function f = spm_Ppdf(x,l) % Probability Distribution Function (PDF) of Poisson distribution % FORMAT f = spm_Ppdf(x,l) % % x - ordinates % l - Poisson mean parameter (lambda l>0) [Defaults to 1] % f - Poisson PDF %__________________________________________________________________________ % % spm_Ppdf implements the Probaility Distribution Function of the % Poisson distribution. % % Definition: %-------------------------------------------------------------------------- % The Poisson Po(l) distribution is the distribution of the number of % events in unit time for a stationary Poisson process with mean % parameter lambda=1, or equivalently rate 1/l. If random variable X is % the number of such events, then X~Po(l), and the PDF f(x) is % Pr({X=x}. % % f(x) is defined for strictly positive l, given by: (See Evans et al., Ch31) % % { l^x * exp(-l) / x! for r=0,1,... % f(r) = | % { 0 otherwise % % Algorithm: %-------------------------------------------------------------------------- % To avoid roundoff errors for large x (in x! & l^x) & l (in l^x), % computation is done in logs. % % Normal approximation: %-------------------------------------------------------------------------- % For large lambda the normal approximation Y~:~N(l,l) may be used. % With continuity correction this gives % f(x) ~=~ Phi((x+.5-l)/sqrt(l)) -Phi((x-.5-l)/sqrt(l)); % where Phi is the standard normal CDF, and ~=~ means "appox. =". % % References: %-------------------------------------------------------------------------- % Evans M, Hastings N, Peacock B (1993) % "Statistical Distributions" % 2nd Ed. Wiley, New York % % Abramowitz M, Stegun IA, (1964) % "Handbook of Mathematical Functions" % US Government Printing Office % % Press WH, Teukolsky SA, Vetterling AT, Flannery BP (1992) % "Numerical Recipes in C" % Cambridge % %__________________________________________________________________________ % Copyright (C) 1996-2011 Wellcome Trust Centre for Neuroimaging % Andrew Holmes % $Id: spm_Ppdf.m 4182 2011-02-01 12:29:09Z guillaume $ %-Format arguments, note & check sizes %-------------------------------------------------------------------------- if nargin<2, l=1; end if nargin<1, error('Insufficient arguments'), end ad = [ndims(x);ndims(l)]; rd = max(ad); as = [[size(x),ones(1,rd-ad(1))];... [size(l),ones(1,rd-ad(2))];]; rs = max(as); xa = prod(as,2)>1; if all(xa) && any(diff(as(xa,:))) error('non-scalar args must match in size'); end %-Computation %-------------------------------------------------------------------------- %-Initialise result to zeros f = zeros(rs); %-Only defined for l>0. Return NaN if undefined. md = ( ones(size(x)) & l>0 ); if any(~md(:)) f(~md) = NaN; warning('Returning NaN for out of range arguments'); end %-Non-zero only where defined and x is whole Q = find( md & x>=0 & x==floor(x) ); if isempty(Q), return, end if xa(1), Qx=Q; else Qx=1; end if xa(2), Ql=Q; else Ql=1; end %-Compute f(Q) = exp(-l(Ql) + x(Qx).*log(l(Ql)) - gammaln(x(Qx)+1));