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- function F = spm_Ncdf(x,u,v)
- % Cumulative Distribution Function (CDF) for univariate Normal distributions
- % FORMAT F = spm_Ncdf(x,u,v)
- %
- % x - ordinates
- % u - mean [Defaults to 0]
- % v - variance (v>0) [Defaults to 1]
- % F - pdf of N(u,v) at x (Lower tail probability)
- %__________________________________________________________________________
- %
- % spm_Ncdf implements the Cumulative Distribution Function (CDF) for
- % the Normal (Gaussian) family of distributions.
- %
- % Definition:
- %--------------------------------------------------------------------------
- % The CDF F(x) of a Normal distribution with mean u and variance v is
- % the probability that a random realisation X from this distribution
- % will be less than x. F(x)=Pr(X<=x) for X~N(u,v). See Evans et al.,
- % Ch29 for further definitions and variate relationships.
- %
- % If X~N(u,v), then Z=(Z-u)/sqrt(v) has a standard normal distribution,
- % Z~N(0,1). The CDF of the standard normal distribution is known as \Phi(z).
- %
- % (KWorsley) For extreme variates with abs(z)>6 where z=(x-u)/sqrt(v), the
- % approximation \Phi(z) \approx exp(-z^2/2)/(z*sqrt(2*pi)) may be useful.
- %
- % Algorithm:
- %--------------------------------------------------------------------------
- % The CDF for a standard N(0,1) Normal distribution, \Phi(z), is
- % related to the error function by: (Abramowitz & Stegun, 26.2.29)
- %
- % \Phi(z) = 0.5 + erf(z/sqrt(2))/2
- %
- % MATLAB's implementation of the error function is used for computation.
- %
- % 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) 1995-2011 Wellcome Trust Centre for Neuroimaging
- % Andrew Holmes
- % $Id: spm_Ncdf.m 4182 2011-02-01 12:29:09Z guillaume $
- %-Format arguments, note & check sizes
- %--------------------------------------------------------------------------
- if nargin<3, v=1; end
- if nargin<2, u=0; end
- if nargin<1, F=[]; return, end
- ad = [ndims(x);ndims(u);ndims(v)];
- rd = max(ad);
- as = [[size(x),ones(1,rd-ad(1))];...
- [size(u),ones(1,rd-ad(2))];...
- [size(v),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 strictly positive variance v. Return NaN if undefined.
- md = ( ones(size(x)) & ones(size(u)) & v>0 );
- if any(~md(:))
- F(~md) = NaN;
- warning('SPM:negativeVariance','Returning NaN for out of range arguments.');
- end
- %-Non-zero where defined
- Q = find( md );
- if isempty(Q), return, end
- if xa(1), Qx=Q; else Qx=1; end
- if xa(2), Qu=Q; else Qu=1; end
- if xa(3), Qv=Q; else Qv=1; end
- %-Compute
- F(Q) = 0.5 + 0.5*erf((x(Qx)-u(Qu))./sqrt(2*v(Qv)));
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