diff toolboxes/FullBNT-1.0.7/KPMstats/chisquared_table.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/KPMstats/chisquared_table.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,63 @@
+function X2 = chisquared_table(P,v)
+%CHISQUARED_TABLE computes the "percentage points" of the
+%chi-squared distribution, as in Abramowitz & Stegun Table 26.8
+%   X2 = CHISQUARED_TABLE( P, v ) returns the value of chi-squared 
+%   corresponding to v degrees of freedom and probability P.
+%   P is the probability that the sum of squares of v unit-variance
+%   normally-distributed random variables is <= X2.
+%   P and v may be matrices of the same size size, or either 
+%   may be a scalar.
+%
+%   e.g., to find the 95% confidence interval for 2 degrees
+%   of freedom, use CHISQUARED_TABLE( .95, 2 ), yielding 5.99,
+%   in agreement with Abramowitz & Stegun's Table 26.8
+%
+%   This result can be checked through the function
+%   CHISQUARED_PROB( 5.99, 2 ), yielding 0.9500
+%
+%   The familiar 1.96-sigma confidence bounds enclosing 95% of
+%   a 1-D gaussian is found through 
+%   sqrt( CHISQUARED_TABLE( .95, 1 )), yielding 1.96
+%
+%   See also CHISQUARED_PROB
+%
+%Peter R. Shaw, WHOI
+%Leslie Rosenfeld, MBARI
+
+% References: Press et al., Numerical Recipes, Cambridge, 1986;
+% Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972.
+
+% Peter R. Shaw, Woods Hole Oceanographic Institution
+% Woods Hole, MA 02543  pshaw@whoi.edu
+% Leslie Rosenfeld, MBARI
+% Last revision: Peter Shaw, Oct 1992: fsolve with version 4
+
+% ** Calls function CHIAUX  **
+% Computed using the Incomplete Gamma function,
+% as given by Press et al. (Recipes) eq. (6.2.17)
+
+[mP,nP]=size(P);
+[mv,nv]=size(v);
+if mP~=mv | nP~=nv, 
+  if mP==1 & nP==1,
+    P=P*ones(mv,nv);
+  elseif mv==1 & nv==1,
+    v=v*ones(mP,nP);
+  else
+    error('P and v must be the same size')
+  end
+end
+[m,n]=size(P);  X2 = zeros(m,n);
+for i=1:m,
+ for j=1:n,
+  if v(i,j)<=10, 
+   x0=P(i,j)*v(i,j);
+  else
+   x0=v(i,j);
+  end
+% Note: "old" and "new" calls to fsolve may or may not follow 
+% Matlab version 3.5 -> version 4 (so I'm keeping the old call around...)
+%   X2(i,j) = fsolve('chiaux',x0,zeros(16,1),[v(i,j),P(i,j)]); %(old call)
+   X2(i,j) = fsolve('chiaux',x0,zeros(16,1),[],[v(i,j),P(i,j)]);
+ end
+end