Mercurial > hg > octave-nkf
view scripts/statistics/distributions/finv.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 |
parents | d9341b422488 |
children |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1995-2015 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} finv (@var{x}, @var{m}, @var{n}) ## For each element of @var{x}, compute the quantile (the inverse of the CDF) ## at @var{x} of the F distribution with @var{m} and @var{n} degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the F distribution function inv = finv (x, m, n) if (nargin != 3) print_usage (); endif if (! isscalar (m) || ! isscalar (n)) [retval, x, m, n] = common_size (x, m, n); if (retval > 0) error ("finv: X, M, and N must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (m) || iscomplex (n)) error ("finv: X, M, and N must not be complex"); endif if (isa (x, "single") || isa (m, "single") || isa (n, "single")) inv = NaN (size (x), "single"); else inv = NaN (size (x)); endif k = (x == 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf); inv(k) = Inf; k = (x >= 0) & (x < 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf); if (isscalar (m) && isscalar (n)) inv(k) = ((1 ./ betainv (1 - x(k), n/2, m/2) - 1) * n / m); else inv(k) = ((1 ./ betainv (1 - x(k), n(k)/2, m(k)/2) - 1) .* n(k) ./ m(k)); endif endfunction %!shared x %! x = [-1 0 0.5 1 2]; %!assert (finv (x, 2*ones (1,5), 2*ones (1,5)), [NaN 0 1 Inf NaN]) %!assert (finv (x, 2, 2*ones (1,5)), [NaN 0 1 Inf NaN]) %!assert (finv (x, 2*ones (1,5), 2), [NaN 0 1 Inf NaN]) %!assert (finv (x, [2 -Inf NaN Inf 2], 2), [NaN NaN NaN NaN NaN]) %!assert (finv (x, 2, [2 -Inf NaN Inf 2]), [NaN NaN NaN NaN NaN]) %!assert (finv ([x(1:2) NaN x(4:5)], 2, 2), [NaN 0 NaN Inf NaN]) ## Test class of input preserved %!assert (finv ([x, NaN], 2, 2), [NaN 0 1 Inf NaN NaN]) %!assert (finv (single ([x, NaN]), 2, 2), single ([NaN 0 1 Inf NaN NaN])) %!assert (finv ([x, NaN], single (2), 2), single ([NaN 0 1 Inf NaN NaN])) %!assert (finv ([x, NaN], 2, single (2)), single ([NaN 0 1 Inf NaN NaN])) ## Test input validation %!error finv () %!error finv (1) %!error finv (1,2) %!error finv (1,2,3,4) %!error finv (ones (3), ones (2), ones (2)) %!error finv (ones (2), ones (3), ones (2)) %!error finv (ones (2), ones (2), ones (3)) %!error finv (i, 2, 2) %!error finv (2, i, 2) %!error finv (2, 2, i)