## 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: normal_inv (x [, m, v]) ## ## For each element of x, compute the quantile (the inverse of the CDF) ## at x of the normal distribution with mean m and variance v. ## ## Default values are m = 0, v = 1. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the normal distribution function inv = normal_inv (x, m, v) if !((nargin == 1) || (nargin == 3)) usage ("normal_inv (x [, m, v])"); endif if (nargin == 1) m = 0; v = 1; endif [retval, x, m, v] = common_size (x, m, v); if (retval > 0) error (["normal_inv: ", ... "x, m and v must be of common size or scalars"]); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); m = reshape (m, 1, s); v = reshape (v, 1, s); inv = zeros (1, s); k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf)); if any (k) inv(k) = NaN * ones (1, length (k)); endif k = find (!isinf (m) & !isnan (m) & (v > 0) & (v < Inf)); if any (k) inv(k) = m(k) + sqrt (v(k)) .* stdnormal_inv (x(k)); endif inv = reshape (inv, r, c); endfunction

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