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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 2, or (at your option) |
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8 ## any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, write to the Free |
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA |
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18 ## 02111-1307, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} exponential_inv (@var{x}, @var{lambda}) |
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22 ## For each element of @var{x}, compute the quantile (the inverse of the |
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23 ## CDF) at @var{x} of the exponential distribution with parameter |
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24 ## @var{lambda}. |
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25 ## @end deftypefn |
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26 |
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27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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28 ## Description: Quantile function of the exponential distribution |
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29 |
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30 function inv = exponential_inv (x, l) |
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31 |
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32 if (nargin != 2) |
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33 usage ("exponential_inv (x, lambda)"); |
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34 endif |
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35 |
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36 [retval, x, l] = common_size (x, l); |
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37 if (retval > 0) |
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38 error ("exponential_inv: x and lambda must be of common size or scalar"); |
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39 endif |
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40 |
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41 [r, c] = size (x); |
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42 s = r * c; |
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43 x = reshape (x, 1, s); |
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44 l = reshape (l, 1, s); |
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45 inv = zeros (1, s); |
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46 |
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47 k = find (!(l > 0) | (x < 0) | (x > 1) | isnan (x)); |
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48 if (any (k)) |
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49 inv(k) = NaN * ones (1, length (k)); |
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50 endif |
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51 |
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52 k = find ((x == 1) & (l > 0)); |
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53 if (any (k)) |
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54 inv(k) = Inf * ones (1, length (k)); |
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55 endif |
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56 |
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57 k = find ((x > 0) & (x < 1) & (l > 0)); |
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58 if (any (k)) |
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59 inv(k) = - log (1 - x(k)) ./ l(k); |
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60 endif |
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61 |
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62 inv = reshape (inv, r, c); |
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63 |
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64 endfunction |
