## Copyright (C) 1996, 1997  Kurt Hornik
##
## This program 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 2, or (at your option)
## any later version.
##
## This program 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 this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {} discrete_inv (@var{x}, @var{v}, @var{p})
## For each component of @var{x}, compute the quantile (the inverse of
## the CDF) at @var{x} of the univariate distribution which assumes the
## values in @var{v} with probabilities @var{p}.
## @end deftypefn

## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Quantile function of a discrete distribution

function inv = discrete_inv (x, v, p)

  if (nargin != 3)
    usage ("discrete_inv (x, v, p)");
  endif

  [r, c] = size (x);

  if (! is_vector (v))
    error ("discrete_inv: v must be a vector");
  elseif (! is_vector (p) || (length (p) != length (v)))
    error ("discrete_inv: p must be a vector with length (v) elements");
  elseif (! (all (p >= 0) && any (p)))
    error ("discrete_inv: p must be a nonzero, nonnegative vector");
  endif

  n = r * c;
  x = reshape (x, 1, n);
  m = length (v);
  [v, ind] = sort (v);
  s = reshape (cumsum (p / sum (p)), m, 1);

  inv = NaN * ones (n, 1);
  if (any (k = find (x == 0)))
    inv(k) = -Inf * ones (1, length (k));
  endif
  if (any (k = find (x == 1)))
    inv(k) = v(m) * ones (1, length (k));
  endif
  if (any (k = find ((x > 0) & (x < 1))))
    n = length (k);
    ## --FIXME--
    ## This does not work!
    inv(k) = v(sum ((ones (m, 1) * x(k)) > (s * ones (1, n))) + 1);
  endif

  inv = reshape (inv, r, c);

endfunction