contents_chi.m

来自「kriging算法」· M 代码 · 共 40 行

%	Chi-squared probability function.
%
% M-files to compute the Chi-squared probability function, and
% the percentage points of the probability function.
%
% P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability
% of observing a chi-squared value <= X2 with v degrees of freedom.
% This is the probability that the sum of squares of v unit-variance
% normally-distributed random variables is <= X2.
%
% Conversely:
% X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of
% chi-squared corresponding to v degrees of freedom and probability P.
%
% In reference textbooks, what is normally tabulated are the
% percentage points of the chi-squared distribution; thus, one
% would use CHISQUARED_TABLE rather than interpolate such a table. 
%
% References: Press et al., Numerical Recipes, Cambridge, 1986;
% Abramowitz & Stegun, Handbook of Mathematical Functions,
% Dover, 1972;  Table 26.8
%
% Peter R. Shaw
% Woods Hole Oceanographic Institution, Woods Hole, MA 02543
% [phone] ext. 2473
% [e-mail]
%
% --FILES GENERATED--
% README_chisq
% chisquared_prob.m  (function) -- chi-squared probability function
% chisquared_table.m  (function) -- "percentage points" (i.e., inverse)
%                                   of chi-squared probability function
% chiaux.m (function) -- auxiliary fn. used by chisquared_table
%
% New names
%   readme.m
%   chiprob.m  
%   chitable.m
%   chiaux.m
%