update packages

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

diff --git a/octave_packages/m/statistics/distributions/stdnormal_inv.m b/octave_packages/m/statistics/distributions/stdnormal_inv.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} {} stdnormal_inv (@var{x})
+## For each element of @var{x}, compute the quantile (the
+## inverse of the CDF) at @var{x} of the standard normal distribution
+## (mean = 0, standard deviation = 1).
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of the standard normal distribution
+
+function inv = stdnormal_inv (x)
+
+  if (nargin != 1)
+    print_usage ();
+  endif
+
+  if (iscomplex (x))
+    error ("stdnormal_inv: X must not be complex");
+  endif
+
+  inv = sqrt (2) * erfinv (2 * x - 1);
+
+endfunction
+
+
+%!shared x
+%! x = [-1 0 0.5 1 2];
+%!assert(stdnormal_inv (x), [NaN -Inf 0 Inf NaN]);
+
+%% Test class of input preserved
+%!assert(stdnormal_inv ([x, NaN]), [NaN -Inf 0 Inf NaN NaN]);
+%!assert(stdnormal_inv (single([x, NaN])), single([NaN -Inf 0 Inf NaN NaN]));
+
+%% Test input validation
+%!error stdnormal_inv ()
+%!error stdnormal_inv (1,2)
+%!error stdnormal_inv (i)
+