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.
11 ## Octave is distributed in the hope that it will be useful, but
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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} {} cauchy_inv (@var{x})
22 ## @deftypefnx {Function File} {} cauchy_inv (@var{x}, @var{location}, @var{scale})
23 ## For each element of @var{x}, compute the quantile (the inverse of the
24 ## CDF) at @var{x} of the Cauchy distribution with location parameter
25 ## @var{location} and scale parameter @var{scale}. Default values are
26 ## @var{location} = 0, @var{scale} = 1.
29 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
30 ## Description: Quantile function of the Cauchy distribution
32 function inv = cauchy_inv (x, location = 0, scale = 1)
34 if (nargin != 1 && nargin != 3)
38 if (!isscalar (location) || !isscalar (scale))
39 [retval, x, location, scale] = common_size (x, location, scale);
41 error ("cauchy_inv: X, LOCATION, and SCALE must be of common size or scalars");
45 if (iscomplex (x) || iscomplex (location) || iscomplex (scale))
46 error ("cauchy_inv: X, LOCATION, and SCALE must not be complex");
49 if (isa (x, "single") || isa (location, "single") || isa (scale, "single"))
50 inv = NaN (size (x), "single");
55 ok = !isinf (location) & (scale > 0) & (scale < Inf);
63 k = (x > 0) & (x < 1) & ok;
64 if (isscalar (location) && isscalar (scale))
65 inv(k) = location - scale * cot (pi * x(k));
67 inv(k) = location(k) - scale(k) .* cot (pi * x(k));
74 %! x = [-1 0 0.5 1 2];
75 %!assert(cauchy_inv (x, ones(1,5), 2*ones(1,5)), [NaN -Inf 1 Inf NaN], eps);
76 %!assert(cauchy_inv (x, 1, 2*ones(1,5)), [NaN -Inf 1 Inf NaN], eps);
77 %!assert(cauchy_inv (x, ones(1,5), 2), [NaN -Inf 1 Inf NaN], eps);
78 %!assert(cauchy_inv (x, [1 -Inf NaN Inf 1], 2), [NaN NaN NaN NaN NaN]);
79 %!assert(cauchy_inv (x, 1, 2*[1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN]);
80 %!assert(cauchy_inv ([x(1:2) NaN x(4:5)], 1, 2), [NaN -Inf NaN Inf NaN]);
82 %% Test class of input preserved
83 %!assert(cauchy_inv ([x, NaN], 1, 2), [NaN -Inf 1 Inf NaN NaN], eps);
84 %!assert(cauchy_inv (single([x, NaN]), 1, 2), single([NaN -Inf 1 Inf NaN NaN]), eps("single"));
85 %!assert(cauchy_inv ([x, NaN], single(1), 2), single([NaN -Inf 1 Inf NaN NaN]), eps("single"));
86 %!assert(cauchy_inv ([x, NaN], 1, single(2)), single([NaN -Inf 1 Inf NaN NaN]), eps("single"));
88 %% Test input validation
90 %!error cauchy_inv (1,2)
91 %!error cauchy_inv (1,2,3,4)
92 %!error cauchy_inv (ones(3),ones(2),ones(2))
93 %!error cauchy_inv (ones(2),ones(3),ones(2))
94 %!error cauchy_inv (ones(2),ones(2),ones(3))
95 %!error cauchy_inv (i, 2, 2)
96 %!error cauchy_inv (2, i, 2)
97 %!error cauchy_inv (2, 2, i)