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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children f8dde1807dee
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3191
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: t_cdf (x, n)
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18 ##
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19 ## For each element of x, compute the CDF at x of the Student (t)
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20 ## distribution with n degrees of freedom, i.e., PROB( t(n) <= x ).
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21
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22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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23 ## Description: CDF of the t distribution
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24
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25 function cdf = t_cdf (x, n)
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26
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27 if (nargin != 2)
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28 usage ("t_cdf (x, n)");
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29 endif
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30
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31 [retval, x, n] = common_size (x, n);
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32 if (retval > 0)
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33 error ("t_cdf: x and n must be of common size or scalar");
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34 endif
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35
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36 [r, c] = size (x);
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37 s = r * c;
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38 x = reshape (x, 1, s);
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39 n = reshape (n, 1, s);
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40 cdf = zeros (1, s);
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41
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42 k = find (isnan (x) | !(n > 0));
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43 if any (k)
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44 cdf(k) = NaN * ones (1, length (k));
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45 endif
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46
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47 k = find ((x == Inf) & (n > 0));
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48 if any (k)
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49 cdf(k) = ones (1, length (k));
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50 endif
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51
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52 k = find ((x > -Inf) & (x < Inf) & (n > 0));
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53 if any (k)
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54 cdf(k) = betai (n(k) / 2, 1 / 2, 1 ./ (1 + x(k) .^ 2 ./ n(k))) / 2;
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55 ind = find (x(k) > 0);
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56 if any (ind)
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57 cdf(k(ind)) = 1 - cdf(k(ind));
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58 endif
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59 endif
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60
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61 ## should we really only allow for positive integer n?
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62 k = find (n != round (n));
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63 if any (k)
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64 fprintf (stderr, ...
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65 "WARNING: n should be positive integer\n");
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66 cdf(k) = NaN * ones (1, length (k));
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67 endif
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68
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69 cdf = reshape (cdf, r, c);
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70
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71 endfunction