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## Copyright (C) 1995, 1996 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: erfinv (x)
##
## Computes the inverse of the error function erf.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Created: 27 September 1994
## Adapted-By: jwe
function [y, iterations] = erfinv (x)
if (nargin != 1)
usage ("erfinv (x)");
endif
maxit = 100;
tol = eps;
iterations = 0;
[m, n] = size (x);
x = reshape (x, m * n, 1);
y = zeros (m * n, 1);
i = find ((x < -1) | (x > 1));
if any (i)
y(i) = NaN * ones (length (i), 1);
endif
t = find (x == -1);
y (t) = (-Inf) * ones (size (t));
t = find (x == 1);
y (t) = Inf * ones (size (t));
i = find ((x > -1) & (x < 1));
if any (i)
s = sqrt (pi) / 2;
z_old = ones (length (i), 1);
z_new = sqrt (-log (1 - abs (x(i)))) .* sign (x(i));
while (any (abs (erf (z_old) - x(i)) > tol * abs (x(i))))
z_old = z_new;
z_new = z_old - (erf (z_old) - x(i)) .* exp (z_old.^2) * s;
if (++iterations > maxit)
warning ("erfinv: iteration limit exceeded");
break;
endif
endwhile
y(i) = z_new;
endif
y = reshape (y, m, n);
endfunction
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