Mercurial > hg > octave-jordi
view scripts/statistics/distributions/tcdf.m @ 5428:2a16423e4aa0
[project @ 2005-08-23 18:38:27 by jwe]
author | jwe |
---|---|
date | Tue, 23 Aug 2005 18:38:28 +0000 |
parents | bee21f388110 |
children | 34f96dd5441b |
line wrap: on
line source
## 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} {} tcdf (@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@wu-wien.ac.at> ## Description: CDF of the t distribution function cdf = tcdf (x, n) if (nargin != 2) usage ("tcdf (x, n)"); 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