Mercurial > octave-nkf
view scripts/statistics/distributions/discrete_inv.m @ 3922:38c61cbf086c
[project @ 2002-05-01 06:48:35 by jwe]
author | jwe |
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date | Wed, 01 May 2002 06:48:36 +0000 |
parents | 434790acb067 |
children | 22bd65326ec1 |
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## Copyright (C) 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, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} discrete_inv (@var{x}, @var{v}, @var{p}) ## For each component of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the univariate distribution which assumes the ## values in @var{v} with probabilities @var{p}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of a discrete distribution function inv = discrete_inv (x, v, p) if (nargin != 3) usage ("discrete_inv (x, v, p)"); endif [r, c] = size (x); if (! is_vector (v)) error ("discrete_inv: v must be a vector"); elseif (! is_vector (p) || (length (p) != length (v))) error ("discrete_inv: p must be a vector with length (v) elements"); elseif (! (all (p >= 0) && any (p))) error ("discrete_inv: p must be a nonzero, nonnegative vector"); endif n = r * c; x = reshape (x, 1, n); m = length (v); [v, ind] = sort (v); s = reshape (cumsum (p / sum (p)), m, 1); inv = NaN * ones (n, 1); if (any (k = find (x == 0))) inv(k) = -Inf * ones (1, length (k)); endif if (any (k = find (x == 1))) inv(k) = v(m) * ones (1, length (k)); endif if (any (k = find ((x > 0) & (x < 1)))) n = length (k); ## --FIXME-- ## This does not work! inv(k) = v(sum ((ones (m, 1) * x(k)) > (s * ones (1, n))) + 1); endif inv = reshape (inv, r, c); endfunction