Mercurial > octave-nkf
diff scripts/statistics/distributions/fcdf.m @ 5410:56e066f5efc1
[project @ 2005-07-13 17:43:35 by jwe]
author | jwe |
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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 @@ -0,0 +1,66 @@ +## 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