view scripts/statistics/distributions/expinv.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents 19b9f17d22af
children f3d52523cde1
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## Copyright (C) 2012 Rik Wehbring
## Copyright (C) 1995-2012 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 3 of the License, 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, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} expinv (@var{x}, @var{lambda})
## For each element of @var{x}, compute the quantile (the inverse of the
## CDF) at @var{x} of the exponential distribution with mean @var{lambda}.
## @end deftypefn

## Author: KH <Kurt.Hornik@wu-wien.ac.at>
## Description: Quantile function of the exponential distribution

function inv = expinv (x, lambda)

  if (nargin != 2)
    print_usage ();
  endif

  if (!isscalar (lambda))
    [retval, x, lambda] = common_size (x, lambda);
    if (retval > 0)
      error ("expinv: X and LAMBDA must be of common size or scalars");
    endif
  endif

  if (iscomplex (x) || iscomplex (lambda))
    error ("expinv: X and LAMBDA must not be complex");
  endif

  if (!isscalar (x))
    sz = size (x);
  else
    sz = size (lambda);
  endif

  if (iscomplex (x) || iscomplex (lambda))
    error ("expinv: X and LAMBDA must not be complex");
  endif

  if (isa (x, "single") || isa (lambda, "single"))
    inv = NaN (size (x), "single");
  else
    inv = NaN (size (x));
  endif

  k = (x == 1) & (lambda > 0);
  inv(k) = Inf;

  k = (x >= 0) & (x < 1) & (lambda > 0);
  if isscalar (lambda)
    inv(k) = - lambda * log (1 - x(k));
  else
    inv(k) = - lambda(k) .* log (1 - x(k));
  endif

endfunction


%!shared x
%! x = [-1 0 0.3934693402873666 1 2];
%!assert(expinv (x, 2*ones(1,5)), [NaN 0 1 Inf NaN], eps);
%!assert(expinv (x, 2), [NaN 0 1 Inf NaN], eps);
%!assert(expinv (x, 2*[1 0 NaN 1 1]), [NaN NaN NaN Inf NaN], eps);
%!assert(expinv ([x(1:2) NaN x(4:5)], 2), [NaN 0 NaN Inf NaN], eps);

%% Test class of input preserved
%!assert(expinv ([x, NaN], 2), [NaN 0 1 Inf NaN NaN], eps);
%!assert(expinv (single([x, NaN]), 2), single([NaN 0 1 Inf NaN NaN]), eps);
%!assert(expinv ([x, NaN], single(2)), single([NaN 0 1 Inf NaN NaN]), eps);

%% Test input validation
%!error expinv ()
%!error expinv (1)
%!error expinv (1,2,3)
%!error expinv (ones(3),ones(2))
%!error expinv (ones(2),ones(3))
%!error expinv (i, 2)
%!error expinv (2, i)