Mercurial > octave-nkf
view scripts/statistics/distributions/pascal_inv.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
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date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | e4f4b2d26ee9 |
children | 434790acb067 |
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: pascal_inv (x, n, p) ## ## For each element of x, compute the quantile at x of the Pascal ## (negative binomial) distribution with parameters n and p. ## ## The number of failures in a Bernoulli experiment with success ## probability p before the n-th success follows this distribution. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the Pascal distribution function inv = pascal_inv (x, n, p) if (nargin != 3) usage ("pascal_inv (x, n, p)"); endif [retval, x, n, p] = common_size (x, n, p); if (retval > 0) error (["pascal_inv: ", ... "x, n and p must be of common size or scalar"]); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); n = reshape (n, 1, s); p = reshape (p, 1, s); inv = zeros (1, s); k = find (isnan (x) | (x < 0) | (x > 1) | (n < 1) | (n == Inf) ... | (n != round (n)) | (p < 0) | (p > 1)); if any (k) inv(k) = NaN * ones (1, length (k)); endif k = find ((x == 1) & (n > 0) & (n < Inf) & (n == round (n)) ... & (p >= 0) & (p <= 1)); if any (k) inv(k) = Inf * ones (1, length (k)); endif k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf) ... & (n == round (n)) & (p > 0) & (p <= 1)); if any (k) x = x(k); n = n(k); p = p(k); m = zeros (1, length (k)); s = p .^ n; while (1) l = find (s < x); if any (l) m(l) = m(l) + 1; s(l) = s(l) + pascal_pdf (m(l), n(l), p(l)); else break; endif endwhile inv(k) = m; endif inv = reshape (inv, r, c); endfunction