annotate scripts/statistics/distributions/fcdf.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2012 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} fcdf (@var{x}, @var{m}, @var{n})
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22 ## For each element of @var{x}, compute the cumulative distribution function
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23 ## (CDF) at @var{x} of the F distribution with @var{m} and @var{n} degrees of
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24 ## freedom.
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25 ## @end deftypefn
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26
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27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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28 ## Description: CDF of the F distribution
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29
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30 function cdf = fcdf (x, m, n)
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31
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32 if (nargin != 3)
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33 print_usage ();
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34 endif
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35
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36 if (!isscalar (m) || !isscalar (n))
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37 [retval, x, m, n] = common_size (x, m, n);
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38 if (retval > 0)
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39 error ("fcdf: X, M, and N must be of common size or scalars");
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40 endif
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41 endif
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42
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43 if (iscomplex (x) || iscomplex (m) || iscomplex (n))
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44 error ("fcdf: X, M, and N must not be complex");
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45 endif
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46
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47 if (isa (x, "single") || isa (m, "single") || isa (n, "single"))
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48 cdf = zeros (size (x), "single");
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49 else
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50 cdf = zeros (size (x));
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51 endif
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52
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53 k = isnan (x) | !(m > 0) | !(m < Inf) | !(n > 0) | !(n < Inf);
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54 cdf(k) = NaN;
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55
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56 k = (x == Inf) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
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57 cdf(k) = 1;
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58
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59 k = (x > 0) & (x < Inf) & (m > 0) & (m < Inf) & (n > 0) & (n < Inf);
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60 if (isscalar (m) && isscalar (n))
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61 cdf(k) = 1 - betainc (1 ./ (1 + m * x(k) / n), n/2, m/2);
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62 else
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63 cdf(k) = 1 - betainc (1 ./ (1 + m(k) .* x(k) ./ n(k)), n(k)/2, m(k)/2);
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64 endif
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65
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66 endfunction
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67
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68
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69 %!shared x,y
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70 %! x = [-1 0 0.5 1 2 Inf];
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71 %! y = [0 0 1/3 1/2 2/3 1];
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72 %!assert(fcdf (x, 2*ones(1,6), 2*ones(1,6)), y, eps);
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73 %!assert(fcdf (x, 2, 2*ones(1,6)), y, eps);
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74 %!assert(fcdf (x, 2*ones(1,6), 2), y, eps);
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75 %!assert(fcdf (x, [0 NaN Inf 2 2 2], 2), [NaN NaN NaN y(4:6)], eps);
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76 %!assert(fcdf (x, 2, [0 NaN Inf 2 2 2]), [NaN NaN NaN y(4:6)], eps);
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77 %!assert(fcdf ([x(1:2) NaN x(4:6)], 2, 2), [y(1:2) NaN y(4:6)], eps);
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78
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79 %% Test class of input preserved
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80 %!assert(fcdf ([x, NaN], 2, 2), [y, NaN], eps);
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81 %!assert(fcdf (single([x, NaN]), 2, 2), single([y, NaN]), eps("single"));
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82 %!assert(fcdf ([x, NaN], single(2), 2), single([y, NaN]), eps("single"));
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83 %!assert(fcdf ([x, NaN], 2, single(2)), single([y, NaN]), eps("single"));
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84
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85 %% Test input validation
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86 %!error fcdf ()
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87 %!error fcdf (1)
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88 %!error fcdf (1,2)
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89 %!error fcdf (1,2,3,4)
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90 %!error fcdf (ones(3),ones(2),ones(2))
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91 %!error fcdf (ones(2),ones(3),ones(2))
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92 %!error fcdf (ones(2),ones(2),ones(3))
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93 %!error fcdf (i, 2, 2)
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94 %!error fcdf (2, i, 2)
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95 %!error fcdf (2, 2, i)
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96