Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/KPMstats/chisquared_table.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /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