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comparison scripts/statistics/distributions/stdnormal_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: stdnormal_inv (x) 17 ## usage: stdnormal_inv (x)
18 ## 18 ##
19 ## For each component of x, compute compute the quantile (the inverse of 19 ## For each component of x, compute compute the quantile (the inverse of
20 ## the CDF) at x of the standard normal distribution. 20 ## the CDF) at x of the standard normal distribution.
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 standard normal distribution 23 ## Description: Quantile function of the standard normal distribution
24 24
25 function inv = stdnormal_inv (x) 25 function inv = stdnormal_inv (x)
26 26
27 if (nargin != 1) 27 if (nargin != 1)
28 usage ("stdnormal_inv (x)"); 28 usage ("stdnormal_inv (x)");
29 endif 29 endif
30 30
31 inv = sqrt (2) * erfinv (2 * x - 1); 31 inv = sqrt (2) * erfinv (2 * x - 1);
32 32
33 endfunction 33 endfunction