Home > wafo > wstats > wraylinv.m

wraylinv

PURPOSE ^

Inverse of the Rayleigh distribution function

SYNOPSIS ^

x = wraylinv(F,b)

DESCRIPTION ^

 WRAYLINV Inverse of the Rayleigh distribution function
 
  CALL:  x = wraylinv(F,b)
 
         x = inverse cdf for the Rayleigh distribution evaluated at F
         b = parameter
  
  The Rayleigh distribution is defined by its cdf
 
   F(x;b) = 1 - exp(-x^2/(2b^2)), x>=0
 
 
  Example:
    F = linspace(0,1,100);
    x = wraylinv(F,1);
    plot(F,x)

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

001 function x = wraylinv(F,b)
002 %WRAYLINV Inverse of the Rayleigh distribution function
003 %
004 % CALL:  x = wraylinv(F,b)
005 %
006 %        x = inverse cdf for the Rayleigh distribution evaluated at F
007 %        b = parameter
008 % 
009 % The Rayleigh distribution is defined by its cdf
010 %
011 %  F(x;b) = 1 - exp(-x^2/(2b^2)), x>=0
012 %
013 %
014 % Example:
015 %   F = linspace(0,1,100);
016 %   x = wraylinv(F,1);
017 %   plot(F,x)
018 
019 
020 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability
021 % and Life Span Models", p. 181 ff, Marcel Dekker.
022 
023 % Tested on: Matlab 5.3
024 % History: 
025 % revised pab 24.10.2000
026 % - added comnsize, nargchk
027 % added ms 15.06.2000
028 
029 
030 error(nargchk(2,2,nargin))
031 
032 [errorcode, F, b] = comnsize(F,b);
033 if (errorcode > 0)
034   error ('F and b must be of common size or scalar');
035 end
036 
037 x=zeros(size(F));
038 
039   
040 k = find ((F == 1) & (b>0));
041 if any (k),
042   tmp=inf;
043   x(k) = tmp(ones (size(k)));
044 end
045   
046 k1 = find ((F > 0) & (F < 1) & (b>0));
047 if any (k1),
048   x(k1)=sqrt(-2*log(1-F(k1))).*b(k1);
049 end
050 
051 k2 = find(F<0 | F>1 | (b<=0));
052 if any(k2),
053   tmp=NaN;
054   x(k2)=tmp(ones(size(k2)));
055 end
056 
057 
058

Mathematical Statistics
Centre for Mathematical Sciences
Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group


Generated on Thu 06-Oct-2005 02:21:16 for WAFO by m2html © 2003