## Copyright (C) 1996, 1997 Kurt Hornik ## ## 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, 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 file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: discrete_inv (X, V, P) ## ## For each component of X, compute the quantile (the inverse of the ## CDF) at X of the univariate distribution which assumes the values in ## V with probabilities P. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of a discrete distribution function inv = discrete_inv (X, V, P) if (nargin != 3) usage ("discrete_inv (X, V, P)"); endif [r, c] = size (X); if (! is_vector (V)) error ("discrete_inv: V must be a vector"); elseif (! is_vector (P) || (length (P) != length (V))) error ("discrete_inv: P must be a vector with length (V) elements"); elseif (! (all (P >= 0) && any (P))) error ("discrete_inv: P must be a nonzero, nonnegative vector"); endif n = r * c; X = reshape (X, 1, n); m = length (V); [V, ind] = sort (V); s = reshape (cumsum (P / sum (P)), m, 1); inv = NaN * ones (n, 1); if any (k = find (X == 0)) inv(k) = -Inf * ones (1, length (k)); endif if any (k = find (X == 1)) inv(k) = V(m) * ones (1, length (k)); endif if any (k = find ((X > 0) & (X < 1))) n = length (k); ## --FIXME-- ## This does not work! inv(k) = V(sum ((ones (m, 1) * X(k)) > (s * ones (1, n))) + 1); endif inv = reshape (inv, r, c); endfunction

Generated by Doxygen 1.6.0 Back to index