Mercurial > octave-nkf
view scripts/statistics/distributions/t_cdf.m @ 4031:2168f4a0e88d
[project @ 2002-08-10 04:22:52 by jwe]
author | jwe |
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date | Sat, 10 Aug 2002 04:22:52 +0000 |
parents | 38c61cbf086c |
children | 265d566cc770 |
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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, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} t_cdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the CDF at @var{x} of the ## t (Student) distribution with @var{n} degrees of freedom, i.e., ## PROB (t(@var{n}) <= @var{x}). ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: CDF of the t distribution function cdf = t_cdf (x, n) if (nargin != 2) usage ("t_cdf (x, n)"); endif [retval, x, n] = common_size (x, n); if (retval > 0) error ("t_cdf: x and n must be of common size or scalar"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); n = reshape (n, 1, s); cdf = zeros (1, s); k = find (isnan (x) | !(n > 0)); if (any (k)) cdf(k) = NaN * ones (1, length (k)); endif k = find ((x == Inf) & (n > 0)); if (any (k)) cdf(k) = ones (1, length (k)); endif k = find ((x > -Inf) & (x < Inf) & (n > 0)); if (any (k)) cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n(k)), n(k) / 2, 1 / 2) / 2; ind = find (x(k) > 0); if (any (ind)) cdf(k(ind)) = 1 - cdf(k(ind)); endif endif cdf = reshape (cdf, r, c); endfunction