1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
|
## Copyright (C) 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: discrete_inv (X, V, P)
##
## For each component of X, compute the quantile (the inverse of the
## CDF) at X of the univariate distribution which assumes the values in
## V with probabilities P.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Quantile function of a discrete distribution
function inv = discrete_inv (X, V, P)
if (nargin != 3)
usage ("discrete_inv (X, V, P)");
endif
[r, c] = size (X);
if (! is_vector (V))
error ("discrete_inv: V must be a vector");
elseif (! is_vector (P) || (length (P) != length (V)))
error ("discrete_inv: P must be a vector with length (V) elements");
elseif (! (all (P >= 0) && any (P)))
error ("discrete_inv: P must be a nonzero, nonnegative vector");
endif
n = r * c;
X = reshape (X, 1, n);
m = length (V);
[V, ind] = sort (V);
s = reshape (cumsum (P / sum (P)), m, 1);
inv = NaN * ones (n, 1);
if any (k = find (X == 0))
inv(k) = -Inf * ones (1, length (k));
endif
if any (k = find (X == 1))
inv(k) = V(m) * ones (1, length (k));
endif
if any (k = find ((X > 0) & (X < 1)))
n = length (k);
## --FIXME--
## This does not work!
inv(k) = V(sum ((ones (m, 1) * X(k)) > (s * ones (1, n))) + 1);
endif
inv = reshape (inv, r, c);
endfunction
|
