annotate scripts/statistics/distributions/gaminv.m @ 14363:f3d52523cde1

Use Octave coding conventions in all m-file %!test blocks * wavread.m, acosd.m, acot.m, acotd.m, acoth.m, acsc.m, acscd.m, acsch.m, asec.m, asecd.m, asech.m, asind.m, atand.m, cosd.m, cot.m, cotd.m, coth.m, csc.m, cscd.m, csch.m, sec.m, secd.m, sech.m, sind.m, tand.m, accumarray.m, accumdim.m, bitcmp.m, bitget.m, bitset.m, blkdiag.m, cart2pol.m, cart2sph.m, celldisp.m, chop.m, circshift.m, colon.m, common_size.m, cplxpair.m, cumtrapz.m, curl.m, dblquad.m, deal.m, divergence.m, flipdim.m, fliplr.m, flipud.m, genvarname.m, gradient.m, idivide.m, int2str.m, interp1.m, interp1q.m, interp2.m, interp3.m, interpft.m, interpn.m, isa.m, isdir.m, isequal.m, isequalwithequalnans.m, issquare.m, logspace.m, nargchk.m, narginchk.m, nargoutchk.m, nextpow2.m, nthargout.m, num2str.m, pol2cart.m, polyarea.m, postpad.m, prepad.m, profile.m, profshow.m, quadgk.m, quadv.m, randi.m, rat.m, repmat.m, rot90.m, rotdim.m, shift.m, shiftdim.m, sph2cart.m, structfun.m, trapz.m, triplequad.m, convhull.m, dsearch.m, dsearchn.m, griddata3.m, griddatan.m, rectint.m, tsearchn.m, __makeinfo__.m, doc.m, get_first_help_sentence.m, help.m, type.m, unimplemented.m, which.m, imread.m, imwrite.m, dlmwrite.m, fileread.m, is_valid_file_id.m, strread.m, textread.m, textscan.m, commutation_matrix.m, cond.m, condest.m, cross.m, duplication_matrix.m, expm.m, housh.m, isdefinite.m, ishermitian.m, issymmetric.m, logm.m, normest.m, null.m, onenormest.m, orth.m, planerot.m, qzhess.m, rank.m, rref.m, trace.m, vech.m, ans.m, bincoeff.m, bug_report.m, bzip2.m, comma.m, compare_versions.m, computer.m, edit.m, fileparts.m, fullfile.m, getfield.m, gzip.m, info.m, inputname.m, isappdata.m, isdeployed.m, ismac.m, ispc.m, isunix.m, list_primes.m, ls.m, mexext.m, namelengthmax.m, news.m, orderfields.m, paren.m, recycle.m, rmappdata.m, semicolon.m, setappdata.m, setfield.m, substruct.m, symvar.m, ver.m, version.m, warning_ids.m, xor.m, fminbnd.m, fsolve.m, fzero.m, lsqnonneg.m, optimset.m, pqpnonneg.m, sqp.m, matlabroot.m, __gnuplot_drawnow__.m, __plt_get_axis_arg__.m, ancestor.m, cla.m, clf.m, close.m, colorbar.m, colstyle.m, comet3.m, contourc.m, figure.m, gca.m, gcbf.m, gcbo.m, gcf.m, ginput.m, graphics_toolkit.m, gtext.m, hggroup.m, hist.m, hold.m, isfigure.m, ishghandle.m, ishold.m, isocolors.m, isonormals.m, isosurface.m, isprop.m, legend.m, line.m, loglog.m, loglogerr.m, meshgrid.m, ndgrid.m, newplot.m, orient.m, patch.m, plot3.m, plotyy.m, __print_parse_opts__.m, quiver3.m, refreshdata.m, ribbon.m, semilogx.m, semilogxerr.m, semilogy.m, stem.m, stem3.m, subplot.m, title.m, uigetfile.m, view.m, whitebg.m, compan.m, conv.m, deconv.m, mkpp.m, mpoles.m, pchip.m, poly.m, polyaffine.m, polyder.m, polyfit.m, polygcd.m, polyint.m, polyout.m, polyval.m, polyvalm.m, ppder.m, ppint.m, ppjumps.m, ppval.m, residue.m, roots.m, spline.m, intersect.m, ismember.m, powerset.m, setdiff.m, setxor.m, union.m, unique.m, autoreg_matrix.m, bartlett.m, blackman.m, detrend.m, fftconv.m, fftfilt.m, fftshift.m, freqz.m, hamming.m, hanning.m, ifftshift.m, sinc.m, sinetone.m, sinewave.m, unwrap.m, bicg.m, bicgstab.m, gmres.m, gplot.m, nonzeros.m, pcg.m, pcr.m, spaugment.m, spconvert.m, spdiags.m, speye.m, spfun.m, spones.m, sprand.m, sprandsym.m, spstats.m, spy.m, svds.m, treelayout.m, bessel.m, beta.m, betaln.m, factor.m, factorial.m, isprime.m, lcm.m, legendre.m, nchoosek.m, nthroot.m, perms.m, pow2.m, primes.m, reallog.m, realpow.m, realsqrt.m, hadamard.m, hankel.m, hilb.m, invhilb.m, magic.m, rosser.m, vander.m, __finish__.m, center.m, cloglog.m, corr.m, cov.m, gls.m, histc.m, iqr.m, kendall.m, kurtosis.m, logit.m, mahalanobis.m, mean.m, meansq.m, median.m, mode.m, moment.m, ols.m, ppplot.m, prctile.m, probit.m, quantile.m, range.m, ranks.m, run_count.m, runlength.m, skewness.m, spearman.m, statistics.m, std.m, table.m, var.m, zscore.m, betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m, binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m, chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m, fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m, geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m, hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m, laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m, logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m, nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m, poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m, stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m, trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m, unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m, kolmogorov_smirnov_test.m, kruskal_wallis_test.m, base2dec.m, bin2dec.m, blanks.m, cstrcat.m, deblank.m, dec2base.m, dec2bin.m, dec2hex.m, findstr.m, hex2dec.m, index.m, isletter.m, mat2str.m, rindex.m, str2num.m, strcat.m, strjust.m, strmatch.m, strsplit.m, strtok.m, strtrim.m, strtrunc.m, substr.m, validatestring.m, demo.m, example.m, fail.m, speed.m, addtodate.m, asctime.m, clock.m, ctime.m, date.m, datenum.m, datetick.m, datevec.m, eomday.m, etime.m, is_leap_year.m, now.m: Use Octave coding conventions in all m-file %!test blocks
author Rik <octave@nomad.inbox5.com>
date Mon, 13 Feb 2012 07:29:44 -0800
parents 72c96de7a403
children d63878346099
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rev   line source
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72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 2012 Rik Wehbring
72c96de7a403 maint: update copyright notices for 2012
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2 ## Copyright (C) 1995-2012 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
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23 ## the CDF) at @var{x} of the Gamma distribution with shape parameter
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24 ## @var{a} and 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