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annotate scripts/statistics/base/probit.m @ 20818:9d2023d1a63c

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binoinv.m: Implement binary search algorithm for 28X performance increase (bug #34363). * binoinv.m: Call new functions scalar_binoinv or vector_binoinv to calculate binoinv. If there are still uncalculated values then call bin_search_binoinv to perform binary search for remaining values. Add more BIST tests. * binoinv.m (scalar_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000. * binoinv.m (vector_binoinv): New subfunction to calculate binoinv for scalar x. Stops when x > 1000.
author Lachlan Andrew <lachlanbis@gmail.com>
date Sun, 11 Oct 2015 19:49:40 -0700
parents d9341b422488
children
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1 ## Copyright (C) 1995-2015 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} probit (@var{p})
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21 ## Return the probit (the quantile of the standard normal distribution) for
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22 ## each element of @var{p}.
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23 ## @seealso{logit}
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24 ## @end deftypefn
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26 ## Written by KH <Kurt.Hornik@wu-wien.ac.at> on 1995/02/04
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27 ## Description: Probit transformation
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29 function y = probit (p)
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32 if (nargin != 1)
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33 print_usage ();
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34 endif
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35
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36 y = stdnormal_inv (p);
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37
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38 endfunction
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41 %!assert (probit ([-1, 0, 0.5, 1, 2]), [NaN, -Inf, 0, Inf, NaN])
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43 ## Test input validation
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44 %!error probit ()
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45 %!error probit (1, 2)
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