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scripts/statistics/distributions/wblinv.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (45 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 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} {} wblinv (@var{x}, @var{scale}, @var{shape})

    21## Compute the quantile (the inverse of the CDF) at @var{x} of the

    22## Weibull distribution with shape parameter @var{scale} and scale

    23## parameter @var{shape}.

    24## @end deftypefn

    25

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

    27## Description: Quantile function of the Weibull distribution

    28

    29function inv = wblinv (x, scale, shape)

    30

    31  if (nargin < 1 || nargin > 3)

    32    print_usage ();

    33  endif

    34

    35  if (nargin < 3)

    36    shape = 1;

    37  endif

    38

    39  if (nargin < 2)

    40    scale = 1;

    41  endif

    42

    43  if (!isscalar (shape) || !isscalar (scale))

    44    [retval, x, shape, scale] = common_size (x, shape, scale);

    45    if (retval > 0)

    46      error ("wblinv: x, scale and shape must be of common size or scalar");

    47    endif

    48  endif

    49

    50  inv = NaN * ones (size (x));

    51

    52  ok = ((shape > 0) & (shape < Inf) & (scale > 0) & (scale < Inf));

    53

    54  k = find ((x == 0) & ok);

    55  if (any (k))

    56    inv(k) = -Inf;

    57  endif

    58

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

    60  if (any (k))

    61    if (isscalar (shape) && isscalar (scale))

    62      inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape);

    63    else

    64      inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k));

    65    endif

    66  endif

    67

    68  k = find ((x == 1) & ok);

    69  if (any (k))

    70    inv(k) = Inf;

    71  endif

    72

    73endfunction