Mercurial > octave-nkf
diff scripts/statistics/distributions/binoinv.m @ 5410:56e066f5efc1
[project @ 2005-07-13 17:43:35 by jwe]
author | jwe |
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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 @@ -0,0 +1,79 @@ +## 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