Mercurial > hg > octave-nkf
annotate scripts/statistics/distributions/laplace_inv.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 |
3426 | 3 ## |
3922 | 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. | |
3426 | 10 ## |
3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
3191 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 14 ## General Public License for more details. |
15 ## | |
3191 | 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/>. | |
3191 | 19 |
3456 | 20 ## -*- texinfo -*- |
21 ## @deftypefn {Function File} {} laplace_inv (@var{x}) | |
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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 Laplace distribution. |
3456 | 24 ## @end deftypefn |
3191 | 25 |
5428 | 26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
3456 | 27 ## Description: Quantile function of the Laplace distribution |
3191 | 28 |
29 function inv = laplace_inv (x) | |
30 | |
31 if (nargin != 1) | |
6046 | 32 print_usage (); |
3191 | 33 endif |
34 | |
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35 if (iscomplex (x)) |
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36 error ("laplace_inv: X must not be complex"); |
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37 endif |
3191 | 38 |
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39 if (isa (x, "single")) |
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40 inv = NaN (size (x), "single"); |
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41 else |
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42 inv = NaN (size (x)); |
3191 | 43 endif |
3426 | 44 |
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45 k = (x >= 0) & (x <= 1); |
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46 inv(k) = ((x(k) < 1/2) .* log (2 * x(k)) |
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47 - (x(k) > 1/2) .* log (2 * (1 - x(k)))); |
3191 | 48 |
4859 | 49 endfunction |
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50 |
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51 |
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52 %!shared x |
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53 %! x = [-1 0 0.5 1 2]; |
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54 %!assert (laplace_inv (x), [NaN -Inf 0 Inf NaN]) |
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55 |
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56 ## Test class of input preserved |
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57 %!assert (laplace_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN]) |
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58 %!assert (laplace_inv (single ([x, NaN])), single ([NaN -Inf 0 Inf NaN NaN])) |
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59 |
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60 ## Test input validation |
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61 %!error laplace_inv () |
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62 %!error laplace_inv (1,2) |
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63 %!error laplace_inv (i) |
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64 |