X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fbetainv.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fbetainv.m;h=d0e442b5740c5c0c680afa3a40b74f093fff807a;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/distributions/betainv.m b/octave_packages/m/statistics/distributions/betainv.m new file mode 100644 index 0000000..d0e442b --- /dev/null +++ b/octave_packages/m/statistics/distributions/betainv.m @@ -0,0 +1,136 @@ +## 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 +## . + +## -*- texinfo -*- +## @deftypefn {Function File} {} betainv (@var{x}, @var{a}, @var{b}) +## For each element of @var{x}, compute the quantile (the inverse of +## the CDF) at @var{x} of the Beta distribution with parameters @var{a} +## and @var{b}. +## @end deftypefn + +## Author: KH +## Description: Quantile function of the Beta distribution + +function inv = betainv (x, a, b) + + if (nargin != 3) + print_usage (); + endif + + if (!isscalar (a) || !isscalar (b)) + [retval, x, a, b] = common_size (x, a, b); + if (retval > 0) + error ("betainv: X, A, and B must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (a) || iscomplex (b)) + error ("betainv: X, A, and B must not be complex"); + endif + + if (isa (x, "single") || isa (a, "single") || isa (b, "single")) + inv = zeros (size (x), "single"); + else + inv = zeros (size (x)); + endif + + k = (x < 0) | (x > 1) | !(a > 0) | !(b > 0) | isnan (x); + inv(k) = NaN; + + k = (x == 1) & (a > 0) & (b > 0); + inv(k) = 1; + + k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0)); + if (any (k)) + if (!isscalar (a) || !isscalar (b)) + a = a(k); + b = b(k); + y = a ./ (a + b); + else + y = a / (a + b) * ones (size (k)); + endif + x = x(k); + + if (isa (y, "single")) + myeps = eps ("single"); + else + myeps = eps; + endif + + l = find (y < myeps); + if (any (l)) + y(l) = sqrt (myeps) * ones (length (l), 1); + endif + l = find (y > 1 - myeps); + if (any (l)) + y(l) = 1 - sqrt (myeps) * ones (length (l), 1); + endif + + y_old = y; + for i = 1 : 10000 + h = (betacdf (y_old, a, b) - x) ./ betapdf (y_old, a, b); + y_new = y_old - h; + ind = find (y_new <= myeps); + if (any (ind)) + y_new (ind) = y_old (ind) / 10; + endif + ind = find (y_new >= 1 - myeps); + if (any (ind)) + y_new (ind) = 1 - (1 - y_old (ind)) / 10; + endif + h = y_old - y_new; + if (max (abs (h)) < sqrt (myeps)) + break; + endif + y_old = y_new; + endfor + + inv(k) = y_new; + endif + +endfunction + + +%!shared x +%! x = [-1 0 0.75 1 2]; +%!assert(betainv (x, ones(1,5), 2*ones(1,5)), [NaN 0 0.5 1 NaN]); +%!assert(betainv (x, 1, 2*ones(1,5)), [NaN 0 0.5 1 NaN]); +%!assert(betainv (x, ones(1,5), 2), [NaN 0 0.5 1 NaN]); +%!assert(betainv (x, [1 0 NaN 1 1], 2), [NaN NaN NaN 1 NaN]); +%!assert(betainv (x, 1, 2*[1 0 NaN 1 1]), [NaN NaN NaN 1 NaN]); +%!assert(betainv ([x(1:2) NaN x(4:5)], 1, 2), [NaN 0 NaN 1 NaN]); + +%% Test class of input preserved +%!assert(betainv ([x, NaN], 1, 2), [NaN 0 0.5 1 NaN NaN]); +%!assert(betainv (single([x, NaN]), 1, 2), single([NaN 0 0.5 1 NaN NaN])); +%!assert(betainv ([x, NaN], single(1), 2), single([NaN 0 0.5 1 NaN NaN])); +%!assert(betainv ([x, NaN], 1, single(2)), single([NaN 0 0.5 1 NaN NaN])); + +%% Test input validation +%!error betainv () +%!error betainv (1) +%!error betainv (1,2) +%!error betainv (1,2,3,4) +%!error betainv (ones(3),ones(2),ones(2)) +%!error betainv (ones(2),ones(3),ones(2)) +%!error betainv (ones(2),ones(2),ones(3)) +%!error betainv (i, 2, 2) +%!error betainv (2, i, 2) +%!error betainv (2, 2, i) +