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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: laplace_inv (x) |
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18 ## |
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19 ## For each element of x, compute the quantile (the inverse of the CDF) |
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20 ## at x of the Laplace distribution. |
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21 |
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22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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23 ## Description: Quantile function of the Laplace distribution |
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24 |
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25 function inv = laplace_inv (x) |
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26 |
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27 if (nargin != 1) |
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28 usage ("laplace_inv (x)"); |
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29 endif |
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30 |
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31 [r, c] = size (x); |
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32 s = r * c; |
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33 x = reshape (x, 1, s); |
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34 inv = (-Inf) * ones (1, s); |
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35 |
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36 k = find (isnan (x) | (x < 0) | (x > 1)); |
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37 if any (k) |
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38 inv(k) = NaN * ones (1, length (k)); |
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39 endif |
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40 |
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41 k = find (x == 1); |
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42 if any (k) |
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43 inv(k) = Inf * ones (1, length (k)); |
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44 endif |
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45 |
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46 k = find ((x > 0) & (x < 1)); |
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47 if any (k) |
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48 inv(k) = (x(k) < 1/2) .* log (2 * x(k)) ... |
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49 - (x(k) > 1/2) .* log (2 * (1 - x(k))); |
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50 endif |
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51 |
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52 inv = reshape (inv, r, c); |
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53 |
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54 endfunction |
