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.
16 ## You should have received a copy of the GNU General Public License
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18 ## <http://www.gnu.org/licenses/>.
21 ## @deftypefn {Function File} {} laplace_inv (@var{x})
22 ## For each element of @var{x}, compute the quantile (the inverse of the
23 ## CDF) at @var{x} of the Laplace distribution.
26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
27 ## Description: Quantile function of the Laplace distribution
29 function inv = laplace_inv (x)
36 error ("laplace_inv: X must not be complex");
39 if (isa (x, "single"))
40 inv = NaN (size (x), "single");
45 k = (x >= 0) & (x <= 1);
46 inv(k) = ((x(k) < 1/2) .* log (2 * x(k))
47 - (x(k) > 1/2) .* log (2 * (1 - x(k))));
53 %! x = [-1 0 0.5 1 2];
54 %!assert(laplace_inv (x), [NaN -Inf 0 Inf NaN]);
56 %% Test class of input preserved
57 %!assert(laplace_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN]);
58 %!assert(laplace_inv (single([x, NaN])), single([NaN -Inf 0 Inf NaN NaN]));
60 %% Test input validation
61 %!error laplace_inv ()
62 %!error laplace_inv (1,2)
63 %!error laplace_inv (i)