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} {} chi2inv (@var{x}, @var{n})
22 ## For each element of @var{x}, compute the quantile (the inverse of the
23 ## CDF) at @var{x} of the chi-square distribution with @var{n} degrees of
27 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
28 ## Description: Quantile function of the chi-square distribution
30 function inv = chi2inv (x, n)
37 [retval, x, n] = common_size (x, n);
39 error ("chi2inv: X and N must be of common size or scalars");
43 if (iscomplex (x) || iscomplex (n))
44 error ("chi2inv: X and N must not be complex");
47 inv = gaminv (x, n/2, 2);
53 %! x = [-1 0 0.3934693402873666 1 2];
54 %!assert(chi2inv (x, 2*ones(1,5)), [NaN 0 1 Inf NaN], 5*eps);
55 %!assert(chi2inv (x, 2), [NaN 0 1 Inf NaN], 5*eps);
56 %!assert(chi2inv (x, 2*[0 1 NaN 1 1]), [NaN 0 NaN Inf NaN], 5*eps);
57 %!assert(chi2inv ([x(1:2) NaN x(4:5)], 2), [NaN 0 NaN Inf NaN], 5*eps);
59 %% Test class of input preserved
60 %!assert(chi2inv ([x, NaN], 2), [NaN 0 1 Inf NaN NaN], 5*eps);
61 %!assert(chi2inv (single([x, NaN]), 2), single([NaN 0 1 Inf NaN NaN]), 5*eps("single"));
62 %!assert(chi2inv ([x, NaN], single(2)), single([NaN 0 1 Inf NaN NaN]), 5*eps("single"));
64 %% Test input validation
67 %!error chi2inv (1,2,3)
68 %!error chi2inv (ones(3),ones(2))
69 %!error chi2inv (ones(2),ones(3))
70 %!error chi2inv (i, 2)
71 %!error chi2inv (2, i)