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view 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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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % 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