Mercurial > octave-nkf
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)