update packages

[CreaPhase.git] / octave_packages / m / statistics / distributions / binoinv.m

diff --git a/octave_packages/m/statistics/distributions/binoinv.m b/octave_packages/m/statistics/distributions/binoinv.m
new file mode 100644 (file)
index 0000000..453ccb8
--- /dev/null
+++ b/octave_packages/m/statistics/distributions/binoinv.m
@@ -0,0 +1,115 @@
+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} binoinv (@var{x}, @var{n}, @var{p})
+## For each element of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the binomial distribution with parameters 
+## @var{n} and @var{p}, where @var{n} is the number of trials and
+## @var{p} is the probability of success.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of the binomial distribution
+
+function inv = binoinv (x, n, p)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (!isscalar (n) || !isscalar (p))
+    [retval, x, n, p] = common_size (x, n, p);
+    if (retval > 0)
+      error ("binoinv: X, N, and P must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (n) || iscomplex (p))
+    error ("binoinv: X, N, and P must not be complex");
+  endif
+
+  if (isa (x, "single") || isa (n, "single") || isa (p, "single"));
+    inv = zeros (size (x), "single");
+  else
+    inv = zeros (size (x));
+  endif
+
+  k = (!(x >= 0) | !(x <= 1) | !(n >= 0) | (n != fix (n)) |
+       !(p >= 0) | !(p <= 1));
+  inv(k) = NaN;
+
+  k = find ((x >= 0) & (x <= 1) & (n >= 0) & (n == fix (n)
+             & (p >= 0) & (p <= 1)));
+  if (any (k))
+    if (isscalar (n) && isscalar (p))
+      cdf = binopdf (0, n, p) * ones (size (k));
+      while (any (inv(k) < n))
+        m = find (cdf < x(k));
+        if (any (m))
+          inv(k(m)) = inv(k(m)) + 1;
+          cdf(m) = cdf(m) + binopdf (inv(k(m)), n, p);
+        else
+          break;
+        endif
+      endwhile
+    else
+      cdf = binopdf (0, n(k), p(k));
+      while (any (inv(k) < n(k)))
+        m = find (cdf < x(k));
+        if (any (m))
+          inv(k(m)) = inv(k(m)) + 1;
+          cdf(m) = cdf(m) + binopdf (inv(k(m)), n(k(m)), p(k(m)));
+        else
+          break;
+        endif
+      endwhile
+    endif
+  endif
+
+endfunction
+
+
+%!shared x
+%! x = [-1 0 0.5 1 2];
+%!assert(binoinv (x, 2*ones(1,5), 0.5*ones(1,5)), [NaN 0 1 2 NaN]);
+%!assert(binoinv (x, 2, 0.5*ones(1,5)), [NaN 0 1 2 NaN]);
+%!assert(binoinv (x, 2*ones(1,5), 0.5), [NaN 0 1 2 NaN]);
+%!assert(binoinv (x, 2*[0 -1 NaN 1.1 1], 0.5), [NaN NaN NaN NaN NaN]);
+%!assert(binoinv (x, 2, 0.5*[0 -1 NaN 3 1]), [NaN NaN NaN NaN NaN]);
+%!assert(binoinv ([x(1:2) NaN x(4:5)], 2, 0.5), [NaN 0 NaN 2 NaN]);
+
+%% Test class of input preserved
+%!assert(binoinv ([x, NaN], 2, 0.5), [NaN 0 1 2 NaN NaN]);
+%!assert(binoinv (single([x, NaN]), 2, 0.5), single([NaN 0 1 2 NaN NaN]));
+%!assert(binoinv ([x, NaN], single(2), 0.5), single([NaN 0 1 2 NaN NaN]));
+%!assert(binoinv ([x, NaN], 2, single(0.5)), single([NaN 0 1 2 NaN NaN]));
+
+%% Test input validation
+%!error binoinv ()
+%!error binoinv (1)
+%!error binoinv (1,2)
+%!error binoinv (1,2,3,4)
+%!error binoinv (ones(3),ones(2),ones(2))
+%!error binoinv (ones(2),ones(3),ones(2))
+%!error binoinv (ones(2),ones(2),ones(3))
+%!error binoinv (i, 2, 2)
+%!error binoinv (2, i, 2)
+%!error binoinv (2, 2, i)
+