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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children f8dde1807dee
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3191
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1 ## Copyright (C) 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: discrete_inv (X, V, P)
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18 ##
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19 ## For each component of X, compute the quantile (the inverse of the
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20 ## CDF) at X of the univariate distribution which assumes the values in
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21 ## V with probabilities P.
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22
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23 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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24 ## Description: Quantile function of a discrete distribution
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25
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26 function inv = discrete_inv (X, V, P)
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27
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28 if (nargin != 3)
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29 usage ("discrete_inv (X, V, P)");
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30 endif
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31
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32 [r, c] = size (X);
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33
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34 if (! is_vector (V))
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35 error ("discrete_inv: V must be a vector");
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36 elseif (! is_vector (P) || (length (P) != length (V)))
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37 error ("discrete_inv: P must be a vector with length (V) elements");
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38 elseif (! (all (P >= 0) && any (P)))
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39 error ("discrete_inv: P must be a nonzero, nonnegative vector");
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40 endif
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41
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42 n = r * c;
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43 X = reshape (X, 1, n);
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44 m = length (V);
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45 [V, ind] = sort (V);
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46 s = reshape (cumsum (P / sum (P)), m, 1);
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47
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48 inv = NaN * ones (n, 1);
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49 if any (k = find (X == 0))
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50 inv(k) = -Inf * ones (1, length (k));
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51 endif
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52 if any (k = find (X == 1))
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53 inv(k) = V(m) * ones (1, length (k));
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54 endif
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55 if any (k = find ((X > 0) & (X < 1)))
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56 n = length (k);
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57 ## --FIXME--
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58 ## This does not work!
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59 inv(k) = V(sum ((ones (m, 1) * X(k)) > (s * ones (1, n))) + 1);
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60 endif
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61
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62 inv = reshape (inv, r, c);
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63
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64 endfunction
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65
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66