Mercurial > octave-nkf
view scripts/statistics/distributions/tcdf.m @ 8920:eb63fbe60fab
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author | John W. Eaton <jwe@octave.org> |
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date | Sat, 07 Mar 2009 10:41:27 -0500 |
parents | 15d3a35b8ff1 |
children | be55736a0783 |
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## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007, 2008 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}) <= @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 scalar"); endif endif cdf = zeros (size (x)); k = find (isnan (x) | !(n > 0)); if (any (k)) cdf(k) = NaN; endif k = find ((x == Inf) & (n > 0)); if (any (k)) cdf(k) = 1; endif k = find ((x > -Inf) & (x < Inf) & (n > 0)); if (any (k)) 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 ind = find (x(k) > 0); if (any (ind)) cdf(k(ind)) = 1 - cdf(k(ind)); endif endif endfunction