diff scripts/statistics/distributions/finv.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
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+## 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