1 ## Copyright (C) 2012 Rik Wehbring
2 ## Copyright (C) 1995-2012 Kurt Hornik
4 ## This file is part of Octave.
6 ## Octave is free software; you can redistribute it and/or modify it
7 ## under the terms of the GNU General Public License as published by
8 ## the Free Software Foundation; either version 3 of the License, or (at
9 ## your option) any later version.
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 ## General Public License for more details.
16 ## You should have received a copy of the GNU General Public License
17 ## along with Octave; see the file COPYING. If not, see
18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} stdnormal_inv (@var{x})
22 ## For each element of @var{x}, compute the quantile (the
23 ## inverse of the CDF) at @var{x} of the standard normal distribution
24 ## (mean = 0, standard deviation = 1).
27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
28 ## Description: Quantile function of the standard normal distribution
30 function inv = stdnormal_inv (x)
37 error ("stdnormal_inv: X must not be complex");
40 inv = sqrt (2) * erfinv (2 * x - 1);
46 %! x = [-1 0 0.5 1 2];
47 %!assert(stdnormal_inv (x), [NaN -Inf 0 Inf NaN]);
49 %% Test class of input preserved
50 %!assert(stdnormal_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN]);
51 %!assert(stdnormal_inv (single([x, NaN])), single([NaN -Inf 0 Inf NaN NaN]));
53 %% Test input validation
54 %!error stdnormal_inv ()
55 %!error stdnormal_inv (1,2)
56 %!error stdnormal_inv (i)