Mercurial > octave
view scripts/statistics/distributions/exponential_inv.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
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date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | e4f4b2d26ee9 |
children | 434790acb067 |
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: exponential_inv (x, lambda) ## ## For each element of x, compute the quantile (the inverse of the CDF) ## at x of the exponential distribution with parameter lambda. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the exponential distribution function inv = exponential_inv (x, l) if (nargin != 2) usage ("exponential_inv (x, lambda)"); endif [retval, x, l] = common_size (x, l); if (retval > 0) error (["exponential_inv: ", ... "x and lambda must be of common size or scalar"]); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); l = reshape (l, 1, s); inv = zeros (1, s); k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x)); if any (k) inv(k) = NaN * ones (1, length (k)); endif k = find ((x == 1) & (l > 0)); if any (k) inv(k) = Inf * ones (1, length (k)); endif k = find ((x > 0) & (x < 1) & (l > 0)); if any (k) inv(k) = - log (1 - x(k)) ./ l(k); endif inv = reshape (inv, r, c); endfunction