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annotate scripts/statistics/distributions/finv.m @ 20830:b65888ec820e draft default tip gccjit

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dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents d9341b422488
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} finv (@var{x}, @var{m}, @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 F distribution with @var{m} and @var{n} degrees of freedom.
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24 ## @end deftypefn
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25
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26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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27 ## Description: Quantile function of the F distribution
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28
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29 function inv = finv (x, m, n)
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30
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31 if (nargin != 3)
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32 print_usage ();
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33 endif
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34
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35 if (! isscalar (m) || ! isscalar (n))
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36 [retval, x, m, n] = common_size (x, m, n);
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37 if (retval > 0)
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38 error ("finv: X, M, and N must be of common size or scalars");
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39 endif
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40 endif
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41
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42 if (iscomplex (x) || iscomplex (m) || iscomplex (n))
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43 error ("finv: X, M, and N must not be complex");
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44 endif
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45
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46 if (isa (x, "single") || isa (m, "single") || isa (n, "single"))
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47 inv = NaN (size (x), "single");
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48 else
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49 inv = NaN (size (x));
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50 endif
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51
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52 k = (x == 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
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53 inv(k) = Inf;
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54
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55 k = (x >= 0) & (x < 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
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56 if (isscalar (m) && isscalar (n))
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57 inv(k) = ((1 ./ betainv (1 - x(k), n/2, m/2) - 1) * n / m);
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58 else
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59 inv(k) = ((1 ./ betainv (1 - x(k), n(k)/2, m(k)/2) - 1)
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60 .* n(k) ./ m(k));
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61 endif
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62
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63 endfunction
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64
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65
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66 %!shared x
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67 %! x = [-1 0 0.5 1 2];
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68 %!assert (finv (x, 2*ones (1,5), 2*ones (1,5)), [NaN 0 1 Inf NaN])
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69 %!assert (finv (x, 2, 2*ones (1,5)), [NaN 0 1 Inf NaN])
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70 %!assert (finv (x, 2*ones (1,5), 2), [NaN 0 1 Inf NaN])
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71 %!assert (finv (x, [2 -Inf NaN Inf 2], 2), [NaN NaN NaN NaN NaN])
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72 %!assert (finv (x, 2, [2 -Inf NaN Inf 2]), [NaN NaN NaN NaN NaN])
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73 %!assert (finv ([x(1:2) NaN x(4:5)], 2, 2), [NaN 0 NaN Inf NaN])
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74
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75 ## Test class of input preserved
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76 %!assert (finv ([x, NaN], 2, 2), [NaN 0 1 Inf NaN NaN])
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77 %!assert (finv (single ([x, NaN]), 2, 2), single ([NaN 0 1 Inf NaN NaN]))
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78 %!assert (finv ([x, NaN], single (2), 2), single ([NaN 0 1 Inf NaN NaN]))
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79 %!assert (finv ([x, NaN], 2, single (2)), single ([NaN 0 1 Inf NaN NaN]))
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80
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81 ## Test input validation
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82 %!error finv ()
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83 %!error finv (1)
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84 %!error finv (1,2)
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85 %!error finv (1,2,3,4)
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86 %!error finv (ones (3), ones (2), ones (2))
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87 %!error finv (ones (2), ones (3), ones (2))
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88 %!error finv (ones (2), ones (2), ones (3))
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89 %!error finv (i, 2, 2)
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90 %!error finv (2, i, 2)
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91 %!error finv (2, 2, i)
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92