## Copyright (C) 1995, 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: laplace_inv (x) ## ## For each element of x, compute the quantile (the inverse of the CDF) ## at x of the Laplace distribution. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the Laplace distribution function inv = laplace_inv (x) if (nargin != 1) usage ("laplace_inv (x)"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); inv = (-Inf) * ones (1, s); k = find (isnan (x) | (x < 0) | (x > 1)); if any (k) inv(k) = NaN * ones (1, length (k)); endif k = find (x == 1); if any (k) inv(k) = Inf * ones (1, length (k)); endif k = find ((x > 0) & (x < 1)); if any (k) inv(k) = (x(k) < 1/2) .* log (2 * x(k)) ... - (x(k) > 1/2) .* log (2 * (1 - x(k))); endif inv = reshape (inv, r, c); endfunction

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