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diff --git a/octave_packages/m/statistics/distributions/discrete_inv.m b/octave_packages/m/statistics/distributions/discrete_inv.m
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+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1996-2012 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} {} discrete_inv (@var{x}, @var{v}, @var{p})
+## For each element of @var{x}, compute the quantile (the inverse of
+## the CDF) at @var{x} of the univariate distribution which assumes the
+## values in @var{v} with probabilities @var{p}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: Quantile function of a discrete distribution
+
+function inv = discrete_inv (x, v, p)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (! isvector (v))
+    error ("discrete_inv: V must be a vector");
+  elseif (! isvector (p) || (length (p) != length (v)))
+    error ("discrete_inv: P must be a vector with length (V) elements");
+  elseif (any (isnan (p)))
+    error ("discrete_rnd: P must not have any NaN elements");
+  elseif (! (all (p >= 0) && any (p)))
+    error ("discrete_inv: P must be a nonzero, non-negative vector");
+  endif
+
+  if (isa (x, "single") || isa (v, "single") || isa (p, "single"));
+    inv = NaN (size (x), "single");
+  else
+    inv = NaN (size (x));
+  endif
+
+  ## FIXME: This isn't elegant.  But cumsum and lookup together produce
+  ## different results when called with a single or a double.
+  if (isa (p, "single"));
+    p = double (p);
+  endif
+
+  [v, idx] = sort (v);
+  p = cumsum (p(idx)(:)) / sum (p);  # Reshape and normalize probability vector
+
+  k = (x == 0);
+  inv(k) = v(1);
+
+  k = (x == 1);
+  inv(k) = v(end);
+
+  k = (x > 0) & (x < 1);
+  inv(k) = v(length (p) - lookup (sort (p, "descend"), x(k)) + 1);
+
+endfunction
+
+
+%!shared x,v,p,y
+%! x = [-1 0 0.1 0.5 1 2];
+%! v = 0.1:0.2:1.9;
+%! p = 1/length(v) * ones(1, length(v));
+%! y = [NaN v(1) v(1) v(end/2) v(end) NaN];
+%!assert(discrete_inv ([x, NaN], v, p), [y, NaN], eps);
+
+%% Test class of input preserved
+%!assert(discrete_inv (single([x, NaN]), v, p), single([y, NaN]), eps("single"));
+%!assert(discrete_inv ([x, NaN], single(v), p), single([y, NaN]), eps("single"));
+%!assert(discrete_inv ([x, NaN], v, single(p)), single([y, NaN]), eps("single"));
+
+%% Test input validation
+%!error discrete_inv ()
+%!error discrete_inv (1)
+%!error discrete_inv (1,2)
+%!error discrete_inv (1,2,3,4)
+%!error discrete_inv (1, ones(2), ones(2,1))
+%!error discrete_inv (1, ones(2,1), ones(1,1))
+%!error discrete_inv (1, ones(2,1), [1 NaN])
+%!error discrete_inv (1, ones(2,1), [1 -1])
+%!error discrete_inv (1, ones(2,1), [0  0])
+