Mercurial > octave-nkf
view scripts/statistics/distributions/norminv.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 |
line wrap: on
line source
## 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} {} norminv (@var{x}) ## @deftypefnx {Function File} {} norminv (@var{x}, @var{mu}, @var{sigma}) ## For each element of @var{x}, compute the quantile (the inverse of the ## CDF) at @var{x} of the normal distribution with mean @var{mu} and ## standard deviation @var{sigma}. ## ## Default values are @var{mu} = 0, @var{sigma} = 1. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the normal distribution function inv = norminv (x, mu = 0, sigma = 1) if (nargin != 1 && nargin != 3) print_usage (); endif if (!isscalar (mu) || !isscalar (sigma)) [retval, x, mu, sigma] = common_size (x, mu, sigma); if (retval > 0) error ("norminv: X, MU, and SIGMA must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma)) error ("norminv: X, MU, and SIGMA must not be complex"); endif if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single")) inv = NaN (size (x), "single"); else inv = NaN (size (x)); endif if (isscalar (mu) && isscalar (sigma)) if (!isinf (mu) && !isnan (mu) && (sigma > 0) && (sigma < Inf)) inv = mu + sigma * stdnormal_inv (x); endif else k = !isinf (mu) & !isnan (mu) & (sigma > 0) & (sigma < Inf); inv(k) = mu(k) + sigma(k) .* stdnormal_inv (x(k)); endif endfunction %!shared x %! x = [-1 0 0.5 1 2]; %!assert(norminv (x, ones(1,5), ones(1,5)), [NaN -Inf 1 Inf NaN]); %!assert(norminv (x, 1, ones(1,5)), [NaN -Inf 1 Inf NaN]); %!assert(norminv (x, ones(1,5), 1), [NaN -Inf 1 Inf NaN]); %!assert(norminv (x, [1 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN NaN]); %!assert(norminv (x, 1, [1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN]); %!assert(norminv ([x(1:2) NaN x(4:5)], 1, 1), [NaN -Inf NaN Inf NaN]); %% Test class of input preserved %!assert(norminv ([x, NaN], 1, 1), [NaN -Inf 1 Inf NaN NaN]); %!assert(norminv (single([x, NaN]), 1, 1), single([NaN -Inf 1 Inf NaN NaN])); %!assert(norminv ([x, NaN], single(1), 1), single([NaN -Inf 1 Inf NaN NaN])); %!assert(norminv ([x, NaN], 1, single(1)), single([NaN -Inf 1 Inf NaN NaN])); %% Test input validation %!error norminv () %!error norminv (1,2) %!error norminv (1,2,3,4) %!error norminv (ones(3),ones(2),ones(2)) %!error norminv (ones(2),ones(3),ones(2)) %!error norminv (ones(2),ones(2),ones(3)) %!error norminv (i, 2, 2) %!error norminv (2, i, 2) %!error norminv (2, 2, i)