78 lines
4.4 KiB
HTML
78 lines
4.4 KiB
HTML
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<title>Description of mj_qgamma</title>
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<meta name="description" content="MJ_QGAMMA The gamma inverse distribution function">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > mj_qgamma.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>mj_qgamma
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>MJ_QGAMMA The gamma inverse distribution function</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function x = mj_qgamma(p,a) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment">MJ_QGAMMA The gamma inverse distribution function
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x = mj_qgamma(p,a)</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="lpdfgam.html" class="code" title="function ldens = lpdfgam(x,a,b);">lpdfgam</a> log GAMMA PDF</li><li><a href="pgamma.html" class="code" title="function F = pgamma(x,a)">pgamma</a> PGAMMA The gamma distribution function</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="compDist.html" class="code" title="function compdist(xparam1, x2, pltopt, figurename)">compDist</a> </li><li><a href="draw_prior_density.html" class="code" title="function [x,f,abscissa,dens,binf,bsup] = draw_prior_density(indx);">draw_prior_density</a> stephane.adjemian@ens.fr [07-15-2004]</li><li><a href="prior_bounds.html" class="code" title="function bounds = prior_bounds(bayestopt)">prior_bounds</a> </li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function x = mj_qgamma(p,a)</a>
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0002 <span class="comment">%MJ_QGAMMA The gamma inverse distribution function</span>
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0003 <span class="comment">%</span>
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0004 <span class="comment">% x = mj_qgamma(p,a)</span>
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0005
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0006 <span class="comment">% Anders Holtsberg, 18-11-93</span>
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0007 <span class="comment">% Copyright (c) Anders Holtsberg</span>
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0008 <span class="comment">% MJ 02/20/04 uses lpdfgam() to avoid overflow in dgamma</span>
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0009 <span class="comment">%</span>
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0010
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0011 <span class="keyword">if</span> any(any(abs(2*p-1)>1))
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0012 error(<span class="string">'A probability should be 0<=p<=1, please!'</span>)
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0013 <span class="keyword">end</span>
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0014 <span class="keyword">if</span> any(any(a<=0))
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0015 error(<span class="string">'Parameter a is wrong'</span>)
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0016 <span class="keyword">end</span>
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0017
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0018 x = max(a-1,0.1);
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0019 dx = 1;
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0020 <span class="keyword">while</span> any(any(abs(dx)>256*eps*max(x,1)))
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0021 <span class="comment">% dx = (pgamma(x,a) - p) ./ dgamma(x,a,1);</span>
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0022 dx = (<a href="pgamma.html" class="code" title="function F = pgamma(x,a)">pgamma</a>(x,a) - p) ./ exp(<a href="lpdfgam.html" class="code" title="function ldens = lpdfgam(x,a,b);">lpdfgam</a>(x,a,1));
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0023 x = x - dx;
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0024 x = x + (dx - x) / 2 .* (x<0);
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0025 <span class="keyword">end</span>
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0026
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0027 I0 = find(p==0);
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0028 x(I0) = zeros(size(I0));
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0029 I1 = find(p==1);
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0030 x(I1) = zeros(size(I1)) + Inf;</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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