornik |
| 5410 | 2 ## |
| 3 ## This file is part of Octave. | |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 5410 | 9 ## |
| 10 ## Octave is distributed in the hope that it will be useful, but | |
| 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 13 ## General Public License for more details. | |
| 14 ## | |
| 15 ## You should have received a copy of the GNU General Public License | |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 5410 | 18 |
| 19 ## -*- texinfo -*- | |
| 5411 | 20 ## @deftypefn {Function File} {} tinv (@var{x}, @var{n}) |
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21 ## For each probability value @var{x}, compute the inverse of the |
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updated help for tcdf and tinv
jstickel@jstickel-10631s.nrel.gov
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22 ## cumulative distribution function (CDF) of the t (Student) |
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updated help for tcdf and tinv
jstickel@jstickel-10631s.nrel.gov
parents:
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23 ## distribution with degrees of freedom @var{n}. This function is |
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Cleanup documentation for stats.texi
Rik <rdrider0-list@yahoo.com>
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24 ## analogous to looking in a table for the t-value of a single-tailed |
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jstickel@jstickel-10631s.nrel.gov
parents:
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changeset
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25 ## distribution. |
| 5410 | 26 ## @end deftypefn |
| 27 | |
| 28 ## For very large n, the "correct" formula does not really work well, | |
| 29 ## and the quantiles of the standard normal distribution are used | |
| 30 ## directly. | |
| 31 | |
| 5428 | 32 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 5410 | 33 ## Description: Quantile function of the t distribution |
| 34 | |
| 5411 | 35 function inv = tinv (x, n) |
| 5410 | 36 |
| 37 if (nargin != 2) | |
| 6046 | 38 print_usage (); |
| 5410 | 39 endif |
| 40 | |
| 41 if (!isscalar (n)) | |
| 42 [retval, x, n] = common_size (x, n); | |
| 43 if (retval > 0) | |
| 5411 | 44 error ("tinv: x and n must be of common size or scalar"); |
| 5410 | 45 endif |
| 46 endif | |
| 47 | |
| 48 inv = zeros (size (x)); | |
| 49 | |
| 50 k = find ((x < 0) | (x > 1) | isnan (x) | !(n > 0)); | |
| 51 if (any (k)) | |
| 52 inv(k) = NaN; | |
| 53 endif | |
| 54 | |
| 55 k = find ((x == 0) & (n > 0)); | |
| 56 if (any (k)) | |
| 57 inv(k) = -Inf; | |
| 58 endif | |
| 59 | |
| 60 k = find ((x == 1) & (n > 0)); | |
| 61 if (any (k)) | |
| 62 inv(k) = Inf; | |
| 63 endif | |
| 64 | |
| 65 k = find ((x > 0) & (x < 1) & (n > 0) & (n < 10000)); | |
| 66 if (any (k)) | |
| 67 if (isscalar (n)) | |
| 68 inv(k) = (sign (x(k) - 1/2) | |
| 10549 | 69 .* sqrt (n .* (1 ./ betainv (2*min (x(k), 1 - x(k)), |
| 70 n/2, 1/2) - 1))); | |
| 5410 | 71 else |
| 72 inv(k) = (sign (x(k) - 1/2) | |
| 10549 | 73 .* sqrt (n(k) .* (1 ./ betainv (2*min (x(k), 1 - x(k)), |
| 74 n(k)/2, 1/2) - 1))); | |
| 5410 | 75 endif |
| 76 endif | |
| 77 | |
| 78 ## For large n, use the quantiles of the standard normal | |
| 79 k = find ((x > 0) & (x < 1) & (n >= 10000)); | |
| 80 if (any (k)) | |
| 81 inv(k) = stdnormal_inv (x(k)); | |
| 82 endif | |
| 83 | |
| 84 endfunction |