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comparison scripts/statistics/distributions/cauchy_inv.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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children f8dde1807dee
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3190:70eb3f4136cd 3191:e4f4b2d26ee9
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ##
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version.
7 ##
8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details.
12 ##
13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16
17 ## usage: cauchy_inv (x [, lambda, sigma])
18 ##
19 ## For each element of x, compute the quantile (the inverse of the CDF)
20 ## at x of the Cauchy distribution with location parameter lambda and
21 ## scale parameter sigma. Default values are lambda = 0, sigma = 1.
22
23 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
24 ## Description: Quantile function of the Cauchy distribution
25
26 function inv = cauchy_inv (x, location, scale)
27
28 if !(nargin == 1 || nargin == 3)
29 usage ("cauchy_inv (x [, lambda, sigma])");
30 endif
31
32 if (nargin == 1)
33 location = 0;
34 scale = 1;
35 endif
36
37 [retval, x, location, scale] = common_size (x, location, scale);
38 if (retval > 0)
39 error (["cauchy_inv: ", ...
40 "x, lambda and sigma must be of common size or scalar"]);
41 endif
42
43 [r, c] = size (x);
44 s = r * c;
45 x = reshape (x, 1, s);
46 location = reshape (location, 1, s);
47 scale = reshape (scale, 1, s);
48
49 inv = NaN * ones (1, s);
50
51 ok = ((location > -Inf) & (location < Inf) &
52 (scale > 0) & (scale < Inf));
53
54 k = find ((x == 0) & ok);
55 if any (k)
56 inv(k) = -Inf * ones (1, length (k));
57 endif
58
59 k = find ((x > 0) & (x < 1) & ok);
60 if any (k)
61 inv(k) = location(k) - scale(k) .* cot (pi * x(k));
62 endif
63
64 k = find ((x == 1) & ok);
65 if any (k)
66 inv(k) = Inf * ones (1, length (k));
67 endif
68
69 inv = reshape (inv, r, c);
70
71 endfunction