--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/betainv.m	Wed Jul 13 17:43:35 2005 +0000
@@ -0,0 +1,97 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} beta_inv (@var{x}, @var{a}, @var{b})
+## For each component of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the Beta distribution with parameters @var{a}
+## and @var{b}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the Beta distribution
+
+function inv = beta_inv (x, a, b)
+
+  if (nargin != 3)
+    usage ("beta_inv (x, a, b)");
+  endif
+
+  if (!isscalar (a) || !isscalar(b))
+    [retval, x, a, b] = common_size (x, a, b);
+    if (retval > 0)
+      error ("beta_inv: x, a and b must be of common size or scalars");
+    endif
+  endif
+  
+  sz = size (x);
+  inv = zeros (sz);
+
+  k = find ((x < 0) | (x > 1) | !(a > 0) | !(b > 0) | isnan (x));
+  if (any (k))
+    inv (k) = NaN;
+  endif
+
+  k = find ((x == 1) & (a > 0) & (b > 0));
+  if (any (k))
+    inv (k) = 1;
+  endif
+
+  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
+  if (any (k))
+    if (!isscalar(a) || !isscalar(b))
+      a = a (k);
+      b = b (k);
+      y = a ./ (a + b);
+    else
+      y = a / (a + b) * ones (size (k));
+    endif
+    x = x (k);
+    l = find (y < eps);
+    if (any (l))
+      y(l) = sqrt (eps) * ones (length (l), 1);
+    endif
+    l = find (y > 1 - eps);
+    if (any (l))
+      y(l) = 1 - sqrt (eps) * ones (length (l), 1);
+    endif
+
+    y_old = y;
+    for i = 1 : 10000
+      h     = (beta_cdf (y_old, a, b) - x) ./ beta_pdf (y_old, a, b);
+      y_new = y_old - h;
+      ind   = find (y_new <= eps);
+      if (any (ind))
+        y_new (ind) = y_old (ind) / 10;
+      endif
+      ind = find (y_new >= 1 - eps);
+      if (any (ind))
+        y_new (ind) = 1 - (1 - y_old (ind)) / 10;
+      endif
+      h = y_old - y_new;
+      if (max (abs (h)) < sqrt (eps))
+        break;
+      endif
+      y_old = y_new;
+    endfor
+
+    inv (k) = y_new;
+  endif
+
+endfunction