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- function F = spm_ncFcdf(x,df,d)
- % Cumulative Distribution Function (CDF) of non-central F-distribution
- % FORMAT f = spm_ncFcdf(x,df,d)
- % x - F-variate (F has range [0,Inf) )
- % df - degrees of freedom, df = [v,w] with v>0 and w>0
- % d - non-centrality parameter
- % F - CDF of non-central F-distribution with [v,w] d.f. at points x
- %
- % Reference:
- % https://en.wikipedia.org/wiki/Noncentral_F-distribution
- %__________________________________________________________________________
- % Copyright (C) 2018 Wellcome Trust Centre for Neuroimaging
- % Guillaume Flandin
- % $Id: spm_ncFcdf.m 7354 2018-06-22 10:44:22Z guillaume $
- %-Format arguments, note & check sizes
- %--------------------------------------------------------------------------
- %-Unpack degrees of freedom v & w from single df parameter (df)
- if numel(df) == 2
- v = df(1);
- w = df(2);
- elseif size(df,2) == 2
- v = df(:,1);
- w = df(:,2);
- else
- error('Cannot unpack degrees of freedom.');
- end
- %-Check argument sizes
- ad = [ndims(x);ndims(v);ndims(w);ndims(d)];
- 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))];...
- [size(d),ones(1,rd-ad(4))];];
- rs = max(as);
- xa = prod(as,2)>1;
- if all(xa) && any(any(diff(as(xa,:)),1))
- error('Non-scalar arguments must match in size.');
- end
- %-Computation
- %--------------------------------------------------------------------------
- %-Initialise result to zeros
- F = zeros(rs);
- %-Only defined for v>0, w>0 and d>=0. Return NaN if undefined.
- md = true(size(F)) & v>0 & w>0 & d>=0;
- if any(~md(:))
- F(~md) = NaN;
- warning('Returning NaN for out of range arguments');
- end
- %-Compute where defined
- if ~any(md(:)), return, end
- Q = md;
- 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
- if xa(4), Qd=Q; else Qd=1; end
- a = exp(-d(Qd)/2);
- x = v(Qv) .* x(Qx) ./ (w(Qw) + v(Qv) .* x(Qx));
- F(Q) = a .* betainc(x(Qx), v(Qv)/2, w(Qw)/2);
- for i=1:1024
- a = a .* d(Qd) / (2 * i);
- % could use recursion with:
- % Ix(a+1,b)=Ix(a,b)-G(a+b)/(G(a+1)*G(b))*x^a*(1-x)^b and G(a+1)=a*G(a)
- e = a .* betainc(x(Qx), v(Qv)/2+i, w(Qw)/2);
- if max(e) < 1e-12, break; end
- F = F + e;
- end
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