12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091 |
- function F = spm_Bcdf(x,v,w)
- % Inverse Cumulative Distribution Function (CDF) of Beta distribution
- % FORMAT F = spm_Bcdf(x,v,w)
- %
- % x - Beta variates (Beta has range [0,1])
- % v - Shape parameter (v>0)
- % w - Shape parameter (w>0)
- % F - CDF of Beta distribution with shape parameters [v,w] at points x
- %__________________________________________________________________________
- %
- % spm_Bcdf implements the Cumulative Distribution Function for Beta
- % distributions.
- %
- % Definition:
- %--------------------------------------------------------------------------
- % The Beta distribution has two shape parameters, v and w, and is
- % defined for v>0 & w>0 and for x in [0,1] (See Evans et al., Ch5).
- % The Cumulative Distribution Function (CDF) F(x) is the probability
- % that a realisation of a Beta random variable X has value less than
- % x. F(x)=Pr{X<x}: This function is usually known as the incomplete Beta
- % function. See Abramowitz & Stegun, 26.5; Press et al., Sec6.4 for
- % definitions of the incomplete beta function.
- %
- % Variate relationships:
- %--------------------------------------------------------------------------
- % Many: See Evans et al., Ch5
- %
- % Algorithm:
- %--------------------------------------------------------------------------
- % Using MATLAB's implementation of the incomplete beta finction (betainc).
- %
- % 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) 1999-2011 Wellcome Trust Centre for Neuroimaging
- % Andrew Holmes
- % $Id: spm_Bcdf.m 4182 2011-02-01 12:29:09Z guillaume $
- %-Format arguments, note & check sizes
- %--------------------------------------------------------------------------
- if nargin<3, error('Insufficient arguments'), end
- ad = [ndims(x);ndims(v);ndims(w)];
- rd = max(ad);
- as = [[size(x),ones(1,rd-ad(1))];...
- [size(v),ones(1,rd-ad(2))];...
- [size(w),ones(1,rd-ad(3))]];
- rs = max(as);
- xa = prod(as,2)>1;
- if sum(xa)>1 && any(any(diff(as(xa,:)),1))
- error('non-scalar args must match in size');
- end
- %-Computation
- %--------------------------------------------------------------------------
- %-Initialise result to zeros
- F = zeros(rs);
- %-Only defined for x in [0,1] & strictly positive v & w.
- % Return NaN if undefined.
- md = ( x>=0 & x<=1 & v>0 & w>0 );
- if any(~md(:))
- F(~md) = NaN;
- warning('Returning NaN for out of range arguments');
- end
- %-Special cases: F=1 when x=1
- F(md & x==1) = 1;
- %-Non-zero where defined & x>0, avoid special cases
- Q = find( md & x>0 & x<1 );
- if isempty(Q), return, end
- if xa(1), Qx=Q; else Qx=1; end
- if xa(2), Qv=Q; else Qv=1; end
- if xa(3), Qw=Q; else Qw=1; end
- %-Compute
- F(Q) = betainc(x(Qx),v(Qv),w(Qw));
|