X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fwblinv.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fwblinv.m;h=347d44699be535336f975e161a4100c37d9cb670;hb=1c0469ada9531828709108a4882a751d2816994a;hp=0000000000000000000000000000000000000000;hpb=63de9f36673d49121015e3695f2c336ea92bc278;p=CreaPhase.git diff --git a/octave_packages/m/statistics/distributions/wblinv.m b/octave_packages/m/statistics/distributions/wblinv.m new file mode 100644 index 0000000..347d446 --- /dev/null +++ b/octave_packages/m/statistics/distributions/wblinv.m @@ -0,0 +1,99 @@ +## Copyright (C) 2012 Rik Wehbring +## Copyright (C) 1995-2012 Kurt Hornik +## +## This file is part of Octave. +## +## Octave is free software; you can redistribute it and/or modify it +## under the terms of the GNU General Public License as published by +## the Free Software Foundation; either version 3 of the License, or (at +## your option) any later version. +## +## Octave is distributed in the hope that it will be useful, but +## WITHOUT ANY WARRANTY; without even the implied warranty of +## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU +## General Public License for more details. +## +## You should have received a copy of the GNU General Public License +## along with Octave; see the file COPYING. If not, see +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} wblinv (@var{x}) +## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}) +## @deftypefnx {Function File} {} wblinv (@var{x}, @var{scale}, @var{shape}) +## Compute the quantile (the inverse of the CDF) at @var{x} of the +## Weibull distribution with scale parameter @var{scale} and shape +## parameter @var{shape}. +## +## Default values are @var{scale} = 1, @var{shape} = 1. +## @end deftypefn + +## Author: KH +## Description: Quantile function of the Weibull distribution + +function inv = wblinv (x, scale = 1, shape = 1) + + if (nargin < 1 || nargin > 3) + print_usage (); + endif + + if (!isscalar (scale) || !isscalar (shape)) + [retval, x, scale, shape] = common_size (x, scale, shape); + if (retval > 0) + error ("wblinv: X, SCALE, and SHAPE must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (scale) || iscomplex (shape)) + error ("wblinv: X, SCALE, and SHAPE must not be complex"); + endif + + if (isa (x, "single") || isa (scale, "single") || isa (shape, "single")) + inv = NaN (size (x), "single"); + else + inv = NaN (size (x)); + endif + + ok = (scale > 0) & (scale < Inf) & (shape > 0) & (shape < Inf); + + k = (x == 0) & ok; + inv(k) = 0; + + k = (x == 1) & ok; + inv(k) = Inf; + + k = (x > 0) & (x < 1) & ok; + if (isscalar (scale) && isscalar (shape)) + inv(k) = scale * (- log (1 - x(k))) .^ (1 / shape); + else + inv(k) = scale(k) .* (- log (1 - x(k))) .^ (1 ./ shape(k)); + endif + +endfunction + + +%!shared x +%! x = [-1 0 0.63212055882855778 1 2]; +%!assert(wblinv (x, ones(1,5), ones(1,5)), [NaN 0 1 Inf NaN], eps); +%!assert(wblinv (x, 1, ones(1,5)), [NaN 0 1 Inf NaN], eps); +%!assert(wblinv (x, ones(1,5), 1), [NaN 0 1 Inf NaN], eps); +%!assert(wblinv (x, [1 -1 NaN Inf 1], 1), [NaN NaN NaN NaN NaN]); +%!assert(wblinv (x, 1, [1 -1 NaN Inf 1]), [NaN NaN NaN NaN NaN]); +%!assert(wblinv ([x(1:2) NaN x(4:5)], 1, 1), [NaN 0 NaN Inf NaN]); + +%% Test class of input preserved +%!assert(wblinv ([x, NaN], 1, 1), [NaN 0 1 Inf NaN NaN], eps); +%!assert(wblinv (single([x, NaN]), 1, 1), single([NaN 0 1 Inf NaN NaN]), eps("single")); +%!assert(wblinv ([x, NaN], single(1), 1), single([NaN 0 1 Inf NaN NaN]), eps("single")); +%!assert(wblinv ([x, NaN], 1, single(1)), single([NaN 0 1 Inf NaN NaN]), eps("single")); + +%% Test input validation +%!error wblinv () +%!error wblinv (1,2,3,4) +%!error wblinv (ones(3),ones(2),ones(2)) +%!error wblinv (ones(2),ones(3),ones(2)) +%!error wblinv (ones(2),ones(2),ones(3)) +%!error wblinv (i, 2, 2) +%!error wblinv (2, i, 2) +%!error wblinv (2, 2, i) +