X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffinv.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ffinv.m;h=4c71dd116eeca7d2755efa33fd7aec18549d5171;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/distributions/finv.m b/octave_packages/m/statistics/distributions/finv.m new file mode 100644 index 0000000..4c71dd1 --- /dev/null +++ b/octave_packages/m/statistics/distributions/finv.m @@ -0,0 +1,93 @@ +## 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} {} finv (@var{x}, @var{m}, @var{n}) +## For each element of @var{x}, compute the quantile (the inverse of +## the CDF) at @var{x} of the F distribution with @var{m} and @var{n} +## degrees of freedom. +## @end deftypefn + +## Author: KH +## Description: Quantile function of the F distribution + +function inv = finv (x, m, n) + + if (nargin != 3) + print_usage (); + endif + + if (!isscalar (m) || !isscalar (n)) + [retval, x, m, n] = common_size (x, m, n); + if (retval > 0) + error ("finv: X, M, and N must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (m) || iscomplex (n)) + error ("finv: X, M, and N must not be complex"); + endif + + if (isa (x, "single") || isa (m, "single") || isa (n, "single")) + inv = NaN (size (x), "single"); + else + inv = NaN (size (x)); + endif + + k = (x == 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf); + inv(k) = Inf; + + k = (x >= 0) & (x < 1) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf); + if (isscalar (m) && isscalar (n)) + inv(k) = ((1 ./ betainv (1 - x(k), n/2, m/2) - 1) * n / m); + else + inv(k) = ((1 ./ betainv (1 - x(k), n(k)/2, m(k)/2) - 1) + .* n(k) ./ m(k)); + endif + +endfunction + + +%!shared x +%! x = [-1 0 0.5 1 2]; +%!assert(finv (x, 2*ones(1,5), 2*ones(1,5)), [NaN 0 1 Inf NaN]); +%!assert(finv (x, 2, 2*ones(1,5)), [NaN 0 1 Inf NaN]); +%!assert(finv (x, 2*ones(1,5), 2), [NaN 0 1 Inf NaN]); +%!assert(finv (x, [2 -Inf NaN Inf 2], 2), [NaN NaN NaN NaN NaN]); +%!assert(finv (x, 2, [2 -Inf NaN Inf 2]), [NaN NaN NaN NaN NaN]); +%!assert(finv ([x(1:2) NaN x(4:5)], 2, 2), [NaN 0 NaN Inf NaN]); + +%% Test class of input preserved +%!assert(finv ([x, NaN], 2, 2), [NaN 0 1 Inf NaN NaN]); +%!assert(finv (single([x, NaN]), 2, 2), single([NaN 0 1 Inf NaN NaN])); +%!assert(finv ([x, NaN], single(2), 2), single([NaN 0 1 Inf NaN NaN])); +%!assert(finv ([x, NaN], 2, single(2)), single([NaN 0 1 Inf NaN NaN])); + +%% Test input validation +%!error finv () +%!error finv (1) +%!error finv (1,2) +%!error finv (1,2,3,4) +%!error finv (ones(3),ones(2),ones(2)) +%!error finv (ones(2),ones(3),ones(2)) +%!error finv (ones(2),ones(2),ones(3)) +%!error finv (i, 2, 2) +%!error finv (2, i, 2) +%!error finv (2, 2, i) +