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comparison scripts/statistics/distributions/stdnormal_inv.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
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children f8dde1807dee
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3190:70eb3f4136cd 3191:e4f4b2d26ee9
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ##
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version.
7 ##
8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details.
12 ##
13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16
17 ## usage: stdnormal_inv (x)
18 ##
19 ## For each component of x, compute compute the quantile (the inverse of
20 ## the CDF) at x of the standard normal distribution.
21
22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
23 ## Description: Quantile function of the standard normal distribution
24
25 function inv = stdnormal_inv (x)
26
27 if (nargin != 1)
28 usage ("stdnormal_inv (x)");
29 endif
30
31 inv = sqrt (2) * erfinv (2 * x - 1);
32
33 endfunction