Mercurial > octave
view scripts/statistics/distributions/poisson_inv.m @ 4859:265d566cc770
[project @ 2004-04-08 23:52:45 by jwe]
author | jwe |
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date | Thu, 08 Apr 2004 23:52:45 +0000 |
parents | 38c61cbf086c |
children | 4c8a2e4e0717 |
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## Copyright (C) 1995, 1996, 1997 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 2, 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, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} poisson_inv (@var{x}, @var{lambda}) ## For each component of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the Poisson distribution with parameter ## @var{lambda}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the Poisson distribution function inv = poisson_inv (x, l) if (nargin != 2) usage ("poisson_inv (x, lambda)"); endif if (!isscalar (l)) [retval, x, l] = common_size (x, l); if (retval > 0) error ("poisson_inv: x and lambda must be of common size or scalar"); endif endif inv = zeros (size (x)); k = find ((x < 0) | (x > 1) | isnan (x) | !(l > 0)); if (any (k)) inv(k) = NaN; endif k = find ((x == 1) & (l > 0)); if (any (k)) inv(k) = Inf; endif k = find ((x > 0) & (x < 1) & (l > 0)); if (any (k)) if (isscalar (l)) cdf = exp (-l) * ones (size (k)); else cdf = exp (-l(k)); endif while (1) m = find (cdf < x(k)); if (any (m)) inv(k(m)) = inv(k(m)) + 1; if (isscalar (l)) cdf(m) = cdf(m) + poisson_pdf (inv(k(m)), l); else cdf(m) = cdf(m) + poisson_pdf (inv(k(m)), l(k(m))); endif else break; endif endwhile endif endfunction