Mercurial > octave-nkf
view scripts/statistics/distributions/uniform_inv.m @ 3456:434790acb067
[project @ 2000-01-19 06:58:51 by jwe]
author | jwe |
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date | Wed, 19 Jan 2000 06:59:23 +0000 |
parents | f8dde1807dee |
children | 38c61cbf086c |
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} uniform_inv (@var{x}, @var{a}, @var{b}) ## For each element of @var{x}, compute the quantile (the inverse of the ## CDF) at @var{x} of the uniform distribution on [@var{a}, @var{b}]. ## ## Default values are @var{a} = 0, @var{b} = 1. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the uniform distribution function inv = uniform_inv (x, a, b) if (! (nargin == 1 || nargin == 3)) usage ("uniform_inv (x, a, b)"); endif if (nargin == 1) a = 0; b = 1; endif [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ("uniform_inv: x, a and b must be of common size or scalars"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); a = reshape (a, 1, s); b = reshape (b, 1, s); inv = zeros (1, s); k = find ((x < 0) | (x > 1) | isnan (x) | !(a < b)); if (any (k)) inv(k) = NaN * ones (1, length (k)); endif k = find ((x >= 0) & (x <= 1) & (a < b)); if (any (k)) inv(k) = a(k) + x(k) .* (b(k) - a(k)); endif inv = reshape (inv, r, c); endfunction