Mercurial > octave-nkf
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 |
rev | line source |
---|---|
14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
13949
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 |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} gaminv (@var{x}, @var{a}, @var{b}) |
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 Gamma distribution with shape parameter @var{a} and |
d9341b422488
doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents:
19867
diff
changeset
|
24 ## scale @var{b}. |
5410 | 25 ## @end deftypefn |
26 | |
5428 | 27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 28 ## Description: Quantile function of the Gamma distribution |
29 | |
5411 | 30 function inv = gaminv (x, a, b) |
5410 | 31 |
32 if (nargin != 3) | |
6046 | 33 print_usage (); |
5410 | 34 endif |
35 | |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
36 if (! isscalar (a) || ! isscalar (b)) |
5410 | 37 [retval, x, a, b] = common_size (x, a, b); |
38 if (retval > 0) | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
39 error ("gaminv: X, A, and B must be of common size or scalars"); |
5410 | 40 endif |
41 endif | |
42 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
43 if (iscomplex (x) || iscomplex (a) || iscomplex (b)) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
44 error ("gaminv: X, A, and B must not be complex"); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
45 endif |
5410 | 46 |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
47 if (isa (x, "single") || isa (a, "single") || isa (b, "single")) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
48 inv = zeros (size (x), "single"); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
49 else |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
50 inv = zeros (size (x)); |
5410 | 51 endif |
52 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
53 k = ((x < 0) | (x > 1) | isnan (x) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
54 | !(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
55 inv(k) = NaN; |
5410 | 56 |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
57 k = (x == 1) & (a > 0) & (a < Inf) & (b > 0) & (b < Inf); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
58 inv(k) = Inf; |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
59 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
60 k = find ((x > 0) & (x < 1) & (a > 0) & (a < Inf) & (b > 0) & (b < Inf)); |
5410 | 61 if (any (k)) |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
62 if (! isscalar (a) || ! isscalar (b)) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
63 a = a(k); |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
64 b = b(k); |
6777 | 65 y = a .* b; |
5410 | 66 else |
6777 | 67 y = a * b * ones (size (k)); |
5410 | 68 endif |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
69 x = x(k); |
7795
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
70 |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
71 if (isa (x, "single")) |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
72 myeps = eps ("single"); |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
73 else |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
74 myeps = eps; |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
75 endif |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
76 |
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
77 l = find (x < myeps); |
5410 | 78 if (any (l)) |
7795
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
79 y(l) = sqrt (myeps) * ones (length (l), 1); |
5410 | 80 endif |
81 | |
82 y_old = y; | |
83 for i = 1 : 100 | |
5411 | 84 h = (gamcdf (y_old, a, b) - x) ./ gampdf (y_old, a, b); |
5410 | 85 y_new = y_old - h; |
7795
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
86 ind = find (y_new <= myeps); |
5410 | 87 if (any (ind)) |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
88 y_new(ind) = y_old(ind) / 10; |
5410 | 89 h = y_old - y_new; |
90 endif | |
7795
df9519e9990c
Handle single precision eps values
David Bateman <dbateman@free.fr>
parents:
7017
diff
changeset
|
91 if (max (abs (h)) < sqrt (myeps)) |
5410 | 92 break; |
93 endif | |
94 y_old = y_new; | |
95 endfor | |
96 | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
97 inv(k) = y_new; |
5410 | 98 endif |
99 | |
100 endfunction | |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
101 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
102 |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
103 %!shared x |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
104 %! x = [-1 0 0.63212055882855778 1 2]; |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
105 %!assert (gaminv (x, ones (1,5), ones (1,5)), [NaN 0 1 Inf NaN], eps) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
106 %!assert (gaminv (x, 1, ones (1,5)), [NaN 0 1 Inf NaN], eps) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
107 %!assert (gaminv (x, ones (1,5), 1), [NaN 0 1 Inf NaN], eps) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
108 %!assert (gaminv (x, [1 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN NaN]) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
109 %!assert (gaminv (x, 1, [1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN]) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
110 %!assert (gaminv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN]) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
111 |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
112 ## 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
|
113 %!assert (gaminv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
114 %!assert (gaminv (single ([x, NaN]), 1, 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
115 %!assert (gaminv ([x, NaN], single (1), 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
116 %!assert (gaminv ([x, NaN], 1, single (1)), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
117 |
19867
9fc020886ae9
maint: Clean up m-files to follow Octave coding conventions.
Rik <rik@octave.org>
parents:
19731
diff
changeset
|
118 ## Test input validation |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
119 %!error gaminv () |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
120 %!error gaminv (1) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
121 %!error gaminv (1,2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
122 %!error gaminv (1,2,3,4) |
14363
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
123 %!error gaminv (ones (3), ones (2), ones (2)) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
124 %!error gaminv (ones (2), ones (3), ones (2)) |
f3d52523cde1
Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents:
14138
diff
changeset
|
125 %!error gaminv (ones (2), ones (2), ones (3)) |
13171
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
126 %!error gaminv (i, 2, 2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
127 %!error gaminv (2, i, 2) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
128 %!error gaminv (2, 2, i) |
19b9f17d22af
Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents:
11523
diff
changeset
|
129 |