Mercurial > hg > ltpda
diff m-toolbox/classes/+utils/@math/Fcdf.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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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/m-toolbox/classes/+utils/@math/Fcdf.m Wed Nov 23 19:22:13 2011 +0100 @@ -0,0 +1,48 @@ +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +% +% Compute cumulative F distribution function +% +% CALL +% +% p = Fcdf(x,n1,n2); +% +% +% INPUT +% +% - x, probability +% - n1, degree of freedom 1 +% - n2, degree of freedom 2 +% +% References: +% [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical +% Functions", Government Printing Office, 1964, 26.6. +% +% +% L Ferraioli 06-12-2010 +% +% $Id: Fcdf.m,v 1.1 2010/12/06 19:14:36 luigi Exp $ +% +%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% +function p = Fcdf(x,n1,n2) + +x = n2./(n2+x.*n1); +p = betainc(x, n2/2, n1/2, 'upper'); + +% % Compute P when X > 0. +% k = find(x > 0 & isfinite(n1) & isfinite(n2)); +% if any(k) +% k1 = (n2(k) <= x(k).*n1(k)); +% % use A&S formula 26.6.2 to relate to incomplete beta function +% % Also use 26.5.2 to avoid cancellation by subtracting from 1 +% if any(k1) +% kk = k(k1); +% xx = n2(kk)./(n2(kk)+x(kk).*n1(kk)); +% p(kk) = betainc(xx, n2(kk)/2, n1(kk)/2,'upper'); +% end +% if any(~k1) +% kk = k(~k1); +% num = n1(kk).*x(kk); +% xx = num ./ (num+n2(kk)); +% p(kk) = betainc(xx, n1(kk)/2, n2(kk)/2,'lower'); +% end +end