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1 function P = chisquared_prob(X2,v)
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2 %CHISQUARED_PROB computes the chi-squared probability function.
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3 % P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability
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4 % of observing a chi-squared value <= X2 with v degrees of freedom.
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5 % This is the probability that the sum of squares of v unit-variance
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6 % normally-distributed random variables is <= X2.
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7 % X2 and v may be matrices of the same size size, or either
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8 % may be a scalar.
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9 %
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10 % e.g., CHISQUARED_PROB(5.99,2) returns 0.9500, verifying the
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11 % 95% confidence bound for 2 degrees of freedom. This is also
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12 % cross-checked in, e.g., Abramowitz & Stegun Table 26.8
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13 %
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14 % See also CHISQUARED_TABLE
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15 %
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16 %Peter R. Shaw, WHOI
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17
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18 % References: Press et al., Numerical Recipes, Cambridge, 1986;
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19 % Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972.
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20
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21 % Peter R. Shaw, Woods Hole Oceanographic Institution
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22 % Woods Hole, MA 02543
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23 % (508) 457-2000 ext. 2473 pshaw@whoi.edu
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24 % March, 1990; fixed Oct 1992 for version 4
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25
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26 % Computed using the Incomplete Gamma function,
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27 % as given by Press et al. (Recipes) eq. (6.2.17)
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28
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29 % Following nonsense is necessary from Matlab version 3 -> version 4
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30 versn_str=version; eval(['versn=' versn_str(1) ';']);
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31 if versn<=3, %sigh
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32 P = gamma(v/2, X2/2);
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33 else
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34 P = gammainc(X2/2, v/2);
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35 end
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