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comparison scripts/statistics/distributions/exponential_inv.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents e4f4b2d26ee9
children 434790acb067
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3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: exponential_inv (x, lambda) 17 ## usage: exponential_inv (x, lambda)
18 ## 18 ##
19 ## For each element of x, compute the quantile (the inverse of the CDF) 19 ## For each element of x, compute the quantile (the inverse of the CDF)
20 ## at x of the exponential distribution with parameter lambda. 20 ## at x of the exponential distribution with parameter lambda.
21 21
22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> 22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
23 ## Description: Quantile function of the exponential distribution 23 ## Description: Quantile function of the exponential distribution
24 24
25 function inv = exponential_inv (x, l) 25 function inv = exponential_inv (x, l)
26 26
27 if (nargin != 2) 27 if (nargin != 2)
28 usage ("exponential_inv (x, lambda)"); 28 usage ("exponential_inv (x, lambda)");
29 endif 29 endif
30 30
31 [retval, x, l] = common_size (x, l); 31 [retval, x, l] = common_size (x, l);
32 if (retval > 0) 32 if (retval > 0)
33 error (["exponential_inv: ", ... 33 error (["exponential_inv: ", ...
34 "x and lambda must be of common size or scalar"]); 34 "x and lambda must be of common size or scalar"]);
35 endif 35 endif
36 36
37 [r, c] = size (x); 37 [r, c] = size (x);
38 s = r * c; 38 s = r * c;
39 x = reshape (x, 1, s); 39 x = reshape (x, 1, s);
40 l = reshape (l, 1, s); 40 l = reshape (l, 1, s);
41 inv = zeros (1, s); 41 inv = zeros (1, s);
42 42
43 k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x)); 43 k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x));
44 if any (k) 44 if any (k)
45 inv(k) = NaN * ones (1, length (k)); 45 inv(k) = NaN * ones (1, length (k));
46 endif 46 endif
47 47
48 k = find ((x == 1) & (l > 0)); 48 k = find ((x == 1) & (l > 0));
49 if any (k) 49 if any (k)
50 inv(k) = Inf * ones (1, length (k)); 50 inv(k) = Inf * ones (1, length (k));
51 endif 51 endif
52 52
53 k = find ((x > 0) & (x < 1) & (l > 0)); 53 k = find ((x > 0) & (x < 1) & (l > 0));
54 if any (k) 54 if any (k)
55 inv(k) = - log (1 - x(k)) ./ l(k); 55 inv(k) = - log (1 - x(k)) ./ l(k);
56 endif 56 endif
57 57
58 inv = reshape (inv, r, c); 58 inv = reshape (inv, r, c);
59 59
60 endfunction 60 endfunction