Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/nan-2.5.5/tinv.m b/octave_packages/nan-2.5.5/tinv.m
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+++ b/octave_packages/nan-2.5.5/tinv.m
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+function y = tinv(x,n)
+% TINV returns inverse cumulative function of the student distribution
+%
+% x = tinv(p,v);
+%
+% Computes the quantile (inverse of the CDF) of a the student
+%    cumulative distribution with mean m and standard deviation s
+% p,v must be matrices of same size, or any one can be a scalar. 
+%
+% see also: TPDF, TCDF, NORMPDF, NORMCDF, NORMINV 
+
+% Reference(s):
+
+%      $Id: tinv.m 9033 2011-11-08 20:58:07Z schloegl $
+%      Copyright (C) 2000-2003,2009 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/>.
+
+
+% allocate output memory and check size of arguments
+if all(size(x)==1)
+       x = repmat(x,size(n));
+elseif all(size(n)==1)
+       n = repmat(n,size(x));
+elseif all(size(x)==size(n))
+       ;       %% OK, do nothing
+else
+       error('size of input arguments must be equal or scalar')
+end;   
+
+y = norminv(x); % do special cases, like x<=0, x>=1, isnan(x), n > 10000;
+y(~(n>0)) = NaN; 
+
+ix = find(~isnan(x) & (n>0) & (n<10000));
+if ~isempty(ix)
+        y(ix) = (sign(x(ix) - 1/2).*sqrt(n(ix)./betainv(2*min(x(ix), 1-x(ix)), n(ix)/2, 1/2) - n(ix)));
+end;
+
+y = reshape(y,size(x));
+
+%!assert(tinv(NaN,4),NaN)