1 function x = norminv(p,m,s)
2 % NORMINV returns inverse cumulative function of the normal distribution
6 % Computes the quantile (inverse of the CDF) of a the normal
7 % cumulative distribution with mean m and standard deviation s
9 % p,m,s must be matrices of same size, or any one can be a scalar.
11 % see also: NORMPDF, NORMCDF
15 % $Id: norminv.m 9033 2011-11-08 20:58:07Z schloegl $
16 % Copyright (C) 2000-2003,2010,2011 by Alois Schloegl <alois.schloegl@gmail.com>
17 % This function is part of the NaN-toolbox
18 % http://pub.ist.ac.at/~schloegl/matlab/NaN/
20 % This program is free software; you can redistribute it and/or modify
21 % it under the terms of the GNU General Public License as published by
22 % the Free Software Foundation; either version 2 of the License, or
23 % (at your option) any later version.
25 % This program is distributed in the hope that it will be useful,
26 % but WITHOUT ANY WARRANTY; without even the implied warranty of
27 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
28 % GNU General Public License for more details.
30 % You should have received a copy of the GNU General Public License
31 % along with this program; If not, see <http://www.gnu.org/licenses/>.
39 % allocate output memory and check size of arguments
40 x = sqrt(2)*erfinv(2*p - 1).*s + m; % if this line causes an error, input arguments do not fit.
42 x((p>1) | (p<0) | isnan(p) | isnan(m) | isnan(s) | (s<0)) = nan;
44 k = (s==0) & ~isnan(m); % temporary variable, reduces number of tests.
50 k = (p>0) & (p<1) & k;
58 %!assert(sum(~isnan(norminv([-inf,-.2,0,.2,.5,1,2,inf,nan],2,0))),4)