tdis_inv.m

来自「计量工具箱」· M 代码 · 共 28 行

function x = tdis_inv (p, a)
% PURPOSE: returns the inverse (quantile) at x of the t(n) distribution
%---------------------------------------------------
% USAGE: x = tdis_inv(p,n)
% where: p = a vector of probabilities 
%        n = a scalar dof parameter
%---------------------------------------------------
% RETURNS:
%        a vector of tinv at each element of x of the t(n) distribution      
% --------------------------------------------------
% SEE ALSO: tdis_cdf, tdis_rnd, tdis_pdf, tdis_prb
%---------------------------------------------------

%       Anders Holtsberg, 18-11-93
%       Copyright (c) Anders Holtsberg
   

  if (nargin ~= 2)
    error ('Wrong # of arguments to tdis_inv');
  end

s = p<0.5; 
p = p + (1-2*p).*s;
p = 1-(2*(1-p));
x = beta_inv(p,1/2,a/2);
x = x.*a./((1-x));
x = (1-2*s).*sqrt(x);