Mercurial > hg > octave-nkf
view scripts/statistics/distributions/laplace_inv.m @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
---|---|
date | Fri, 27 Feb 2015 16:59:36 +0100 |
parents | d9341b422488 |
children |
line wrap: on
line source
## 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} {} laplace_inv (@var{x}) ## For each element of @var{x}, compute the quantile (the inverse of the CDF) ## at @var{x} of the Laplace distribution. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the Laplace distribution function inv = laplace_inv (x) if (nargin != 1) print_usage (); endif if (iscomplex (x)) error ("laplace_inv: X must not be complex"); endif if (isa (x, "single")) inv = NaN (size (x), "single"); else inv = NaN (size (x)); endif k = (x >= 0) & (x <= 1); inv(k) = ((x(k) < 1/2) .* log (2 * x(k)) - (x(k) > 1/2) .* log (2 * (1 - x(k)))); endfunction %!shared x %! x = [-1 0 0.5 1 2]; %!assert (laplace_inv (x), [NaN -Inf 0 Inf NaN]) ## Test class of input preserved %!assert (laplace_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN]) %!assert (laplace_inv (single ([x, NaN])), single ([NaN -Inf 0 Inf NaN NaN])) ## Test input validation %!error laplace_inv () %!error laplace_inv (1,2) %!error laplace_inv (i)