update packages

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

diff --git a/octave_packages/m/statistics/distributions/nbininv.m b/octave_packages/m/statistics/distributions/nbininv.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} {} nbininv (@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 negative binomial distribution
+## with parameters @var{n} and @var{p}.
+##
+## When @var{n} is integer this is the Pascal distribution.  When
+## @var{n} is extended to real numbers this is the Polya distribution.
+## 
+## The number of failures in a Bernoulli experiment with success
+## probability @var{p} before the @var{n}-th success follows this
+## distribution.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of the Pascal distribution
+
+function inv = nbininv (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 ("nbininv: X, N, and P must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (n) || iscomplex (p))
+    error ("nbininv: 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 = (isnan (x) | (x < 0) | (x > 1) | isnan (n) | (n < 1) | (n == Inf)
+       | isnan (p) | (p < 0) | (p > 1));
+  inv(k) = NaN;
+
+  k = (x == 1) & (n > 0) & (n < Inf) & (p >= 0) & (p <= 1);
+  inv(k) = Inf;
+
+  k = find ((x >= 0) & (x < 1) & (n > 0) & (n < Inf)
+            & (p > 0) & (p <= 1));
+  m = zeros (size (k));
+  x = x(k);
+  if (isscalar (n) && isscalar (p))
+    s = p ^ n * ones (size (k));
+    while (1)
+      l = find (s < x);
+      if (any (l))
+        m(l) = m(l) + 1;
+        s(l) = s(l) + nbinpdf (m(l), n, p);
+      else
+        break;
+      endif
+    endwhile
+  else
+    n = n(k);
+    p = p(k);
+    s = p .^ n;
+    while (1)
+      l = find (s < x);
+      if (any (l))
+        m(l) = m(l) + 1;
+        s(l) = s(l) + nbinpdf (m(l), n(l), p(l));
+      else
+        break;
+      endif
+    endwhile
+  endif
+  inv(k) = m;
+
+endfunction
+
+
+%!shared x
+%! x = [-1 0 3/4 1 2];
+%!assert(nbininv (x, ones(1,5), 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
+%!assert(nbininv (x, 1, 0.5*ones(1,5)), [NaN 0 1 Inf NaN]);
+%!assert(nbininv (x, ones(1,5), 0.5), [NaN 0 1 Inf NaN]);
+%!assert(nbininv (x, [1 0 NaN Inf 1], 0.5), [NaN NaN NaN NaN NaN]);
+%!assert(nbininv (x, [1 0 1.5 Inf 1], 0.5), [NaN NaN 2 NaN NaN]);
+%!assert(nbininv (x, 1, 0.5*[1 -Inf NaN Inf 1]), [NaN NaN NaN NaN NaN]);
+%!assert(nbininv ([x(1:2) NaN x(4:5)], 1, 0.5), [NaN 0 NaN Inf NaN]);
+
+%% Test class of input preserved
+%!assert(nbininv ([x, NaN], 1, 0.5), [NaN 0 1 Inf NaN NaN]);
+%!assert(nbininv (single([x, NaN]), 1, 0.5), single([NaN 0 1 Inf NaN NaN]));
+%!assert(nbininv ([x, NaN], single(1), 0.5), single([NaN 0 1 Inf NaN NaN]));
+%!assert(nbininv ([x, NaN], 1, single(0.5)), single([NaN 0 1 Inf NaN NaN]));
+
+%% Test input validation
+%!error nbininv ()
+%!error nbininv (1)
+%!error nbininv (1,2)
+%!error nbininv (1,2,3,4)
+%!error nbininv (ones(3),ones(2),ones(2))
+%!error nbininv (ones(2),ones(3),ones(2))
+%!error nbininv (ones(2),ones(2),ones(3))
+%!error nbininv (i, 2, 2)
+%!error nbininv (2, i, 2)
+%!error nbininv (2, 2, i)
+