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Diffstat (limited to 'sourcecodes/bnt-master/KPMstats/chisquared_prob.m')
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diff --git a/sourcecodes/bnt-master/KPMstats/chisquared_prob.m b/sourcecodes/bnt-master/KPMstats/chisquared_prob.m new file mode 100644 index 00000000..4cf6fdc1 --- /dev/null +++ b/sourcecodes/bnt-master/KPMstats/chisquared_prob.m @@ -0,0 +1,35 @@ +function P = chisquared_prob(X2,v) +%CHISQUARED_PROB computes the chi-squared probability function. +% P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability +% of observing a chi-squared value <= X2 with v degrees of freedom. +% This is the probability that the sum of squares of v unit-variance +% normally-distributed random variables is <= X2. +% X2 and v may be matrices of the same size size, or either +% may be a scalar. +% +% e.g., CHISQUARED_PROB(5.99,2) returns 0.9500, verifying the +% 95% confidence bound for 2 degrees of freedom. This is also +% cross-checked in, e.g., Abramowitz & Stegun Table 26.8 +% +% See also CHISQUARED_TABLE +% +%Peter R. Shaw, WHOI + +% 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 +% (508) 457-2000 ext. 2473 pshaw@whoi.edu +% March, 1990; fixed Oct 1992 for version 4 + +% Computed using the Incomplete Gamma function, +% as given by Press et al. (Recipes) eq. (6.2.17) + +% Following nonsense is necessary from Matlab version 3 -> version 4 +versn_str=version; eval(['versn=' versn_str(1) ';']); +if versn<=3, %sigh + P = gamma(v/2, X2/2); +else + P = gammainc(X2/2, v/2); +end |