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scripts/statistics/distributions/fcdf.m

changeset 10289: 4b124317dc38
parent:93c65f2a5668
author: John W. Eaton <jwe@octave.org>
date: Tue Feb 09 20:58:55 2010 -0500 (53 minutes ago)
permissions: -rw-r--r--
description: base_properties::set_children: account for hidden children 
     1## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik

     2##

     3## This file is part of Octave.

     4##

     5## Octave is free software; you can redistribute it and/or modify it

     6## under the terms of the GNU General Public License as published by

     7## the Free Software Foundation; either version 3 of the License, or (at

     8## your option) any later version.

     9##

    10## Octave is distributed in the hope that it will be useful, but

    11## WITHOUT ANY WARRANTY; without even the implied warranty of

    12## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

    13## General Public License for more details.

    14##

    15## You should have received a copy of the GNU General Public License

    16## along with Octave; see the file COPYING.  If not, see

    17## <http://www.gnu.org/licenses/>.

    18

    19## -*- texinfo -*-

    20## @deftypefn {Function File} {} fcdf (@var{x}, @var{m}, @var{n})

    21## For each element of @var{x}, compute the CDF at @var{x} of the F

    22## distribution with @var{m} and @var{n} degrees of freedom, i.e.,

    23## PROB (F (@var{m}, @var{n}) <= @var{x}). 

    24## @end deftypefn

    25

    26## Author: KH <Kurt.Hornik@wu-wien.ac.at>

    27## Description: CDF of the F distribution

    28

    29function cdf = fcdf (x, m, n)

    30

    31  if (nargin != 3)

    32    print_usage ();

    33  endif

    34

    35  if (!isscalar (m) || !isscalar (n))

    36    [retval, x, m, n] = common_size (x, m, n);

    37    if (retval > 0)

    38      error ("fcdf: x, m and n must be of common size or scalar");

    39    endif

    40  endif

    41

    42  sz = size (x);

    43  cdf = zeros (sz);

    44

    45  k = find (!(m > 0) | !(n > 0) | isnan (x));

    46  if (any (k))

    47    cdf(k) = NaN;

    48  endif

    49

    50  k = find ((x == Inf) & (m > 0) & (n > 0));

    51  if (any (k))

    52    cdf(k) = 1;

    53  endif

    54

    55  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));

    56  if (any (k))

    57    if (isscalar (m) && isscalar (n))

    58      cdf(k) = 1 - betainc (1 ./ (1 + m .* x(k) ./ n), n / 2, m / 2);

    59    else

    60      cdf(k) = 1 - betainc (1 ./ (1 + m(k) .* x(k) ./ n(k)), n(k) / 2, 

    61			    m(k) / 2);

    62    endif

    63  endif

    64

    65endfunction