Mercurial > hg > octave-nkf
diff scripts/statistics/distributions/finv.m @ 5410:56e066f5efc1
[project @ 2005-07-13 17:43:35 by jwe]
author | jwe |
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date | Wed, 13 Jul 2005 17:43:35 +0000 |
parents | |
children | bee21f388110 |
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new file mode 100644 --- /dev/null +++ b/scripts/statistics/distributions/finv.m @@ -0,0 +1,66 @@ +## Copyright (C) 1995, 1996, 1997 Kurt Hornik +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 2, or (at your option) +## any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, write to the Free +## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA +## 02110-1301, USA. + +## -*- texinfo -*- +## @deftypefn {Function File} {} f_inv (@var{x}, @var{m}, @var{n}) +## For each component of @var{x}, compute the quantile (the inverse of +## the CDF) at @var{x} of the F distribution with parameters @var{m} and +## @var{n}. +## @end deftypefn + +## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> +## Description: Quantile function of the F distribution + +function inv = f_inv (x, m, n) + + if (nargin != 3) + usage ("f_inv (x, m, n)"); + endif + + if (!isscalar (m) || !isscalar (n)) + [retval, x, m, n] = common_size (x, m, n); + if (retval > 0) + error ("f_inv: x, m and n must be of common size or scalar"); + endif + endif + + sz = size (x); + inv = zeros (sz); + + k = find ((x < 0) | (x > 1) | isnan (x) | !(m > 0) | !(n > 0)); + if (any (k)) + inv(k) = NaN; + endif + + k = find ((x == 1) & (m > 0) & (n > 0)); + if (any (k)) + inv(k) = Inf; + endif + + k = find ((x > 0) & (x < 1) & (m > 0) & (n > 0)); + if (any (k)) + if (isscalar (m) && isscalar (n)) + inv(k) = ((1 ./ beta_inv (1 - x(k), n / 2, m / 2) - 1) .* n ./ m); + else + inv(k) = ((1 ./ beta_inv (1 - x(k), n(k) / 2, m(k) / 2) - 1) + .* n(k) ./ m(k)); + endif + endif + +endfunction