diff scripts/statistics/distributions/fcdf.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
parents
children bee21f388110
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/fcdf.m	Wed Jul 13 17:43:35 2005 +0000
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+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_cdf (@var{x}, @var{m}, @var{n})
+## For each element of @var{x}, compute the CDF at @var{x} of the F
+## distribution with @var{m} and @var{n} degrees of freedom, i.e.,
+## PROB (F (@var{m}, @var{n}) <= @var{x}). 
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: CDF of the F distribution
+
+function cdf = f_cdf (x, m, n)
+
+  if (nargin != 3)
+    usage ("f_cdf (x, m, n)");
+  endif
+
+  if (!isscalar (m) || !isscalar (n))
+    [retval, x, m, n] = common_size (x, m, n);
+    if (retval > 0)
+      error ("f_cdf: x, m and n must be of common size or scalar");
+    endif
+  endif
+
+  sz = size (x);
+  cdf = zeros (sz);
+
+  k = find (!(m > 0) | !(n > 0) | isnan (x));
+  if (any (k))
+    cdf(k) = NaN;
+  endif
+
+  k = find ((x == Inf) & (m > 0) & (n > 0));
+  if (any (k))
+    cdf(k) = 1;
+  endif
+
+  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
+  if (any (k))
+    if (isscalar (m) && isscalar (n))
+      cdf(k) = 1 - betainc (1 ./ (1 + m .* x(k) ./ n), n / 2, m / 2);
+    else
+      cdf(k) = 1 - betainc (1 ./ (1 + m(k) .* x(k) ./ n(k)), n(k) / 2, 
+			    m(k) / 2);
+    endif
+  endif
+
+endfunction