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[project @ 2005-08-23 18:38:27 by jwe]
author jwe
date Tue, 23 Aug 2005 18:38:28 +0000
parents 4c8a2e4e0717
children 34f96dd5441b
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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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18 ## 02110-1301, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} laplace_inv (@var{x})
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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 Laplace distribution.
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24 ## @end deftypefn
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25
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26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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27 ## Description: Quantile function of the Laplace distribution
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29 function inv = laplace_inv (x)
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30
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31 if (nargin != 1)
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32 usage ("laplace_inv (x)");
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33 endif
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34
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35 inv = (-Inf) * ones (size (x));
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36
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37 k = find (isnan (x) | (x < 0) | (x > 1));
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38 if (any (k))
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39 inv(k) = NaN;
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40 endif
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41
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42 k = find (x == 1);
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43 if (any (k))
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44 inv(k) = Inf;
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45 endif
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46
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47 k = find ((x > 0) & (x < 1));
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48 if (any (k))
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49 inv(k) = ((x(k) < 1/2) .* log (2 * x(k))
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50 - (x(k) > 1/2) .* log (2 * (1 - x(k))));
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51 endif
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52
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53 endfunction