Mercurial > hg > octave-nkf
annotate scripts/statistics/distributions/chi2inv.m @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +0100 |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2015 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
5411 | 21 ## @deftypefn {Function File} {} chi2inv (@var{x}, @var{n}) |
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22 ## For each element of @var{x}, compute the quantile (the inverse of the CDF) |
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23 ## at @var{x} of the chi-square distribution with @var{n} degrees of freedom. |
5410 | 24 ## @end deftypefn |
25 | |
26 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> | |
27 ## Description: Quantile function of the chi-square distribution | |
28 | |
5411 | 29 function inv = chi2inv (x, n) |
5410 | 30 |
31 if (nargin != 2) | |
6046 | 32 print_usage (); |
5410 | 33 endif |
34 | |
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35 if (! isscalar (n)) |
5410 | 36 [retval, x, n] = common_size (x, n); |
37 if (retval > 0) | |
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38 error ("chi2inv: X and N must be of common size or scalars"); |
5410 | 39 endif |
40 endif | |
41 | |
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42 if (iscomplex (x) || iscomplex (n)) |
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43 error ("chi2inv: X and N must not be complex"); |
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44 endif |
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45 |
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46 inv = gaminv (x, n/2, 2); |
5410 | 47 |
48 endfunction | |
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49 |
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50 |
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51 %!shared x |
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52 %! x = [-1 0 0.3934693402873666 1 2]; |
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53 %!assert (chi2inv (x, 2*ones (1,5)), [NaN 0 1 Inf NaN], 5*eps) |
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54 %!assert (chi2inv (x, 2), [NaN 0 1 Inf NaN], 5*eps) |
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55 %!assert (chi2inv (x, 2*[0 1 NaN 1 1]), [NaN 0 NaN Inf NaN], 5*eps) |
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56 %!assert (chi2inv ([x(1:2) NaN x(4:5)], 2), [NaN 0 NaN Inf NaN], 5*eps) |
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57 |
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58 ## Test class of input preserved |
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59 %!assert (chi2inv ([x, NaN], 2), [NaN 0 1 Inf NaN NaN], 5*eps) |
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60 %!assert (chi2inv (single ([x, NaN]), 2), single ([NaN 0 1 Inf NaN NaN]), 5*eps ("single")) |
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61 %!assert (chi2inv ([x, NaN], single (2)), single ([NaN 0 1 Inf NaN NaN]), 5*eps ("single")) |
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62 |
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63 ## Test input validation |
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64 %!error chi2inv () |
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65 %!error chi2inv (1) |
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66 %!error chi2inv (1,2,3) |
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67 %!error chi2inv (ones (3), ones (2)) |
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68 %!error chi2inv (ones (2), ones (3)) |
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69 %!error chi2inv (i, 2) |
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70 %!error chi2inv (2, i) |
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71 |