laplace_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:  laplace_inv (x)
##
## For each element of x, compute the quantile (the inverse of the CDF)
## at x of the Laplace distribution.

## Author:  KH <[e-mail]>
## Description:  Quantile function of the Laplace distribution

function inv = laplace_inv (x)

  if (nargin != 1)
    usage ("laplace_inv (x)");
  endif

  [r, c] = size (x);
  s = r * c;
  x = reshape (x, 1, s);
  inv = (-Inf) * ones (1, s);

  k = find (isnan (x) | (x < 0) | (x > 1));
  if any (k)
    inv(k) = NaN * ones (1, length (k));
  endif
  
  k = find (x == 1);
  if any (k)
    inv(k) = Inf * ones (1, length (k));
  endif
  
  k = find ((x > 0) & (x < 1));
  if any (k)
    inv(k) = (x(k) < 1/2) .* log (2 * x(k)) ...
	- (x(k) > 1/2) .* log (2 * (1 - x(k)));
  endif

  inv = reshape (inv, r, c);
  
endfunction