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annotate scripts/statistics/distributions/expinv.m @ 20641:c3c052b9192a

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Improve performance and error reporting of betainv, gaminv (bug #34363). * betainv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 10,000. Issue warning if algorithm fails. * gaminv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 100. Issue warning if algorithm fails.
author Rik <rik@octave.org>
date Sun, 11 Oct 2015 16:55:17 -0700
parents d9341b422488
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} expinv (@var{x}, @var{lambda})
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22 ## For each element of @var{x}, compute the quantile (the inverse of the CDF)
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23 ## at @var{x} of the exponential distribution with mean @var{lambda}.
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24 ## @end deftypefn
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25
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26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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27 ## Description: Quantile function of the exponential distribution
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28
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29 function inv = expinv (x, lambda)
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30
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31 if (nargin != 2)
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32 print_usage ();
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33 endif
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34
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35 if (! isscalar (lambda))
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36 [retval, x, lambda] = common_size (x, lambda);
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37 if (retval > 0)
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38 error ("expinv: X and LAMBDA must be of common size or scalars");
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39 endif
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40 endif
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41
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42 if (iscomplex (x) || iscomplex (lambda))
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43 error ("expinv: X and LAMBDA must not be complex");
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44 endif
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45
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46 if (! isscalar (x))
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47 sz = size (x);
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48 else
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49 sz = size (lambda);
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50 endif
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51
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52 if (iscomplex (x) || iscomplex (lambda))
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53 error ("expinv: X and LAMBDA must not be complex");
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54 endif
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55
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56 if (isa (x, "single") || isa (lambda, "single"))
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57 inv = NaN (size (x), "single");
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58 else
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59 inv = NaN (size (x));
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60 endif
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61
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62 k = (x == 1) & (lambda > 0);
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63 inv(k) = Inf;
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64
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65 k = (x >= 0) & (x < 1) & (lambda > 0);
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66 if (isscalar (lambda))
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67 inv(k) = - lambda * log (1 - x(k));
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68 else
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69 inv(k) = - lambda(k) .* log (1 - x(k));
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70 endif
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71
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72 endfunction
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73
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74
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75 %!shared x
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76 %! x = [-1 0 0.3934693402873666 1 2];
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77 %!assert (expinv (x, 2*ones (1,5)), [NaN 0 1 Inf NaN], eps)
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78 %!assert (expinv (x, 2), [NaN 0 1 Inf NaN], eps)
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79 %!assert (expinv (x, 2*[1 0 NaN 1 1]), [NaN NaN NaN Inf NaN], eps)
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80 %!assert (expinv ([x(1:2) NaN x(4:5)], 2), [NaN 0 NaN Inf NaN], eps)
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81
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82 ## Test class of input preserved
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83 %!assert (expinv ([x, NaN], 2), [NaN 0 1 Inf NaN NaN], eps)
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84 %!assert (expinv (single ([x, NaN]), 2), single ([NaN 0 1 Inf NaN NaN]), eps)
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85 %!assert (expinv ([x, NaN], single (2)), single ([NaN 0 1 Inf NaN NaN]), eps)
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86
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87 ## Test input validation
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88 %!error expinv ()
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89 %!error expinv (1)
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90 %!error expinv (1,2,3)
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91 %!error expinv (ones (3), ones (2))
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92 %!error expinv (ones (2), ones (3))
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93 %!error expinv (i, 2)
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94 %!error expinv (2, i)
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95