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scripts/statistics/distributions/norminv.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (30 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik

     2##

     3## This file is part of Octave.

     4##

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

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

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

     8## your option) any later version.

     9##

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

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

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

    13## General Public License for more details.

    14##

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

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

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

    18

    19## -*- texinfo -*-

    20## @deftypefn {Function File} {} norminv (@var{x}, @var{m}, @var{s})

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

    22## CDF) at @var{x} of the normal distribution with mean @var{m} and

    23## standard deviation @var{s}.

    24##

    25## Default values are @var{m} = 0, @var{s} = 1.

    26## @end deftypefn

    27

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

    29## Description: Quantile function of the normal distribution

    30

    31function inv = norminv (x, m, s)

    32

    33  if (nargin != 1 && nargin != 3)

    34    print_usage ();

    35  endif

    36

    37  if (nargin == 1)

    38    m = 0;

    39    s = 1;

    40  endif

    41

    42  if (!isscalar (m) || !isscalar (s))

    43    [retval, x, m, s] = common_size (x, m, s);

    44    if (retval > 0)

    45      error ("norminv: x, m and s must be of common size or scalars");

    46    endif

    47  endif

    48

    49  sz = size (x);

    50  inv = zeros (sz);

    51

    52  if (isscalar (m) && isscalar (s))

    53    if (find (isinf (m) | isnan (m) | !(s > 0) | !(s < Inf)))

    54      inv = NaN * ones (sz);

    55    else

    56      inv =  m + s .* stdnormal_inv (x);

    57    endif

    58  else

    59    k = find (isinf (m) | isnan (m) | !(s > 0) | !(s < Inf));

    60    if (any (k))

    61      inv(k) = NaN;

    62    endif

    63

    64    k = find (!isinf (m) & !isnan (m) & (s > 0) & (s < Inf));

    65    if (any (k))

    66      inv(k) = m(k) + s(k) .* stdnormal_inv (x(k));

    67    endif

    68  endif

    69

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

    71  if (any (k))

    72    inv(k) = m(k);

    73  endif

    74

    75  inv((s == 0) & (x == 0)) = -Inf;

    76  inv((s == 0) & (x == 1)) = Inf;

    77

    78endfunction