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- function x = spm_invPcdf(F,l)
- % Inverse Cumulative Distribution Function (CDF) of Poisson distribution
- % FORMAT x = spm_invPcdf(F,l)
- %
- % F - CDF (lower tail p-value)
- % x - ordinates
- % l - Poisson mean parameter (lambda l>0) [Defaults to 1]
- %__________________________________________________________________________
- %
- % spm_invPcdf returns the inverse Cumulative Distribution Function for
- % the Poisson family of distributions.
- %
- % 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 CDF F(x) is
- % Pr({X<=x}.
- %
- % The Poisson distribution is discrete, defined for l in [0,Inf) and x
- % in {0,1,...}, so F(x) is a discrete function. This inverse CDF
- % function returns the smallest Whole x such that the F(x) equals or
- % exceeds the given CDF probability F. I.e. F(x) is treated as a step
- % function.
- %
- % Algorithm:
- %--------------------------------------------------------------------------
- % x is found by direct summation of the Poisson PDFs until F is exceeded.
- %
- % 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_invPcdf.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(F);ndims(l)];
- rd = max(ad);
- as = [[size(F),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
- x = zeros(rs);
- %-Only defined for F in [0,1] & l>0 & . Return NaN if undefined.
- md = ( F>=0 & F<=1 & l>0 );
- if any(~md(:))
- x(~md) = NaN;
- warning('Returning NaN for out of range arguments');
- end
- %-Infinite where defined but F=1
- mi = ( F==1 ); x(md&mi) = Inf;
- %-Non-zero only where defined, & F>0
- Q = find( md & ~mi & F>0 );
- if isempty(Q), return, end
- if xa(1), QF=Q; else QF=1; end
- if xa(2), Ql=Q; else Ql=1; end
- %-Compute by directly summing Poisson PDF's for successive x & comparing with F
- tx = 0;
- Ftx = spm_Ppdf(tx,l(Ql));
- while any(F(QF)>Ftx)
- tx = tx+1;
- i = find(Ftx<F(QF));
- x(Q(i)) = x(Q(i)) + 1;
- Ftx = Ftx + spm_Ppdf(tx,l(Ql));
- end
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