beta_cdf.m

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a c

## 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:  beta_cdf (x, a, b)
##
## For each element of x, returns the CDF at x of the beta distribution
## with parameters a and b, i.e., PROB( beta(a,b) <= x).

## Author:  KH <[e-mail]>
## Description:  CDF of the Beta distribution

function cdf = beta_cdf (x, a, b)
  
  if (nargin != 3)
    usage ("beta_cdf (a, b, x)");
  endif

  [retval, x, a, b] = common_size (x, a, b);
  if (retval > 0)
    error ("beta_cdf:  x, a and b must be of common size or scalar");
  endif
  
  [r, c] = size (x);
  s = r * c;
  x   = reshape (x, s, 1);
  a   = reshape (a, s, 1);
  b   = reshape (b, s, 1);
  cdf = zeros (s, 1);
  
  k = find (!(a > 0) | !(b > 0) | isnan (x));
  if any (k)
    cdf (k) = NaN * ones (length (k), 1);
  endif
  
  k = find ((x >= 1) & (a > 0) & (b > 0));
  if any (k)
    cdf (k) = ones (length (k), 1);
  endif
  
  k = find ((x > 0) & (x < 1) & (a > 0) & (b > 0));
  if any (k)
    cdf (k) = betai (a(k), b(k), x(k));
  endif
  
  cdf = reshape (cdf, r, c);
  
endfunction