Mercurial > octave-nkf
view scripts/statistics/distributions/poissinv.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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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} {} poissinv (@var{x}, @var{lambda}) ## For each element of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the Poisson distribution with parameter ## @var{lambda}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the Poisson distribution function inv = poissinv (x, lambda) if (nargin != 2) print_usage (); endif if (!isscalar (lambda)) [retval, x, lambda] = common_size (x, lambda); if (retval > 0) error ("poissinv: X and LAMBDA must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (lambda)) error ("poissinv: X and LAMBDA must not be complex"); endif if (isa (x, "single") || isa (lambda, "single")) inv = zeros (size (x), "single"); else inv = zeros (size (x)); endif k = (x < 0) | (x > 1) | isnan (x) | !(lambda > 0); inv(k) = NaN; k = (x == 1) & (lambda > 0); inv(k) = Inf; k = find ((x > 0) & (x < 1) & (lambda > 0)); if (isscalar (lambda)) cdf = exp (-lambda) * ones (size (k)); else cdf = exp (-lambda(k)); endif while (1) m = find (cdf < x(k)); if (any (m)) inv(k(m)) += 1; if (isscalar (lambda)) cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda); else cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda(k(m))); endif else break; endif endwhile endfunction %!shared x %! x = [-1 0 0.5 1 2]; %!assert(poissinv (x, ones(1,5)), [NaN 0 1 Inf NaN]); %!assert(poissinv (x, 1), [NaN 0 1 Inf NaN]); %!assert(poissinv (x, [1 0 NaN 1 1]), [NaN NaN NaN Inf NaN]); %!assert(poissinv ([x(1:2) NaN x(4:5)], 1), [NaN 0 NaN Inf NaN]); %% Test class of input preserved %!assert(poissinv ([x, NaN], 1), [NaN 0 1 Inf NaN NaN]); %!assert(poissinv (single([x, NaN]), 1), single([NaN 0 1 Inf NaN NaN])); %!assert(poissinv ([x, NaN], single(1)), single([NaN 0 1 Inf NaN NaN])); %% Test input validation %!error poissinv () %!error poissinv (1) %!error poissinv (1,2,3) %!error poissinv (ones(3),ones(2)) %!error poissinv (ones(2),ones(3)) %!error poissinv (i, 2) %!error poissinv (2, i)