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author | John W. Eaton <jwe@octave.org> |
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date | Sat, 07 Mar 2009 10:41:27 -0500 |
parents | 90c9038170bf |
children | c776f063fefe |
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## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007, 2008 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} {} expinv (@var{x}, @var{lambda}) ## For each element of @var{x}, compute the quantile (the inverse of the ## CDF) at @var{x} of the exponential distribution with mean ## @var{lambda}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the exponential distribution function inv = expinv (x, l) if (nargin != 2) print_usage (); endif if (!isscalar (x) && !isscalar(l)) [retval, x, l] = common_size (x, l); if (retval > 0) error ("expinv: x and lambda must be of common size or scalar"); endif endif if (isscalar (x)) sz = size (l); else sz = size (x); endif inv = zeros (sz); k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x)); if (any (k)) inv(k) = NaN; endif k = find ((x == 1) & (l > 0)); if (any (k)) inv(k) = Inf; endif k = find ((x > 0) & (x < 1) & (l > 0)); if (any (k)) if isscalar (l) inv(k) = - l .* log (1 - x(k)); elseif isscalar (x) inv(k) = - l(k) .* log (1 - x); else inv(k) = - l(k) .* log (1 - x(k)); endif endif endfunction