diff m-toolbox/classes/+utils/@math/Chi2inv.m @ 0:f0afece42f48

Import.
author Daniele Nicolodi <nicolodi@science.unitn.it>
date Wed, 23 Nov 2011 19:22:13 +0100
parents
children
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/Chi2inv.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,40 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% Compute inverse of the Chi square cumulative distribution function
+% 
+% CALL 
+% 
+% x = Chi2inv(p,v);
+% 
+% 
+% INPUT
+% 
+% - p, probability or significance level
+% - v, degrees of freedom of the distribution
+% 
+% Example: If you want the 95% confidence interval for a chi2 variable you
+% should call
+% 
+% x = utils.math.Chi2inv([0.05/2 1-0.05/2],v)
+% 
+%   References:
+%      [1]  M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
+%      Functions", Government Printing Office, 1964, 26.4.
+% 
+%
+% L Ferraioli 14-02-2011
+%
+% $Id: Chi2inv.m,v 1.2 2011/05/30 17:18:09 luigi Exp $
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+function x = Chi2inv(p,v)
+
+a = v/2;
+b = 2;
+% Call the gamma inverse function. 
+% x = gaminv(p,v/2,2); % uses statistic toolbox
+q = gammaincinv(p,a,'lower');
+x = q.*b;
+
+
+end
\ No newline at end of file