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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21 ## @deftypefn {Function File} {} poissinv (@var{x}, @var{lambda})
22 ## For each element of @var{x}, compute the quantile (the inverse of
23 ## the CDF) at @var{x} of the Poisson distribution with parameter
27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
28 ## Description: Quantile function of the Poisson distribution
30 function inv = poissinv (x, lambda)
36 if (!isscalar (lambda))
37 [retval, x, lambda] = common_size (x, lambda);
39 error ("poissinv: X and LAMBDA must be of common size or scalars");
43 if (iscomplex (x) || iscomplex (lambda))
44 error ("poissinv: X and LAMBDA must not be complex");
47 if (isa (x, "single") || isa (lambda, "single"))
48 inv = zeros (size (x), "single");
50 inv = zeros (size (x));
53 k = (x < 0) | (x > 1) | isnan (x) | !(lambda > 0);
56 k = (x == 1) & (lambda > 0);
59 k = find ((x > 0) & (x < 1) & (lambda > 0));
60 if (isscalar (lambda))
61 cdf = exp (-lambda) * ones (size (k));
63 cdf = exp (-lambda(k));
67 m = find (cdf < x(k));
70 if (isscalar (lambda))
71 cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda);
73 cdf(m) = cdf(m) + poisspdf (inv(k(m)), lambda(k(m)));
84 %! x = [-1 0 0.5 1 2];
85 %!assert(poissinv (x, ones(1,5)), [NaN 0 1 Inf NaN]);
86 %!assert(poissinv (x, 1), [NaN 0 1 Inf NaN]);
87 %!assert(poissinv (x, [1 0 NaN 1 1]), [NaN NaN NaN Inf NaN]);
88 %!assert(poissinv ([x(1:2) NaN x(4:5)], 1), [NaN 0 NaN Inf NaN]);
90 %% Test class of input preserved
91 %!assert(poissinv ([x, NaN], 1), [NaN 0 1 Inf NaN NaN]);
92 %!assert(poissinv (single([x, NaN]), 1), single([NaN 0 1 Inf NaN NaN]));
93 %!assert(poissinv ([x, NaN], single(1)), single([NaN 0 1 Inf NaN NaN]));
95 %% Test input validation
98 %!error poissinv (1,2,3)
99 %!error poissinv (ones(3),ones(2))
100 %!error poissinv (ones(2),ones(3))
101 %!error poissinv (i, 2)
102 %!error poissinv (2, i)