update packages

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

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