## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: t_cdf (x, n) ## ## For each element of x, compute the CDF at x of the Student (t) ## distribution with n degrees of freedom, i.e., PROB( t(n) <= x ). ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: CDF of the t distribution function cdf = t_cdf (x, n) if (nargin != 2) usage ("t_cdf (x, n)"); endif [retval, x, n] = common_size (x, n); if (retval > 0) error ("t_cdf: x and n must be of common size or scalar"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); n = reshape (n, 1, s); cdf = zeros (1, s); k = find (isnan (x) | !(n > 0)); if any (k) cdf(k) = NaN * ones (1, length (k)); endif k = find ((x == Inf) & (n > 0)); if any (k) cdf(k) = ones (1, length (k)); endif k = find ((x > -Inf) & (x < Inf) & (n > 0)); if any (k) cdf(k) = betai (n(k) / 2, 1 / 2, 1 ./ (1 + x(k) .^ 2 ./ n(k))) / 2; ind = find (x(k) > 0); if any (ind) cdf(k(ind)) = 1 - cdf(k(ind)); endif endif ## should we really only allow for positive integer n? k = find (n != round (n)); if any (k) fprintf (stderr, ... "WARNING: n should be positive integer\n"); cdf(k) = NaN * ones (1, length (k)); endif cdf = reshape (cdf, r, c); endfunction

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