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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} tcdf (@var{x}, @var{n}) |
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21 ## For each element of @var{x}, compute the CDF at @var{x} of the |
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22 ## t (Student) distribution with @var{n} degrees of freedom, i.e., |
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23 ## PROB (t(@var{n}) <= @var{x}). |
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24 ## @end deftypefn |
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25 |
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26 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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27 ## Description: CDF of the t distribution |
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28 |
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29 function cdf = tcdf (x, n) |
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30 |
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31 if (nargin != 2) |
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32 print_usage (); |
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33 endif |
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34 |
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35 if (!isscalar (n)) |
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36 [retval, x, n] = common_size (x, n); |
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37 if (retval > 0) |
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38 error ("tcdf: x and n must be of common size or scalar"); |
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39 endif |
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40 endif |
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41 |
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42 cdf = zeros (size (x)); |
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43 |
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44 k = find (isnan (x) | !(n > 0)); |
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45 if (any (k)) |
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46 cdf(k) = NaN; |
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47 endif |
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48 |
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49 k = find ((x == Inf) & (n > 0)); |
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50 if (any (k)) |
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51 cdf(k) = 1; |
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52 endif |
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53 |
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54 k = find ((x > -Inf) & (x < Inf) & (n > 0)); |
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55 if (any (k)) |
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56 if (isscalar (n)) |
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57 cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n), n / 2, 1 / 2) / 2; |
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58 else |
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59 cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n(k)), n(k) / 2, 1 / 2) / 2; |
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60 endif |
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61 ind = find (x(k) > 0); |
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62 if (any (ind)) |
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63 cdf(k(ind)) = 1 - cdf(k(ind)); |
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64 endif |
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65 endif |
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66 |
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67 endfunction |
