/usr/share/octave/packages/nan-2.5.9/tinv.m is in octave-nan 2.5.9-2.
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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 | function y = tinv(x,n)
% TINV returns inverse cumulative function of the student distribution
%
% x = tinv(p,v);
%
% Computes the quantile (inverse of the CDF) of a the student
% cumulative distribution with mean m and standard deviation s
% p,v must be matrices of same size, or any one can be a scalar.
%
% see also: TPDF, TCDF, NORMPDF, NORMCDF, NORMINV
% Reference(s):
% $Id: tinv.m 9033 2011-11-08 20:58:07Z schloegl $
% Copyright (C) 2000-2003,2009 by Alois Schloegl <alois.schloegl@gmail.com>
% This function is part of the NaN-toolbox
% http://pub.ist.ac.at/~schloegl/matlab/NaN/
% 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 of the License, 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 program; If not, see <http://www.gnu.org/licenses/>.
% allocate output memory and check size of arguments
if all(size(x)==1)
x = repmat(x,size(n));
elseif all(size(n)==1)
n = repmat(n,size(x));
elseif all(size(x)==size(n))
; %% OK, do nothing
else
error('size of input arguments must be equal or scalar')
end;
y = norminv(x); % do special cases, like x<=0, x>=1, isnan(x), n > 10000;
y(~(n>0)) = NaN;
ix = find(~isnan(x) & (n>0) & (n<10000));
if ~isempty(ix)
y(ix) = (sign(x(ix) - 1/2).*sqrt(n(ix)./betainv(2*min(x(ix), 1-x(ix)), n(ix)/2, 1/2) - n(ix)));
end;
y = reshape(y,size(x));
%!assert(tinv(NaN,4),NaN)
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