X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ftcdf.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Ftcdf.m;h=c026d99de1566476c9aa59b880a380f7b7ea2d79;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278

diff --git a/octave_packages/m/statistics/distributions/tcdf.m b/octave_packages/m/statistics/distributions/tcdf.m
new file mode 100644
index 0000000..c026d99
--- /dev/null
+++ b/octave_packages/m/statistics/distributions/tcdf.m
@@ -0,0 +1,94 @@
+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2012 Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} tcdf (@var{x}, @var{n})
+## For each element of @var{x}, compute the cumulative distribution
+## function (CDF) at @var{x} of the t (Student) distribution with
+## @var{n} degrees of freedom, i.e., PROB (t(@var{n}) @leq{} @var{x}).
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@wu-wien.ac.at>
+## Description: CDF of the t distribution
+
+function cdf = tcdf (x, n)
+
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  if (!isscalar (n))
+    [retval, x, n] = common_size (x, n);
+    if (retval > 0)
+      error ("tcdf: X and N must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (n))
+    error ("tcdf: X and N must not be complex");
+  endif
+
+  if (isa (x, "single") || isa (n, "single"))
+    cdf = zeros (size (x), "single");
+  else
+    cdf = zeros (size (x));
+  endif
+
+  k = !isinf (x) & (n > 0);
+  if (isscalar (n))
+    cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 / n), n/2, 1/2) / 2;
+  else
+    cdf(k) = betainc (1 ./ (1 + x(k) .^ 2 ./ n(k)), n(k)/2, 1/2) / 2;
+  endif
+  k &= (x > 0);
+  if (any (k(:)))
+    cdf(k) = 1 - cdf(k);
+  endif
+
+  k = isnan (x) | !(n > 0);
+  cdf(k) = NaN;
+
+  k = (x == Inf) & (n > 0);
+  cdf(k) = 1;
+
+endfunction
+
+
+%!shared x,y
+%! x = [-Inf 0 1 Inf];
+%! y = [0 1/2 3/4 1];
+%!assert(tcdf (x, ones(1,4)), y, eps);
+%!assert(tcdf (x, 1), y, eps);
+%!assert(tcdf (x, [0 1 NaN 1]), [NaN 1/2 NaN 1], eps);
+%!assert(tcdf ([x(1:2) NaN x(4)], 1), [y(1:2) NaN y(4)], eps);
+
+%% Test class of input preserved
+%!assert(tcdf ([x, NaN], 1), [y, NaN], eps);
+%!assert(tcdf (single([x, NaN]), 1), single([y, NaN]), eps("single"));
+%!assert(tcdf ([x, NaN], single(1)), single([y, NaN]), eps("single"));
+
+%% Test input validation
+%!error tcdf ()
+%!error tcdf (1)
+%!error tcdf (1,2,3)
+%!error tcdf (ones(3),ones(2))
+%!error tcdf (ones(2),ones(3))
+%!error tcdf (i, 2)
+%!error tcdf (2, i)
+