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.
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 ## General Public License for more details.
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18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} finv (@var{x}, @var{m}, @var{n})
22 ## For each element of @var{x}, compute the quantile (the inverse of
23 ## the CDF) at @var{x} of the F distribution with @var{m} and @var{n}
24 ## degrees of freedom.
27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
28 ## Description: Quantile function of the F distribution
30 function inv = finv (x, m, n)
36 if (!isscalar (m) || !isscalar (n))
37 [retval, x, m, n] = common_size (x, m, n);
39 error ("finv: X, M, and N must be of common size or scalars");
43 if (iscomplex (x) || iscomplex (m) || iscomplex (n))
44 error ("finv: X, M, and N must not be complex");
47 if (isa (x, "single") || isa (m, "single") || isa (n, "single"))
48 inv = NaN (size (x), "single");
53 k = (x == 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
56 k = (x >= 0) & (x < 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
57 if (isscalar (m) && isscalar (n))
58 inv(k) = ((1 ./ betainv (1 - x(k), n/2, m/2) - 1) * n / m);
60 inv(k) = ((1 ./ betainv (1 - x(k), n(k)/2, m(k)/2) - 1)
68 %! x = [-1 0 0.5 1 2];
69 %!assert(finv (x, 2*ones(1,5), 2*ones(1,5)), [NaN 0 1 Inf NaN]);
70 %!assert(finv (x, 2, 2*ones(1,5)), [NaN 0 1 Inf NaN]);
71 %!assert(finv (x, 2*ones(1,5), 2), [NaN 0 1 Inf NaN]);
72 %!assert(finv (x, [2 -Inf NaN Inf 2], 2), [NaN NaN NaN NaN NaN]);
73 %!assert(finv (x, 2, [2 -Inf NaN Inf 2]), [NaN NaN NaN NaN NaN]);
74 %!assert(finv ([x(1:2) NaN x(4:5)], 2, 2), [NaN 0 NaN Inf NaN]);
76 %% Test class of input preserved
77 %!assert(finv ([x, NaN], 2, 2), [NaN 0 1 Inf NaN NaN]);
78 %!assert(finv (single([x, NaN]), 2, 2), single([NaN 0 1 Inf NaN NaN]));
79 %!assert(finv ([x, NaN], single(2), 2), single([NaN 0 1 Inf NaN NaN]));
80 %!assert(finv ([x, NaN], 2, single(2)), single([NaN 0 1 Inf NaN NaN]));
82 %% Test input validation
86 %!error finv (1,2,3,4)
87 %!error finv (ones(3),ones(2),ones(2))
88 %!error finv (ones(2),ones(3),ones(2))
89 %!error finv (ones(2),ones(2),ones(3))
90 %!error finv (i, 2, 2)
91 %!error finv (2, i, 2)
92 %!error finv (2, 2, i)