2 % TINV returns inverse cumulative function of the student distribution
6 % Computes the quantile (inverse of the CDF) of a the student
7 % cumulative distribution with mean m and standard deviation s
8 % p,v must be matrices of same size, or any one can be a scalar.
10 % see also: TPDF, TCDF, NORMPDF, NORMCDF, NORMINV
14 % $Id: tinv.m 9033 2011-11-08 20:58:07Z schloegl $
15 % Copyright (C) 2000-2003,2009 by Alois Schloegl <alois.schloegl@gmail.com>
16 % This function is part of the NaN-toolbox
17 % http://pub.ist.ac.at/~schloegl/matlab/NaN/
19 % This program is free software; you can redistribute it and/or modify
20 % it under the terms of the GNU General Public License as published by
21 % the Free Software Foundation; either version 2 of the License, or
22 % (at your option) any later version.
24 % This program is distributed in the hope that it will be useful,
25 % but WITHOUT ANY WARRANTY; without even the implied warranty of
26 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
27 % GNU General Public License for more details.
29 % You should have received a copy of the GNU General Public License
30 % along with this program; If not, see <http://www.gnu.org/licenses/>.
33 % allocate output memory and check size of arguments
35 x = repmat(x,size(n));
36 elseif all(size(n)==1)
37 n = repmat(n,size(x));
38 elseif all(size(x)==size(n))
41 error('size of input arguments must be equal or scalar')
44 y = norminv(x); % do special cases, like x<=0, x>=1, isnan(x), n > 10000;
47 ix = find(~isnan(x) & (n>0) & (n<10000));
49 y(ix) = (sign(x(ix) - 1/2).*sqrt(n(ix)./betainv(2*min(x(ix), 1-x(ix)), n(ix)/2, 1/2) - n(ix)));
52 y = reshape(y,size(x));
54 %!assert(tinv(NaN,4),NaN)