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uniform_inv.m

## 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:  uniform_inv (x [, a, b])
##
## For each element of x, compute the quantile (the inverse of the CDF)
## at x of the uniform distribution on [a, b].
##
## Default values are a = 0, b = 1.
  
## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description:  Quantile function of the uniform distribution

function inv = uniform_inv (x, a, b)
  
  if !(nargin == 1 || nargin == 3)
    usage ("uniform_inv (x [, a, b])");
  endif

  if (nargin == 1)
    a = 0;
    b = 1;
  endif
  
  [retval, x, a, b] = common_size (x, a, b);
  if (retval > 0)
    error ("uniform_inv:  x, a and b must be of common size or scalars");
  endif

  [r, c] = size (x);
  s   = r * c;
  x   = reshape (x, 1, s);
  a   = reshape (a, 1, s);
  b   = reshape (b, 1, s);
  inv = zeros (1, s);
  
  k = find ((x < 0) | (x > 1) | isnan (x) | !(a < b));
  if any (k)
    inv(k) = NaN * ones (1, length (k));
  endif
  
  k = find ((x >= 0) & (x <= 1) & (a < b));
  if any (k)
    inv(k) = a(k) + x(k) .* (b(k) - a(k));
  endif

  inv = reshape (inv, r, c);
  
endfunction

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