Mercurial > octave-nkf
view scripts/statistics/distributions/tcdf.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 19b9f17d22af |
children | f3d52523cde1 |
line wrap: on
line source
## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1995-2012 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} tcdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the cumulative distribution ## function (CDF) at @var{x} of the t (Student) distribution with ## @var{n} degrees of freedom, i.e., PROB (t(@var{n}) @leq{} @var{x}). ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: CDF of the t distribution function cdf = tcdf (x, n) if (nargin != 2) print_usage (); endif if (!isscalar (n)) [retval, x, n] = common_size (x, n); if (retval > 0) error ("tcdf: X and N must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (n)) error ("tcdf: X and N must not be complex"); endif if (isa (x, "single") || isa (n, "single")) cdf = zeros (size (x), "single"); else cdf = zeros (size (x)); endif k = !isinf (x) & (n > 0); if (isscalar (n)) cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 / n), n/2, 1/2) / 2; else cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n(k)), n(k)/2, 1/2) / 2; endif k &= (x > 0); if (any (k(:))) cdf(k) = 1 - cdf(k); endif k = isnan (x) | !(n > 0); cdf(k) = NaN; k = (x == Inf) & (n > 0); cdf(k) = 1; endfunction %!shared x,y %! x = [-Inf 0 1 Inf]; %! y = [0 1/2 3/4 1]; %!assert(tcdf (x, ones(1,4)), y, eps); %!assert(tcdf (x, 1), y, eps); %!assert(tcdf (x, [0 1 NaN 1]), [NaN 1/2 NaN 1], eps); %!assert(tcdf ([x(1:2) NaN x(4)], 1), [y(1:2) NaN y(4)], eps); %% Test class of input preserved %!assert(tcdf ([x, NaN], 1), [y, NaN], eps); %!assert(tcdf (single([x, NaN]), 1), single([y, NaN]), eps("single")); %!assert(tcdf ([x, NaN], single(1)), single([y, NaN]), eps("single")); %% Test input validation %!error tcdf () %!error tcdf (1) %!error tcdf (1,2,3) %!error tcdf (ones(3),ones(2)) %!error tcdf (ones(2),ones(3)) %!error tcdf (i, 2) %!error tcdf (2, i)