annotate toolboxes/FullBNT-1.0.7/KPMstats/chisquared_prob.m @ 0:cc4b1211e677 tip

initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 function P = chisquared_prob(X2,v)
Daniel@0 2 %CHISQUARED_PROB computes the chi-squared probability function.
Daniel@0 3 % P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability
Daniel@0 4 % of observing a chi-squared value <= X2 with v degrees of freedom.
Daniel@0 5 % This is the probability that the sum of squares of v unit-variance
Daniel@0 6 % normally-distributed random variables is <= X2.
Daniel@0 7 % X2 and v may be matrices of the same size size, or either
Daniel@0 8 % may be a scalar.
Daniel@0 9 %
Daniel@0 10 % e.g., CHISQUARED_PROB(5.99,2) returns 0.9500, verifying the
Daniel@0 11 % 95% confidence bound for 2 degrees of freedom. This is also
Daniel@0 12 % cross-checked in, e.g., Abramowitz & Stegun Table 26.8
Daniel@0 13 %
Daniel@0 14 % See also CHISQUARED_TABLE
Daniel@0 15 %
Daniel@0 16 %Peter R. Shaw, WHOI
Daniel@0 17
Daniel@0 18 % References: Press et al., Numerical Recipes, Cambridge, 1986;
Daniel@0 19 % Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972.
Daniel@0 20
Daniel@0 21 % Peter R. Shaw, Woods Hole Oceanographic Institution
Daniel@0 22 % Woods Hole, MA 02543
Daniel@0 23 % (508) 457-2000 ext. 2473 pshaw@whoi.edu
Daniel@0 24 % March, 1990; fixed Oct 1992 for version 4
Daniel@0 25
Daniel@0 26 % Computed using the Incomplete Gamma function,
Daniel@0 27 % as given by Press et al. (Recipes) eq. (6.2.17)
Daniel@0 28
Daniel@0 29 % Following nonsense is necessary from Matlab version 3 -> version 4
Daniel@0 30 versn_str=version; eval(['versn=' versn_str(1) ';']);
Daniel@0 31 if versn<=3, %sigh
Daniel@0 32 P = gamma(v/2, X2/2);
Daniel@0 33 else
Daniel@0 34 P = gammainc(X2/2, v/2);
Daniel@0 35 end