CHI2INV Quantile function of the chi-square distribution INV = chi2inv(X, N) computes, for each element of X, the quantile (the inverse of the CDF) at X of the chi-square distribution with N degrees of freedom.
0001 function inv = chi2inv (x, n) 0002 % CHI2INV Quantile function of the chi-square distribution 0003 % INV = chi2inv(X, N) computes, for each element of X, the 0004 % quantile (the inverse of the CDF) at X of the chi-square 0005 % distribution with N degrees of freedom. 0006 0007 % Adapted for Matlab (R) from GNU Octave 3.0.1 0008 % Original file: statistics/distributions/chi2inv.m 0009 % Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at> 0010 0011 % Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik 0012 % Copyright (C) 2008-2009 Dynare Team 0013 % 0014 % This file is part of Dynare. 0015 % 0016 % Dynare is free software: you can redistribute it and/or modify 0017 % it under the terms of the GNU General Public License as published by 0018 % the Free Software Foundation, either version 3 of the License, or 0019 % (at your option) any later version. 0020 % 0021 % Dynare is distributed in the hope that it will be useful, 0022 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0023 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0024 % GNU General Public License for more details. 0025 % 0026 % You should have received a copy of the GNU General Public License 0027 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0028 0029 if (nargin ~= 2) 0030 error ('chi2inv: you must give two arguments'); 0031 end 0032 0033 if (~isscalar (n)) 0034 [retval, x, n] = common_size (x, n); 0035 if (retval > 0) 0036 error ('chi2inv: x and n must be of common size or scalar'); 0037 end 0038 end 0039 0040 inv = gaminv (x, n / 2, 2); 0041 0042 end