Mercurial > hg > octave-nkf
view scripts/statistics/distributions/wblinv.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 |
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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} {} wblinv (@var{x}) ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}) ## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}, @var{shape}) ## Compute the quantile (the inverse of the CDF) at @var{x} of the ## Weibull distribution with scale parameter @var{scale} and ## shape parameter @var{shape}. ## ## Default values are @var{scale} = 1, @var{shape} = 1. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the Weibull distribution function inv = wblinv (x, scale = 1, shape = 1) if (nargin < 1 || nargin > 3) print_usage (); endif if (! isscalar (scale) || ! isscalar (shape)) [retval, x, scale, shape] = common_size (x, scale, shape); if (retval > 0) error ("wblinv: X, SCALE, and SHAPE must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (scale) || iscomplex (shape)) error ("wblinv: X, SCALE, and SHAPE must not be complex"); endif if (isa (x, "single") || isa (scale, "single") || isa (shape, "single")) inv = NaN (size (x), "single"); else inv = NaN (size (x)); endif ok = (scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf); k = (x == 0) & ok; inv(k) = 0; k = (x == 1) & ok; inv(k) = Inf; k = (x > 0) & (x < 1) & ok; if (isscalar (scale) && isscalar (shape)) inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape); else inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k)); endif endfunction %!shared x %! x = [-1 0 0.63212055882855778 1 2]; %!assert (wblinv (x, ones (1,5), ones (1,5)), [NaN 0 1 Inf NaN], eps) %!assert (wblinv (x, 1, ones (1,5)), [NaN 0 1 Inf NaN], eps) %!assert (wblinv (x, ones (1,5), 1), [NaN 0 1 Inf NaN], eps) %!assert (wblinv (x, [1 -1 NaN Inf 1], 1), [NaN NaN NaN NaN NaN]) %!assert (wblinv (x, 1, [1 -1 NaN Inf 1]), [NaN NaN NaN NaN NaN]) %!assert (wblinv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN]) ## Test class of input preserved %!assert (wblinv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps) %!assert (wblinv (single ([x, NaN]), 1, 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) %!assert (wblinv ([x, NaN], single (1), 1), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) %!assert (wblinv ([x, NaN], 1, single (1)), single ([NaN 0 1 Inf NaN NaN]), eps ("single")) ## Test input validation %!error wblinv () %!error wblinv (1,2,3,4) %!error wblinv (ones (3), ones (2), ones (2)) %!error wblinv (ones (2), ones (3), ones (2)) %!error wblinv (ones (2), ones (2), ones (3)) %!error wblinv (i, 2, 2) %!error wblinv (2, i, 2) %!error wblinv (2, 2, i)