Mercurial > octave-nkf

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

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
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
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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} {} logistic_inv (@var{x})
20209
d9341b422488 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19867
diff changeset
22 ## For each element of @var{x}, compute the quantile (the inverse of the CDF)
d9341b422488 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19867
diff changeset
23 ## at @var{x} of the logistic distribution.
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3426
diff changeset
24 ## @end deftypefn
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
25
5428
2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe]
jwe
parents: 5307
diff changeset
26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3456
434790acb067 [project @ 2000-01-19 06:58:51 by jwe]
jwe
parents: 3426
diff changeset
27 ## Description: Quantile function of the logistic distribution
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
28
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
29 function inv = logistic_inv (x)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
30
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
31 if (nargin != 1)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
32 print_usage ();
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
33 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
34
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
35 if (iscomplex (x))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
36 error ("logistic_inv: X must not be complex");
12656
6b2f14af2360 Overhaul functions in statistics/base directory.
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
37 endif
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
38
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
39 if (isa (x, "single"))
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
40 inv = NaN (size (x), "single");
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
41 else
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
42 inv = NaN (size (x));
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
43 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
44
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
45 k = (x == 0);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
46 inv(k) = -Inf;
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
47
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
48 k = (x == 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
49 inv(k) = Inf;
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
50
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
51 k = (x > 0) & (x < 1);
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
52 inv(k) = - log (1 ./ x(k) - 1);
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3191
diff changeset
53
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
54 endfunction
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
55
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
56
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
57 %!shared x
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
58 %! 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
59 %!assert (logistic_inv (x), [NaN -Inf 0 Inf NaN])
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
60
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
61 ## 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
62 %!assert (logistic_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
63 %!assert (logistic_inv (single ([x, NaN])), single ([NaN -Inf 0 Inf NaN NaN]))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
64
19867
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents: 19731
diff changeset
65 ## Test input validation
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
66 %!error logistic_inv ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
67 %!error logistic_inv (1,2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
68 %!error logistic_inv (i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 12656
diff changeset
69