ftest.m

偏最小二乘算法在MATLAB中的实现

function fstat = ftest(p,n,d)
%FTEST Inverse F test
%  Calculates the F statistic given the probability point
%  (p) and the numerator (n) and denominator (d) degrees 
%  of freedom.  
%  I/O format is fstat = ftest(p,n,d); 

%  Based on a public domain stats toolbox
%  Modified by B.M. Wise November 1993
%  Modified by B.M. Wise December 1994
p = 1-p;
n = n/2;
d = d/2;
ic = 1;
xl = 0.0;
xr = 1.0;
fxl = -p;
fxr = 1.0 - p;
if fxl * fxr > 0
  error('probability not in the range(0,1) ')
else
  while ic < 30
	x = (xl + xr) * 0.5;
   	p1 = beta(x,n,d);
	fcs = p1 - p;
	if fcs * fxl > 0
	  xl = x;
	  fxl = fcs;
	else
	  xr = x;
	  fxr = fcs;
	end
	xrmxl = xr - xl;
	if xrmxl <= 0.0001 | abs(fcs) <= 1E-4
	  break
	else
	  ic = ic + 1;
   	end
  end
end
if ic == 30
  error(' failed to converge ')
end
% Inverted numerator and denominator 12-26-94
fstat = (d * x) / (n - n * x);