chisquare_inv.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## 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:  chisquare_inv (x, n)
##
## For each element of x, compute the quantile (the inverse of the CDF)
## at x of the chisquare distribution with n degrees of freedom.
  
## Author:  TT <[e-mail]>
## Description:  Quantile function of the chi-square distribution
  
function inv = chisquare_inv (x, n)
  
  if (nargin != 2)
    usage ("chisquare_inv (x, n)");
  endif

  [retval, x, n] = common_size (x, n);
  if (retval > 0)
    error ("chisquare_inv:  x and n must be of common size or scalar");
  endif

  inv = gamma_inv (x, n / 2, 1 / 2);
  
  ## Allow only for (positive) integer n.
  k = find (n != round (n));
  if any (k)
    fprintf (stderr, ...
	     "WARNING:  n should be positive integer\n");
    [r, c] = size (x);
    inv = reshape (inv, 1, r * c);
    inv(k) = NaN * ones (1, length (k));
    inv = reshape (inv, r, c);
  endif
  
endfunction