annotate scripts/statistics/distributions/gaminv.m @ 20209:d9341b422488 stable

doc: Update more docstrings to have one sentence summary as first line. Reviewed statistics/ and @ftp/ in scripts directory. * scripts/@ftp/ascii.m, scripts/@ftp/binary.m, scripts/@ftp/cd.m, scripts/@ftp/dir.m, scripts/@ftp/ftp.m, scripts/@ftp/mget.m, scripts/@ftp/mput.m, scripts/statistics/base/center.m, scripts/statistics/base/cloglog.m, scripts/statistics/base/cov.m, scripts/statistics/base/gls.m, scripts/statistics/base/histc.m, scripts/statistics/base/iqr.m, scripts/statistics/base/kendall.m, scripts/statistics/base/kurtosis.m, scripts/statistics/base/logit.m, scripts/statistics/base/lscov.m, scripts/statistics/base/mahalanobis.m, scripts/statistics/base/mean.m, scripts/statistics/base/meansq.m, scripts/statistics/base/median.m, scripts/statistics/base/mode.m, scripts/statistics/base/moment.m, scripts/statistics/base/ols.m, scripts/statistics/base/ppplot.m, scripts/statistics/base/prctile.m, scripts/statistics/base/probit.m, scripts/statistics/base/range.m, scripts/statistics/base/ranks.m, scripts/statistics/base/run_count.m, scripts/statistics/base/runlength.m, scripts/statistics/base/skewness.m, scripts/statistics/base/spearman.m, scripts/statistics/base/statistics.m, scripts/statistics/base/std.m, scripts/statistics/base/table.m, scripts/statistics/base/var.m, scripts/statistics/base/zscore.m, scripts/statistics/distributions/betainv.m, scripts/statistics/distributions/binoinv.m, scripts/statistics/distributions/binopdf.m, scripts/statistics/distributions/cauchy_cdf.m, scripts/statistics/distributions/cauchy_inv.m, scripts/statistics/distributions/cauchy_pdf.m, scripts/statistics/distributions/chi2cdf.m, scripts/statistics/distributions/chi2inv.m, scripts/statistics/distributions/chi2pdf.m, scripts/statistics/distributions/discrete_cdf.m, scripts/statistics/distributions/discrete_inv.m, scripts/statistics/distributions/discrete_pdf.m, scripts/statistics/distributions/empirical_cdf.m, scripts/statistics/distributions/empirical_inv.m, scripts/statistics/distributions/empirical_pdf.m, scripts/statistics/distributions/expcdf.m, scripts/statistics/distributions/expinv.m, scripts/statistics/distributions/exppdf.m, scripts/statistics/distributions/finv.m, scripts/statistics/distributions/fpdf.m, scripts/statistics/distributions/gamcdf.m, scripts/statistics/distributions/gaminv.m, scripts/statistics/distributions/gampdf.m, scripts/statistics/distributions/geoinv.m, scripts/statistics/distributions/geopdf.m, scripts/statistics/distributions/hygecdf.m, scripts/statistics/distributions/hygeinv.m, scripts/statistics/distributions/hygepdf.m, scripts/statistics/distributions/kolmogorov_smirnov_cdf.m, scripts/statistics/distributions/laplace_cdf.m, scripts/statistics/distributions/laplace_inv.m, scripts/statistics/distributions/laplace_pdf.m, scripts/statistics/distributions/logistic_inv.m, scripts/statistics/distributions/logncdf.m, scripts/statistics/distributions/logninv.m, scripts/statistics/distributions/lognpdf.m, scripts/statistics/distributions/nbincdf.m, scripts/statistics/distributions/nbininv.m, scripts/statistics/distributions/nbinpdf.m, scripts/statistics/distributions/nbinrnd.m, scripts/statistics/distributions/normcdf.m, scripts/statistics/distributions/norminv.m, scripts/statistics/distributions/normpdf.m, scripts/statistics/distributions/poisscdf.m, scripts/statistics/distributions/poissinv.m, scripts/statistics/distributions/poisspdf.m, scripts/statistics/distributions/stdnormal_cdf.m, scripts/statistics/distributions/stdnormal_pdf.m, scripts/statistics/distributions/tcdf.m, scripts/statistics/distributions/tinv.m, scripts/statistics/distributions/tpdf.m, scripts/statistics/distributions/unidcdf.m, scripts/statistics/distributions/unidinv.m, scripts/statistics/distributions/unidpdf.m, scripts/statistics/distributions/unidrnd.m, scripts/statistics/distributions/unifcdf.m, scripts/statistics/distributions/unifinv.m, scripts/statistics/distributions/wblcdf.m, scripts/statistics/distributions/wblinv.m, scripts/statistics/distributions/wblpdf.m, scripts/statistics/distributions/wienrnd.m, scripts/statistics/models/private/logistic_regression_derivatives.m, scripts/statistics/models/private/logistic_regression_likelihood.m, scripts/statistics/tests/anova.m, scripts/statistics/tests/chisquare_test_homogeneity.m, scripts/statistics/tests/chisquare_test_independence.m, scripts/statistics/tests/cor_test.m, scripts/statistics/tests/f_test_regression.m, scripts/statistics/tests/hotelling_test.m, scripts/statistics/tests/kolmogorov_smirnov_test.m, scripts/statistics/tests/kolmogorov_smirnov_test_2.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/manova.m, scripts/statistics/tests/mcnemar_test.m, scripts/statistics/tests/prop_test_2.m, scripts/statistics/tests/run_test.m, scripts/statistics/tests/sign_test.m, scripts/statistics/tests/t_test.m, scripts/statistics/tests/t_test_2.m, scripts/statistics/tests/t_test_regression.m, scripts/statistics/tests/u_test.m, scripts/statistics/tests/var_test.m, scripts/statistics/tests/welch_test.m, scripts/statistics/tests/wilcoxon_test.m, scripts/statistics/tests/z_test.m, scripts/statistics/tests/z_test_2.m: Update more docstrings to have one sentence summary as first line.
