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1 ## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 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} {} lognormal_inv (@var{x}, @var{a}, @var{v}) |
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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 lognormal distribution with parameters @var{a} |
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23 ## and @var{v}. If a random variable follows this distribution, its |
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24 ## logarithm is normally distributed with mean @code{log (@var{a})} and |
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25 ## variance @var{v}. |
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26 ## |
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27 ## Default values are @var{a} = 1, @var{v} = 1. |
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28 ## @end deftypefn |
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29 |
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30 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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31 ## Description: Quantile function of the log normal distribution |
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32 |
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33 function inv = lognormal_inv (varargin) |
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34 |
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35 if (nargin > 1) |
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36 a = varargin{2}; |
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37 idx = a >= 0; |
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38 a(idx) = log (a(idx)); |
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39 a(!idx) = NaN; |
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40 varargin{2} = a; |
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41 endif |
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42 |
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43 if (nargin > 2) |
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44 v = varargin{3}; |
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45 idx = v >= 0; |
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46 v(idx) = sqrt (v(idx)); |
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47 v(!idx) = NaN; |
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48 varargin{3} = v; |
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49 endif |
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50 |
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51 inv = logninv (varargin{:}); |
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52 |
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53 endfunction |
