Mercurial > hg > octave-jordi
view scripts/statistics/distributions/poissinv.m @ 7016:93c65f2a5668
[project @ 2007-10-12 06:40:56 by jwe]
author | jwe |
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date | Fri, 12 Oct 2007 06:41:26 +0000 |
parents | 34f96dd5441b |
children | a1dbe9d80eee |
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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 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} {} poissinv (@var{x}, @var{lambda}) ## For each component of @var{x}, compute the quantile (the inverse of ## the CDF) at @var{x} of the Poisson distribution with parameter ## @var{lambda}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Quantile function of the Poisson distribution function inv = poissinv (x, l) if (nargin != 2) print_usage (); endif if (!isscalar (l)) [retval, x, l] = common_size (x, l); if (retval > 0) error ("poissinv: x and lambda must be of common size or scalar"); endif endif inv = zeros (size (x)); k = find ((x < 0) | (x > 1) | isnan (x) | !(l > 0)); if (any (k)) inv(k) = NaN; endif k = find ((x == 1) & (l > 0)); if (any (k)) inv(k) = Inf; endif k = find ((x > 0) & (x < 1) & (l > 0)); if (any (k)) if (isscalar (l)) cdf = exp (-l) * ones (size (k)); else cdf = exp (-l(k)); endif while (1) m = find (cdf < x(k)); if (any (m)) inv(k(m)) = inv(k(m)) + 1; if (isscalar (l)) cdf(m) = cdf(m) + poisspdf (inv(k(m)), l); else cdf(m) = cdf(m) + poisspdf (inv(k(m)), l(k(m))); endif else break; endif endwhile endif endfunction