Mercurial > hg > octave-lyh
view scripts/specfun/betai.m @ 2643:c69a267054d1
[project @ 1997-01-29 14:25:57 by jwe]
author | jwe |
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date | Wed, 29 Jan 1997 14:25:57 +0000 |
parents | 80b982e7f4b1 |
children |
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## Copyright (C) 1995, 1996 Kurt Hornik ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: betai (a, b, x) ## ## Returns the incomplete beta function ## ## betai (a, b, x) = BETA(a,b)^(-1) INT_0^x t^(a-1) (1-t)^(b-1) dt. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Created: 2 August 1994 ## Adapted-By: jwe ## Computation is based on the series expansion ## betai(a, b, x) ## = \frac{x^a}{B(a, b)} ## \sum_{l=0}^\infty \frac{(1-b)\cdots(l-b)}{a+l} \frac{x^l}{l!} ## for x <= 1/2. For x > 1/2, betai(a, b, x) = 1 - betai(b, a, 1-x). function y = betai (a, b, x) if (nargin != 3) usage ("betai (a, b, x)"); endif [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ("betai: a, b and x must be of common size or scalar"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); a = reshape (a, 1, s); b = reshape (b, 1, s); y = zeros (1, s); k = find ((x < 0) | (x > 1) | !(a > 0) | !(b > 0) | isnan (x)); if any (k) y(k) = NaN * ones (1, length (k)); endif k = find ((x == 1) & (a > 0) & (b > 0)); if any (k) y(k) = ones (1, length (k)); endif ## Now do the series computations. ## The error when truncating at term L is always less than 2^(-L), ## hence the following choice of L. L = ceil (-log (eps) / log (2)); h = ones (L, 1); k = find ((x >= 0) & (x <= 1/2) & (a > 0) & (b > 0)); if any (k) l = (1 : L)' * ones (1, length (k)); tmp = cumprod ((1 - (h * b(k)) ./ l) .* (h * x(k))) ... ./ ((h * a(k)) + l); y(k) = exp (a(k) .* log (x(k))) .* (1 ./ a(k) + sum (tmp)) ... ./ beta (a(k), b(k)); endif k = find ((x > 1/2) & (x < 1) & (a > 0) & (b > 0)); if any (k) l = (1 : L)' * ones (1, length (k)); tmp = cumprod ((1 - (h * a(k)) ./ l) .* (h * (1 - x(k)))) ... ./ (h * b(k) + l); y(k) = 1 - exp (b(k) .* log (1 - x(k))) ... .* (1 ./ b(k) + sum (tmp)) ./ beta (a(k), b(k)); endif y = reshape (y, r, c); endfunction