view scripts/statistics/distributions/logistic_inv.m @ 20641:c3c052b9192a

Improve performance and error reporting of betainv, gaminv (bug #34363). * betainv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 10,000. Issue warning if algorithm fails. * gaminv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 100. Issue warning if algorithm fails.
author Rik <rik@octave.org>
date Sun, 11 Oct 2015 16:55:17 -0700
parents d9341b422488
children
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## Copyright (C) 2012 Rik Wehbring
## Copyright (C) 1995-2015 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} {} logistic_inv (@var{x})
## For each element of @var{x}, compute the quantile (the inverse of the CDF)
## at @var{x} of the logistic distribution.
## @end deftypefn

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

function inv = logistic_inv (x)

  if (nargin != 1)
    print_usage ();
  endif

  if (iscomplex (x))
    error ("logistic_inv: X must not be complex");
  endif

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

  k = (x == 0);
  inv(k) = -Inf;

  k = (x == 1);
  inv(k) = Inf;

  k = (x > 0) & (x < 1);
  inv(k) = - log (1 ./ x(k) - 1);

endfunction


%!shared x
%! x = [-1 0 0.5 1 2];
%!assert (logistic_inv (x), [NaN -Inf 0 Inf NaN])

## Test class of input preserved
%!assert (logistic_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN])
%!assert (logistic_inv (single ([x, NaN])), single ([NaN -Inf 0 Inf NaN NaN]))

## Test input validation
%!error logistic_inv ()
%!error logistic_inv (1,2)
%!error logistic_inv (i)