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view scripts/statistics/distributions/discrete_inv.m @ 11523:fd0a3ac60b0e
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author | John W. Eaton <jwe@octave.org> |
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date | Fri, 14 Jan 2011 05:47:45 -0500 |
parents | 1740012184f9 |
children | 19b9f17d22af |
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## Copyright (C) 1996-2011 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} {} discrete_inv (@var{x}, @var{v}, @var{p}) ## For each component of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the univariate distribution which assumes the ## values in @var{v} with probabilities @var{p}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of a discrete distribution function inv = discrete_inv (x, v, p) if (nargin != 3) print_usage (); endif sz = size (x); if (! isvector (v)) error ("discrete_inv: V must be a vector"); elseif (! isvector (p) || (length (p) != length (v))) error ("discrete_inv: P must be a vector with length (V) elements"); elseif (! (all (p >= 0) && any (p))) error ("discrete_inv: P must be a nonzero, nonnegative vector"); endif n = numel (x); x = reshape (x, 1, n); m = length (v); [v, idx] = sort (v); p = reshape (cumsum (p (idx) / sum (p)), m, 1); inv = NaN (sz); if (any (k = find (x == 0))) inv(k) = -Inf; endif if (any (k = find (x == 1))) inv(k) = v(m) * ones (size (k)); endif if (any (k = find ((x > 0) & (x < 1)))) n = length (k); inv (k) = v(length (p) - lookup (sort (p,"descend"), x(k)) + 1); endif endfunction