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scripts/statistics/distributions/laplace_inv.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (42 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006,

     2##               2007 Kurt Hornik

     3##

     4## This file is part of Octave.

     5##

     6## Octave is free software; you can redistribute it and/or modify it

     7## under the terms of the GNU General Public License as published by

     8## the Free Software Foundation; either version 3 of the License, or (at

     9## your option) any later version.

    10##

    11## Octave is distributed in the hope that it will be useful, but

    12## WITHOUT ANY WARRANTY; without even the implied warranty of

    13## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    14## General Public License for more details.

    15##

    16## You should have received a copy of the GNU General Public License

    17## along with Octave; see the file COPYING.  If not, see

    18## <http://www.gnu.org/licenses/>.

    19

    20## -*- texinfo -*-

    21## @deftypefn {Function File} {} laplace_inv (@var{x})

    22## For each element of @var{x}, compute the quantile (the inverse of the

    23## CDF) at @var{x} of the Laplace distribution.

    24## @end deftypefn

    25

    26## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    27## Description: Quantile function of the Laplace distribution

    28

    29function inv = laplace_inv (x)

    30

    31  if (nargin != 1)

    32    print_usage ();

    33  endif

    34

    35  inv = (-Inf) * ones (size (x));

    36

    37  k = find (isnan (x) | (x < 0) | (x > 1));

    38  if (any (k))

    39    inv(k) = NaN;

    40  endif

    41

    42  k = find (x == 1);

    43  if (any (k))

    44    inv(k) = Inf;

    45  endif

    46

    47  k = find ((x > 0) & (x < 1));

    48  if (any (k))

    49    inv(k) = ((x(k) < 1/2) .* log (2 * x(k))

    50	      - (x(k) > 1/2) .* log (2 * (1 - x(k))));

    51  endif

    52

    53endfunction