43 lines
1.4 KiB
Matlab
43 lines
1.4 KiB
Matlab
function inv = chi2inv (x, n)
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% CHI2INV Quantile function of the chi-square distribution
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% INV = chi2inv(X, N) computes, for each element of X, the
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% quantile (the inverse of the CDF) at X of the chi-square
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% distribution with N degrees of freedom.
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% Adapted for Matlab (R) from GNU Octave 3.0.1
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% Original file: statistics/distributions/chi2inv.m
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% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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% Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
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% Copyright (C) 2008-2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if (nargin ~= 2)
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error ('chi2inv: you must give two arguments');
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end
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if (~isscalar (n))
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[retval, x, n] = common_size (x, n);
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if (retval > 0)
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error ('chi2inv: x and n must be of common size or scalar');
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end
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end
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inv = gaminv (x, n / 2, 2);
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end
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