Mercurial > octave-nkf
view scripts/statistics/distributions/normal_inv.m @ 4854:4b0f3b055331
[project @ 2004-04-07 02:37:05 by jwe]
author | jwe |
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date | Wed, 07 Apr 2004 02:38:06 +0000 |
parents | c0532bbaefd7 |
children | 4c8a2e4e0717 |
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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, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} normal_inv (@var{x}, @var{m}, @var{v}) ## For each element of @var{x}, compute the quantile (the inverse of the ## CDF) at @var{x} of the normal distribution with mean @var{m} and ## variance @var{v}. ## ## Default values are @var{m} = 0, @var{v} = 1. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the normal distribution function inv = normal_inv (x, m, v) if (nargin != 1 && nargin != 3) usage ("normal_inv (x, m, v)"); endif if (nargin == 1) m = 0; v = 1; endif if (!isscalar (m) || !isscalar(v)) [retval, x, m, v] = common_size (x, m, v); if (retval > 0) error ("normal_inv: x, m and v must be of common size or scalars"); endif endif sz = size (x); inv = zeros (sz); if (isscalar (m) && isscalar(v)) if (find (isinf (m) | isnan (m) | !(v > 0) | !(v < Inf))) inv = NaN * ones (sz); else inv = m + sqrt (v) .* stdnormal_inv (x); endif else k = find (isinf (m) | isnan (m) | !(v > 0) | !(v < Inf)); if (any (k)) inv(k) = NaN; endif k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf)); if (any (k)) inv(k) = m(k) + sqrt (v(k)) .* stdnormal_inv (x(k)); endif endif k = find ((v == 0) & (x > 0) & (x < 1)); if (any (k)) inv(k) = m(k); endif inv((v == 0) & (x == 0)) = -Inf; inv((v == 0) & (x == 1)) = Inf; endfunction