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view scripts/statistics/distributions/wblinv.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 | c9e1a2f8d7f8 |
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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} {} wblinv (@var{x}, @var{scale}, @var{shape}) ## Compute the quantile (the inverse of the CDF) at @var{x} of the ## Weibull distribution with scale parameter @var{scale} and shape ## parameter @var{shape}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the Weibull distribution function inv = wblinv (x, scale, shape) if (nargin < 1 || nargin > 3) print_usage (); endif if (nargin < 3) shape = 1; endif if (nargin < 2) scale = 1; endif if (!isscalar (scale) || !isscalar (shape)) [retval, x, scale, shape] = common_size (x, scale, shape); if (retval > 0) error ("wblinv: X, SCALE and SHAPE must be of common size or scalar"); endif endif inv = NaN (size (x)); ok = ((scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf)); k = find ((x == 0) & ok); if (any (k)) inv(k) = -Inf; endif k = find ((x > 0) & (x < 1) & ok); if (any (k)) if (isscalar (scale) && isscalar (shape)) inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape); else inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k)); endif endif k = find ((x == 1) & ok); if (any (k)) inv(k) = Inf; endif endfunction