Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / norminv.m

diff --git a/octave_packages/nan-2.5.5/norminv.m b/octave_packages/nan-2.5.5/norminv.m
new file mode 100644 (file)
index 0000000..d5fdf4e
--- /dev/null
+++ b/octave_packages/nan-2.5.5/norminv.m
@@ -0,0 +1,60 @@
+function x = norminv(p,m,s)
+% NORMINV returns inverse cumulative function of the normal distribution
+%
+% x = norminv(p,m,s);
+%
+% Computes the quantile (inverse of the CDF) of a the normal 
+%    cumulative distribution with mean m and standard deviation s
+%    default: m=0; s=1;
+% p,m,s must be matrices of same size, or any one can be a scalar. 
+%
+% see also: NORMPDF, NORMCDF 
+
+% Reference(s):
+
+%    $Id: norminv.m 9033 2011-11-08 20:58:07Z schloegl $
+%    Copyright (C) 2000-2003,2010,2011 by Alois Schloegl <alois.schloegl@gmail.com>    
+%    This function is part of the NaN-toolbox
+%    http://pub.ist.ac.at/~schloegl/matlab/NaN/
+
+%    This program 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 2 of the License, or
+%    (at your option) any later version.
+%
+%    This program 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 this program; If not, see <http://www.gnu.org/licenses/>.
+
+if nargin==1,
+        m=0; s=1;
+elseif nargin==2,
+        s=1;
+end;        
+
+% allocate output memory and check size of arguments
+x = sqrt(2)*erfinv(2*p - 1).*s + m;  % if this line causes an error, input arguments do not fit. 
+
+x((p>1) | (p<0) | isnan(p) | isnan(m) | isnan(s) | (s<0)) = nan;
+
+k = (s==0) & ~isnan(m);                % temporary variable, reduces number of tests.
+
+x((p==0) & k) = -inf;
+
+x((p==1) & k) = +inf;
+
+k = (p>0) & (p<1) & k;
+if numel(m)==1,
+        x(k) = m;
+else
+        x(k) = m(k);
+end;
+
+
+%!assert(sum(~isnan(norminv([-inf,-.2,0,.2,.5,1,2,inf,nan],2,0))),4)
+
+