X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Flogninv.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Flogninv.m;h=0332ecd33ccd1cf9acaa429b3bad5b4e87a64866;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/distributions/logninv.m b/octave_packages/m/statistics/distributions/logninv.m new file mode 100644 index 0000000..0332ecd --- /dev/null +++ b/octave_packages/m/statistics/distributions/logninv.m @@ -0,0 +1,99 @@ +## 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} {} logninv (@var{x}) +## @deftypefnx {Function File} {} logninv (@var{x}, @var{mu}, @var{sigma}) +## For each element of @var{x}, compute the quantile (the inverse of the +## CDF) at @var{x} of the lognormal distribution with parameters @var{mu} +## and @var{sigma}. If a random variable follows this distribution, its +## logarithm is normally distributed with mean @code{log (@var{mu})} and +## variance @var{sigma}. +## +## Default values are @var{mu} = 1, @var{sigma} = 1. +## @end deftypefn + +## Author: KH +## Description: Quantile function of the log normal distribution + +function inv = logninv (x, mu = 0, sigma = 1) + + if (nargin != 1 && nargin != 3) + print_usage (); + endif + + if (!isscalar (mu) || !isscalar (sigma)) + [retval, x, mu, sigma] = common_size (x, mu, sigma); + if (retval > 0) + error ("logninv: X, MU, and SIGMA must be of common size or scalars"); + endif + endif + + if (iscomplex (x) || iscomplex (mu) || iscomplex (sigma)) + error ("logninv: X, MU, and SIGMA must not be complex"); + endif + + if (isa (x, "single") || isa (mu, "single") || isa (sigma, "single")) + inv = NaN (size (x), "single"); + else + inv = NaN (size (x)); + endif + + k = !(x >= 0) | !(x <= 1) | !(sigma > 0) | !(sigma < Inf); + inv(k) = NaN; + + k = (x == 1) & (sigma > 0) & (sigma < Inf); + inv(k) = Inf; + + k = (x >= 0) & (x < 1) & (sigma > 0) & (sigma < Inf); + if (isscalar (mu) && isscalar (sigma)) + inv(k) = exp (mu) .* exp (sigma .* stdnormal_inv (x(k))); + else + inv(k) = exp (mu(k)) .* exp (sigma(k) .* stdnormal_inv (x(k))); + endif + +endfunction + + +%!shared x +%! x = [-1 0 0.5 1 2]; +%!assert(logninv (x, ones(1,5), ones(1,5)), [NaN 0 e Inf NaN]); +%!assert(logninv (x, 1, ones(1,5)), [NaN 0 e Inf NaN]); +%!assert(logninv (x, ones(1,5), 1), [NaN 0 e Inf NaN]); +%!assert(logninv (x, [1 1 NaN 0 1], 1), [NaN 0 NaN Inf NaN]); +%!assert(logninv (x, 1, [1 0 NaN Inf 1]), [NaN NaN NaN NaN NaN]); +%!assert(logninv ([x(1:2) NaN x(4:5)], 1, 2), [NaN 0 NaN Inf NaN]); + +%% Test class of input preserved +%!assert(logninv ([x, NaN], 1, 1), [NaN 0 e Inf NaN NaN]); +%!assert(logninv (single([x, NaN]), 1, 1), single([NaN 0 e Inf NaN NaN])); +%!assert(logninv ([x, NaN], single(1), 1), single([NaN 0 e Inf NaN NaN])); +%!assert(logninv ([x, NaN], 1, single(1)), single([NaN 0 e Inf NaN NaN])); + +%% Test input validation +%!error logninv () +%!error logninv (1,2) +%!error logninv (1,2,3,4) +%!error logninv (ones(3),ones(2),ones(2)) +%!error logninv (ones(2),ones(3),ones(2)) +%!error logninv (ones(2),ones(2),ones(3)) +%!error logninv (i, 2, 2) +%!error logninv (2, i, 2) +%!error logninv (2, 2, i) +