octave-nkf: scripts/statistics/distributions/stdnormal

annotate scripts/statistics/distributions/stdnormal_inv.m @ 20642:9d2023d1a63c

binoinv.m: Implement binary search algorithm for 28X performance increase (bug #34363). * binoinv.m: Call new functions scalar_binoinv or vector_binoinv to calculate binoinv. If there are still uncalculated values then call bin_search_binoinv to perform binary search for remaining values. Add more BIST tests. * binoinv.m (scalar_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000. * binoinv.m (vector_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000.

author	Lachlan Andrew <lachlanbis@gmail.com>
date	Sun, 11 Oct 2015 19:49:40 -0700
parents	9fc020886ae9
children

rev	line source
14138 72c96de7a403 maint: update copyright notices for 2012 John W. Eaton <jwe@octave.org> parents: 13171 diff changeset	1 ## Copyright (C) 2012 Rik Wehbring
19731 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	2 ## Copyright (C) 1995-2015 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	3 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	4 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	5 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	6 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	7 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	8 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	9 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	10 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3456 diff changeset	11 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	14 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	15 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	16 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	17 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6046 diff changeset	18 ## <http://www.gnu.org/licenses/>.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	19
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	20 ## -- texinfo --
434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	21 ## @deftypefn {Function File} {} stdnormal_inv (@var{x})
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	22 ## For each element of @var{x}, compute the quantile (the
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	23 ## inverse of the CDF) at @var{x} of the standard normal distribution
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	24 ## (mean = 0, standard deviation = 1).
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	25 ## @end deftypefn
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	26
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456 434790acb067 [project @ 2000-01-19 06:58:51 by jwe] jwe parents: 3426 diff changeset	28 ## Description: Quantile function of the standard normal distribution
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	29
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	30 function inv = stdnormal_inv (x)
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	31
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	32 if (nargin != 1)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	33 print_usage ();
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	34 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	35
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	36 if (iscomplex (x))
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	37 error ("stdnormal_inv: X must not be complex");
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	38 endif
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	39
14770 cb85e836d035 New function: erfcinv (bug #36607) Axel Mathéi <axel.mathei@gmail.com> parents: 14363 diff changeset	40 inv = - sqrt (2) * erfcinv (2 * x);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3191 diff changeset	41
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	42 endfunction
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	43
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	44
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	45 %!shared x
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	46 %! x = [-1 0 0.5 1 2];
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	47 %!assert (stdnormal_inv (x), [NaN -Inf 0 Inf NaN])
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	48
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	49 ## Test class of input preserved
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	50 %!assert (stdnormal_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	51 %!assert (stdnormal_inv (single ([x, NaN])), single ([NaN -Inf 0 Inf NaN NaN]))
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	52
19867 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19731 diff changeset	53 ## Test input validation
13171 19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	54 %!error stdnormal_inv ()
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	55 %!error stdnormal_inv (1,2)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	56 %!error stdnormal_inv (i)
19b9f17d22af Overhaul of statistical distribution functions Rik <octave@nomad.inbox5.com> parents: 11523 diff changeset	57

Mercurial > octave-nkf

annotate scripts/statistics/distributions/stdnormal_inv.m @ 20642:9d2023d1a63c