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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) 1995-2011 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} {} finv (@var{x}, @var{m}, @var{n}) ## For each component of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the F distribution with parameters @var{m} and ## @var{n}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the F distribution function inv = finv (x, m, n) if (nargin != 3) print_usage (); endif if (!isscalar (m) || !isscalar (n)) [retval, x, m, n] = common_size (x, m, n); if (retval > 0) error ("finv: X, M and N must be of common size or scalar"); endif endif sz = size (x); inv = zeros (sz); k = find ((x < 0) | (x > 1) | isnan (x) | !(m > 0) | !(n > 0)); if (any (k)) inv(k) = NaN; endif k = find ((x == 1) & (m > 0) & (n > 0)); if (any (k)) inv(k) = Inf; endif k = find ((x > 0) & (x < 1) & (m > 0) & (n > 0)); if (any (k)) if (isscalar (m) && isscalar (n)) inv(k) = ((1 ./ betainv (1 - x(k), n / 2, m / 2) - 1) .* n ./ m); else inv(k) = ((1 ./ betainv (1 - x(k), n(k) / 2, m(k) / 2) - 1) .* n(k) ./ m(k)); endif endif endfunction