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comparison m-toolbox/classes/+utils/@math/Chi2inv.m @ 0:f0afece42f48
Import.
| author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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| date | Wed, 23 Nov 2011 19:22:13 +0100 |
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| -1:000000000000 | 0:f0afece42f48 |
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| 1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 2 % | |
| 3 % Compute inverse of the Chi square cumulative distribution function | |
| 4 % | |
| 5 % CALL | |
| 6 % | |
| 7 % x = Chi2inv(p,v); | |
| 8 % | |
| 9 % | |
| 10 % INPUT | |
| 11 % | |
| 12 % - p, probability or significance level | |
| 13 % - v, degrees of freedom of the distribution | |
| 14 % | |
| 15 % Example: If you want the 95% confidence interval for a chi2 variable you | |
| 16 % should call | |
| 17 % | |
| 18 % x = utils.math.Chi2inv([0.05/2 1-0.05/2],v) | |
| 19 % | |
| 20 % References: | |
| 21 % [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical | |
| 22 % Functions", Government Printing Office, 1964, 26.4. | |
| 23 % | |
| 24 % | |
| 25 % L Ferraioli 14-02-2011 | |
| 26 % | |
| 27 % $Id: Chi2inv.m,v 1.2 2011/05/30 17:18:09 luigi Exp $ | |
| 28 % | |
| 29 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% | |
| 30 function x = Chi2inv(p,v) | |
| 31 | |
| 32 a = v/2; | |
| 33 b = 2; | |
| 34 % Call the gamma inverse function. | |
| 35 % x = gaminv(p,v/2,2); % uses statistic toolbox | |
| 36 q = gammaincinv(p,a,'lower'); | |
| 37 x = q.*b; | |
| 38 | |
| 39 | |
| 40 end |