update packages

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

diff --git a/octave_packages/m/statistics/distributions/finv.m b/octave_packages/m/statistics/distributions/finv.m
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+## 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} {} finv (@var{x}, @var{m}, @var{n})
+## For each element of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the F distribution with @var{m} and @var{n}
+## degrees of freedom.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of the F distribution
+
+function inv = finv (x, m, n)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (!isscalar (m) || !isscalar (n))
+    [retval, x, m, n] = common_size (x, m, n);
+    if (retval > 0)
+      error ("finv: X, M, and N must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (m) || iscomplex (n))
+    error ("finv: X, M, and N must not be complex");
+  endif
+
+  if (isa (x, "single") || isa (m, "single") || isa (n, "single"))
+    inv = NaN (size (x), "single");
+  else
+    inv = NaN (size (x));
+  endif
+
+  k = (x == 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
+  inv(k) = Inf;
+
+  k = (x >= 0) & (x < 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
+  if (isscalar (m) && isscalar (n))
+    inv(k) = ((1 ./ betainv (1 - x(k), n/2, m/2) - 1) * n / m);
+  else
+    inv(k) = ((1 ./ betainv (1 - x(k), n(k)/2, m(k)/2) - 1)
+              .* n(k) ./ m(k));
+  endif
+
+endfunction
+
+
+%!shared x
+%! x = [-1 0 0.5 1 2];
+%!assert(finv (x, 2*ones(1,5), 2*ones(1,5)), [NaN 0 1 Inf NaN]);
+%!assert(finv (x, 2, 2*ones(1,5)), [NaN 0 1 Inf NaN]);
+%!assert(finv (x, 2*ones(1,5), 2), [NaN 0 1 Inf NaN]);
+%!assert(finv (x, [2 -Inf NaN Inf 2], 2), [NaN NaN NaN NaN NaN]);
+%!assert(finv (x, 2, [2 -Inf NaN Inf 2]), [NaN NaN NaN NaN NaN]);
+%!assert(finv ([x(1:2) NaN x(4:5)], 2, 2), [NaN 0 NaN Inf NaN]);
+
+%% Test class of input preserved
+%!assert(finv ([x, NaN], 2, 2), [NaN 0 1 Inf NaN NaN]);
+%!assert(finv (single([x, NaN]), 2, 2), single([NaN 0 1 Inf NaN NaN]));
+%!assert(finv ([x, NaN], single(2), 2), single([NaN 0 1 Inf NaN NaN]));
+%!assert(finv ([x, NaN], 2, single(2)), single([NaN 0 1 Inf NaN NaN]));
+
+%% Test input validation
+%!error finv ()
+%!error finv (1)
+%!error finv (1,2)
+%!error finv (1,2,3,4)
+%!error finv (ones(3),ones(2),ones(2))
+%!error finv (ones(2),ones(3),ones(2))
+%!error finv (ones(2),ones(2),ones(3))
+%!error finv (i, 2, 2)
+%!error finv (2, i, 2)
+%!error finv (2, 2, i)
+