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comparison scripts/statistics/distributions/weibull_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
comparison
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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: weibull_inv (x, lambda, alpha) 17 ## usage: weibull_inv (x, lambda, alpha)
18 ## 18 ##
19 ## Compute the quantile (the inverse of the CDF) at x of the Weibull 19 ## Compute the quantile (the inverse of the CDF) at x of the Weibull
20 ## distribution with shape parameter alpha and scale parameter sigma. 20 ## distribution with shape parameter alpha and scale parameter sigma.
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 Weibull distribution 23 ## Description: Quantile function of the Weibull distribution
24 24
25 function inv = weibull_inv (x, shape, scale) 25 function inv = weibull_inv (x, shape, scale)
26 26
27 if (nargin != 3) 27 if (nargin != 3)
28 usage ("weibull_inv (x, alpha, sigma)"); 28 usage ("weibull_inv (x, alpha, sigma)");
29 endif 29 endif
30 30
31 [retval, x, shape, scale] = common_size (x, shape, scale); 31 [retval, x, shape, scale] = common_size (x, shape, scale);
32 if (retval > 0) 32 if (retval > 0)
33 error (["weibull_inv: ", ... 33 error (["weibull_inv: ", ...
34 "x, alpha and sigma must be of common size or scalar"]); 34 "x, alpha and sigma 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 shape = reshape (shape, 1, s); 40 shape = reshape (shape, 1, s);
41 scale = reshape (scale, 1, s); 41 scale = reshape (scale, 1, s);
42 42
43 inv = NaN * ones (1, s); 43 inv = NaN * ones (1, s);
44 ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf)); 44 ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));
45 45
46 k = find ((x == 0) & ok); 46 k = find ((x == 0) & ok);
47 if any (k) 47 if any (k)
48 inv(k) = -Inf * ones (1, length (k)); 48 inv(k) = -Inf * ones (1, length (k));
49 endif 49 endif
50 50
51 k = find ((x > 0) & (x < 1) & ok); 51 k = find ((x > 0) & (x < 1) & ok);
52 if any (k) 52 if any (k)
53 inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k)); 53 inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k));
54 endif 54 endif
55 55
56 k = find ((x == 1) & ok); 56 k = find ((x == 1) & ok);
57 if any (k) 57 if any (k)
58 inv(k) = Inf * ones (1, length (k)); 58 inv(k) = Inf * ones (1, length (k));
59 endif 59 endif
60 60
61 inv = reshape (inv, r, c); 61 inv = reshape (inv, r, c);
62 62
63 endfunction 63 endfunction