--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/logninv.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} {} lognormal_inv (@var{x}, @var{a}, @var{v})
+## For each element of @var{x}, compute the quantile (the inverse of the
+## CDF) at @var{x} of the lognormal distribution with parameters @var{a}
+## and @var{v}.  If a random variable follows this distribution, its
+## logarithm is normally distributed with mean @code{log (@var{a})} and
+## variance @var{v}.
+##
+## Default values are @var{a} = 1, @var{v} = 1.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Quantile function of the log normal distribution
+
+function inv = lognormal_inv (x, a, v)
+
+  if (! ((nargin == 1) || (nargin == 3)))
+    usage ("lognormal_inv (x, a, v)");
+  endif
+
+  if (nargin == 1)
+    a = 1;
+    v = 1;
+  endif
+
+  ## The following "straightforward" implementation unfortunately does
+  ## not work (because exp (Inf) -> NaN):
+  ## inv = exp (normal_inv (x, log (a), v));
+  ## Hence ...
+
+  if (!isscalar (a) || !isscalar (v))
+    [retval, x, a, v] = common_size (x, a, v);
+    if (retval > 0)
+      error ("lognormal_inv: x, a and v must be of common size or scalars");
+    endif
+  endif
+
+  inv = zeros (size (x));
+
+  k = find (!(x >= 0) | !(x <= 1) | !(a > 0) | !(a < Inf)
+	    | !(v > 0) | !(v < Inf));
+  if (any (k))
+    inv(k) = NaN;
+  endif
+
+  k = find ((x == 1) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
+  if (any (k))
+    inv(k) = Inf;
+  endif
+
+  k = find ((x > 0) & (x < 1) & (a > 0) & (a < Inf) & (v > 0) & (v < Inf));
+  if (any (k))
+    if (isscalar (a) && isscalar (v))
+      inv(k) = a .* exp (sqrt (v) .* stdnormal_inv (x(k)));
+    else
+      inv(k) = a(k) .* exp (sqrt (v(k)) .* stdnormal_inv (x(k)));
+    endif
+  endif
+
+endfunction