view scripts/statistics/distributions/nbininv.m @ 13171:19b9f17d22af

Overhaul of statistical distribution functions Support class "single" 75% reduction in memory usage More Matlab compatibility for corner cases * betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m, binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m, chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m, discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m, empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m, fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m, geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m, hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m, laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m, logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m, nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m, poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m, stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m, trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m, unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m: Return "single" outputs for "single" inputs, Use logical indexing rather than find() for 75% memory savings, Add tests for all functions, Use consistent documentation across all functions, More Matlab compatibilitcy for corner cases.
author Rik <octave@nomad.inbox5.com>
date Tue, 20 Sep 2011 12:13:13 -0700
parents c792872f8942
children 72c96de7a403
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## Copyright (C) 2011 Rik Wehbring
## Copyright (C) 1995-2011 Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or (at
## your option) any later version.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} nbininv (@var{x}, @var{n}, @var{p})
## For each element of @var{x}, compute the quantile (the inverse of
## the CDF) at @var{x} of the negative binomial distribution
## with parameters @var{n} and @var{p}.
##
## When @var{n} is integer this is the Pascal distribution.  When
## @var{n} is extended to real numbers this is the Polya distribution.
## 
## The number of failures in a Bernoulli experiment with success
## probability @var{p} before the @var{n}-th success follows this
## distribution.
## @end deftypefn

## Author: KH <Kurt.Hornik@wu-wien.ac.at>
## Description: Quantile function of the Pascal distribution

function inv = nbininv (x, n, p)

  if (nargin != 3)
    print_usage ();
  endif

  if (!isscalar (n) || !isscalar (p))
    [retval, x, n, p] = common_size (x, n, p);
    if (retval > 0)
      error ("nbininv: X, N, and P must be of common size or scalars");
    endif
  endif

  if (iscomplex (x) || iscomplex (n) || iscomplex (p))
    error ("nbininv: X, N, and P must not be complex");
  endif

  if (isa (x, "single") || isa (n, "single") || isa (p, "single"))
    inv = zeros (size (x), "single");
  else
    inv = zeros (size (x));
  endif

  k = (isnan (x) | (x < 0) | (x > 1) | isnan (n) | (n < 1) | (n == Inf)
       | isnan (p) | (p < 0) | (p > 1));
  inv(k) = NaN;

  k = (x == 1) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1);
  inv(k) = Inf;

  k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf)
            & (p > 0) & (p <= 1));
  m = zeros (size (k));
  x = x(k);
  if (isscalar (n) && isscalar (p))
    s = p ^ n * ones (size (k));
    while (1)
      l = find (s < x);
      if (any (l))
        m(l) = m(l) + 1;
        s(l) = s(l) + nbinpdf (m(l), n, p);
      else
        break;
      endif
    endwhile
  else
    n = n(k);
    p = p(k);
    s = p .^ n;
    while (1)
      l = find (s < x);
      if (any (l))
        m(l) = m(l) + 1;
        s(l) = s(l) + nbinpdf (m(l), n(l), p(l));
      else
        break;
      endif
    endwhile
  endif
  inv(k) = m;

endfunction


%!shared x
%! x = [-1 0 3/4 1 2];
%!assert(nbininv (x, ones(1,5), 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
%!assert(nbininv (x, 1, 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
%!assert(nbininv (x, ones(1,5), 0.5), [NaN 0 1 Inf NaN]);
%!assert(nbininv (x, [1 0 NaN Inf 1], 0.5), [NaN NaN NaN NaN NaN]);
%!assert(nbininv (x, [1 0 1.5 Inf 1], 0.5), [NaN NaN 2 NaN NaN]);
%!assert(nbininv (x, 1, 0.5*[1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN]);
%!assert(nbininv ([x(1:2) NaN x(4:5)], 1, 0.5), [NaN 0 NaN Inf NaN]);

%% Test class of input preserved
%!assert(nbininv ([x, NaN], 1, 0.5), [NaN 0 1 Inf NaN NaN]);
%!assert(nbininv (single([x, NaN]), 1, 0.5), single([NaN 0 1 Inf NaN NaN]));
%!assert(nbininv ([x, NaN], single(1), 0.5), single([NaN 0 1 Inf NaN NaN]));
%!assert(nbininv ([x, NaN], 1, single(0.5)), single([NaN 0 1 Inf NaN NaN]));

%% Test input validation
%!error nbininv ()
%!error nbininv (1)
%!error nbininv (1,2)
%!error nbininv (1,2,3,4)
%!error nbininv (ones(3),ones(2),ones(2))
%!error nbininv (ones(2),ones(3),ones(2))
%!error nbininv (ones(2),ones(2),ones(3))
%!error nbininv (i, 2, 2)
%!error nbininv (2, i, 2)
%!error nbininv (2, 2, i)