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function inv = norminv (x, m, s)
% NORMINV Quantile function of the normal distribution
% INV = norminv(X, M, S) computes the quantile (the inverse
% of the CDF) at X of the normal distribution with mean M
% and standard deviation S.
%
% INV = norminv(X) is equivalent to INV = norminv(X, 0, 1)
% Adapted for Matlab (R) from GNU Octave 3.0.1
% Original file: statistics/distributions/norminv.m
% Original author: KH <Kurt.Hornik@wu-wien.ac.at>
% Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
% Copyright (C) 2008-2009 Dynare Team
%
% This file is part of Dynare.
%
% Dynare 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.
%
% Dynare 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 Dynare. If not, see <http://www.gnu.org/licenses/>.
if (nargin ~= 1 && nargin ~= 3)
error ('norminv: you must give one or three arguments');
end
if (nargin == 1)
m = 0;
s = 1;
end
if (~isscalar (m) || ~isscalar (s))
[retval, x, m, s] = common_size (x, m, s);
if (retval > 0)
error ('norminv: x, m and s must be of common size or scalars');
end
end
sz = size (x);
inv = zeros (sz);
if (isscalar (m) && isscalar (s))
if (find (isinf (m) | isnan (m) | ~(s > 0) | ~(s < Inf)))
inv = NaN * ones (sz);
else
inv = m + s .* stdnormal_inv (x);
end
else
k = find (isinf (m) | isnan (m) | ~(s > 0) | ~(s < Inf));
if (any (k))
inv(k) = NaN;
end
k = find (~isinf (m) & ~isnan (m) & (s > 0) & (s < Inf));
if (any (k))
inv(k) = m(k) + s(k) .* stdnormal_inv (x(k));
end
end
k = find ((s == 0) & (x > 0) & (x < 1));
if (any (k))
inv(k) = m(k);
end
inv((s == 0) & (x == 0)) = -Inf;
inv((s == 0) & (x == 1)) = Inf;
end
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