diff scripts/statistics/distributions/binoinv.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
parents
children bee21f388110
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/binoinv.m	Wed Jul 13 17:43:35 2005 +0000
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+## 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} {} binomial_inv (@var{x}, @var{n}, @var{p})
+## For each element of @var{x}, compute the quantile at @var{x} of the
+## binomial distribution with parameters @var{n} and @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the binomial distribution
+
+function inv = binomial_inv (x, n, p)
+
+  if (nargin != 3)
+    usage ("binomial_inv (x, n, p)");
+  endif
+
+  if (!isscalar (n) || !isscalar (p))
+    [retval, x, n, p] = common_size (x, n, p);
+    if (retval > 0)
+      error ("binomial_inv: x, n and p must be of common size or scalars");
+    endif
+  endif
+  
+  sz = size (x);
+  inv = zeros (sz);
+
+  k = find (!(x >= 0) | !(x <= 1) | !(n >= 0) | (n != round (n))
+	    | !(p >= 0) | !(p <= 1));
+  if (any (k))
+    inv(k) = NaN;
+  endif
+
+  k = find ((x >= 0) & (x <= 1) & (n >= 0) & (n == round (n))
+	    & (p >= 0) & (p <= 1));
+  if (any (k))
+    if (isscalar (n) && isscalar (p))
+      cdf = binomial_pdf (0, n, p) * ones (size(k));
+      while (any (inv(k) < n))
+	m = find (cdf < x(k));
+	if (any (m))
+          inv(k(m)) = inv(k(m)) + 1;
+          cdf(m) = cdf(m) + binomial_pdf (inv(k(m)), n, p);
+	else
+          break;
+	endif
+      endwhile
+    else 
+      cdf = binomial_pdf (0, n(k), p(k));
+      while (any (inv(k) < n(k)))
+	m = find (cdf < x(k));
+	if (any (m))
+          inv(k(m)) = inv(k(m)) + 1;
+          cdf(m) = cdf(m) + binomial_pdf (inv(k(m)), n(k(m)), p(k(m)));
+	else
+          break;
+	endif
+      endwhile
+    endif
+  endif
+
+endfunction