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Diffstat (limited to 'sourcecodes/bnt-master/KPMtools/chi2inv.m')
| -rw-r--r-- | sourcecodes/bnt-master/KPMtools/chi2inv.m | 36 |
1 files changed, 36 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/KPMtools/chi2inv.m b/sourcecodes/bnt-master/KPMtools/chi2inv.m new file mode 100644 index 00000000..90c60258 --- /dev/null +++ b/sourcecodes/bnt-master/KPMtools/chi2inv.m @@ -0,0 +1,36 @@ +function x = chi2inv(p,v); +%CHI2INV Inverse of the chi-square cumulative distribution function (cdf). +% X = CHI2INV(P,V) returns the inverse of the chi-square cdf with V +% degrees of freedom at the values in P. The chi-square cdf with V +% degrees of freedom, is the gamma cdf with parameters V/2 and 2. +% +% The size of X is the common size of P and V. A scalar input +% functions as a constant matrix of the same size as the other input. + +% References: +% [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical +% Functions", Government Printing Office, 1964, 26.4. +% [2] E. Kreyszig, "Introductory Mathematical Statistics", +% John Wiley, 1970, section 10.2 (page 144) + +% Copyright 1993-2002 The MathWorks, Inc. +% $Revision: 1.1.1.1 $ $Date: 2005/04/26 02:30:30 $ + +if nargin < 2, + error('Requires two input arguments.'); +end + +[errorcode p v] = distchck(2,p,v); + +if errorcode > 0 + error('Requires non-scalar arguments to match in size.'); +end + +% Call the gamma inverse function. +x = gaminv(p,v/2,2); + +% Return NaN if the degrees of freedom is not positive. +k = (v <= 0); +if any(k(:)) + x(k) = NaN; +end |
