stdnormal_inv.m

来自「similer program for matlab」· M 代码 · 共 38 行

## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007
##               Kurt Hornik
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or (at
## your option) any later version.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} stdnormal_inv (@var{x})
## For each component of @var{x}, compute compute the quantile (the
## inverse of the CDF) at @var{x} of the standard normal distribution.
## @end deftypefn

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

function inv = stdnormal_inv (x)

  if (nargin != 1)
    print_usage ();
  endif

  inv = sqrt (2) * erfinv (2 * x - 1);

endfunction