qgamma

QGAMMA   The gamma inverse distribution function

         x = qgamma(p,a)

0001 function x = qgamma(p,a)
0002 %QGAMMA   The gamma inverse distribution function
0003 %
0004 %         x = qgamma(p,a)
0005 
0006 %        Anders Holtsberg, 18-11-93
0007 %        Copyright (c) Anders Holtsberg
0008 
0009 if any(any(abs(2*p-1)>1))
0010    error('A probability should be 0<=p<=1, please!')
0011 end
0012 if any(any(a<=0))
0013    error('Parameter a is wrong')
0014 end
0015 
0016 x = max(a-1,0.1);
0017 dx = 1;
0018 while any(any(abs(dx)>256*eps*max(x,1)))
0019    dx = (pgamma(x,a) - p) ./ dgamma(x,a,1);
0020    x = x - dx;
0021    x = x + (dx - x) / 2 .* (x<0);
0022 end
0023 
0024 I0 = find(p==0);
0025 x(I0) = zeros(size(I0));
0026 I1 = find(p==1);
0027 x(I1) = zeros(size(I1)) + Inf;