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comparison m-toolbox/classes/+utils/@math/Fcdf.m @ 0:f0afece42f48

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
2 %
3 % Compute cumulative F distribution function
4 %
5 % CALL
6 %
7 % p = Fcdf(x,n1,n2);
8 %
9 %
10 % INPUT
11 %
12 % - x, probability
13 % - n1, degree of freedom 1
14 % - n2, degree of freedom 2
15 %
16 % References:
17 % [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
18 % Functions", Government Printing Office, 1964, 26.6.
19 %
20 %
21 % L Ferraioli 06-12-2010
22 %
23 % $Id: Fcdf.m,v 1.1 2010/12/06 19:14:36 luigi Exp $
24 %
25 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
26 function p = Fcdf(x,n1,n2)
27
28 x = n2./(n2+x.*n1);
29 p = betainc(x, n2/2, n1/2, 'upper');
30
31 % % Compute P when X > 0.
32 % k = find(x > 0 & isfinite(n1) & isfinite(n2));
33 % if any(k)
34 % k1 = (n2(k) <= x(k).*n1(k));
35 % % use A&S formula 26.6.2 to relate to incomplete beta function
36 % % Also use 26.5.2 to avoid cancellation by subtracting from 1
37 % if any(k1)
38 % kk = k(k1);
39 % xx = n2(kk)./(n2(kk)+x(kk).*n1(kk));
40 % p(kk) = betainc(xx, n2(kk)/2, n1(kk)/2,'upper');
41 % end
42 % if any(~k1)
43 % kk = k(~k1);
44 % num = n1(kk).*x(kk);
45 % xx = num ./ (num+n2(kk));
46 % p(kk) = betainc(xx, n1(kk)/2, n2(kk)/2,'lower');
47 % end
48 end