Mercurial > hg > octave-jordi
view scripts/statistics/distributions/laplace_inv.m @ 6046:34f96dd5441b
[project @ 2006-10-10 16:10:25 by jwe]
author | jwe |
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date | Tue, 10 Oct 2006 16:10:31 +0000 |
parents | 2a16423e4aa0 |
children | 93c65f2a5668 |
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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} {} 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 inv = (-Inf) * ones (size (x)); k = find (isnan (x) | (x < 0) | (x > 1)); if (any (k)) inv(k) = NaN; endif k = find (x == 1); if (any (k)) inv(k) = Inf; endif k = find ((x > 0) & (x < 1)); if (any (k)) inv(k) = ((x(k) < 1/2) .* log (2 * x(k)) - (x(k) > 1/2) .* log (2 * (1 - x(k)))); endif endfunction