author Rik <rik@octave.org>
date Sun, 10 May 2015 16:07:41 -0700
parents 9fc020886ae9
children c3c052b9192a
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rev   line source
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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} {} gaminv (@var{x}, @var{a}, @var{b})
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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 Gamma distribution with shape parameter @var{a} and
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24 ## scale @var{b}.
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25 ## @end deftypefn
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26
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27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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28 ## Description: Quantile function of the Gamma distribution
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29
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30 function inv = gaminv (x, a, b)
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31
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32 if (nargin != 3)
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33 print_usage ();
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34 endif
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35
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36 if (! isscalar (a) || ! isscalar (b))
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37 [retval, x, a, b] = common_size (x, a, b);
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38 if (retval > 0)
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39 error ("gaminv: X, A, and B must be of common size or scalars");
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40 endif
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41 endif
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42
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43 if (iscomplex (x) || iscomplex (a) || iscomplex (b))
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44 error ("gaminv: X, A, and B must not be complex");
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45 endif
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46
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47 if (isa (x, "single") || isa (a, "single") || isa (b, "single"))
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48 inv = zeros (size (x), "single");
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49 else
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50 inv = zeros (size (x));
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51 endif
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52
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53 k = ((x < 0) | (x > 1) | isnan (x)
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54 | !(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf));
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55 inv(k) = NaN;
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56
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57 k = (x == 1) & (a > 0) & (a < Inf) & (b > 0) & (b < Inf);
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58 inv(k) = Inf;
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59
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60 k = find ((x > 0) & (x < 1) & (a > 0) & (a < Inf) & (b > 0) & (b < Inf));
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61 if (any (k))
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62 if (! isscalar (a) || ! isscalar (b))
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63 a = a(k);
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64 b = b(k);
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65 y = a .* b;
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66 else
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67 y = a * b * ones (size (k));
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68 endif
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69 x = x(k);
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70
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71 if (isa (x, "single"))
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72 myeps = eps ("single");
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73 else
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74 myeps = eps;
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75 endif
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76
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77 l = find (x < myeps);
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78 if (any (l))
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79 y(l) = sqrt (myeps) * ones (length (l), 1);
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80 endif
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81
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82 y_old = y;
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83 for i = 1 : 100
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84 h = (gamcdf (y_old, a, b) - x) ./ gampdf (y_old, a, b);
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85 y_new = y_old - h;
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86 ind = find (y_new <= myeps);
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87 if (any (ind))
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88 y_new(ind) = y_old(ind) / 10;
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89 h = y_old - y_new;
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90 endif
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91 if (max (abs (h)) < sqrt (myeps))
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92 break;
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93 endif
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94 y_old = y_new;
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95 endfor
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96
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97 inv(k) = y_new;
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98 endif
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99
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100 endfunction
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101
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102
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103 %!shared x
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104 %! x = [-1 0 0.63212055882855778 1 2];
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105 %!assert (gaminv (x, ones (1,5), ones (1,5)), [NaN 0 1 Inf NaN], eps)
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106 %!assert (gaminv (x, 1, ones (1,5)), [NaN 0 1 Inf NaN], eps)
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107 %!assert (gaminv (x, ones (1,5), 1), [NaN 0 1 Inf NaN], eps)
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108 %!assert (gaminv (x, [1 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN NaN])
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109 %!assert (gaminv (x, 1, [1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN])
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110 %!assert (gaminv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN])
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111
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112 ## Test class of input preserved
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113 %!assert (gaminv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps)
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114 %!assert (gaminv (single ([x, NaN]), 1, 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
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115 %!assert (gaminv ([x, NaN], single (1), 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
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116 %!assert (gaminv ([x, NaN], 1, single (1)), single ([NaN 0 1 Inf NaN NaN]), eps ("single"))
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117
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118 ## Test input validation
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119 %!error gaminv ()
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120 %!error gaminv (1)
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121 %!error gaminv (1,2)
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122 %!error gaminv (1,2,3,4)
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123 %!error gaminv (ones (3), ones (2), ones (2))
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124 %!error gaminv (ones (2), ones (3), ones (2))
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125 %!error gaminv (ones (2), ones (2), ones (3))
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126 %!error gaminv (i, 2, 2)
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127 %!error gaminv (2, i, 2)
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128 %!error gaminv (2, 2, i)
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129