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gsa: corrcoef: add missing function from octave forge nan package, #796

time-shift
Houtan Bastani 2014-11-25 11:25:20 +01:00
parent fdeb0d5d7c
commit 97e93941c5
2 changed files with 63 additions and 1 deletions
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2
license.txt
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@ -86,7 +86,7 @@ Copyright: 2007 Muthiah Annamalai <muthiah.annamalai@uta.edu>
License: GPL-3+
Files: matlab/missing/corrcoef/corrcoef.m matlab/missing/corrcoef/sumskipnan.m
matlab/missing/corrcoef/flag_implicit_skip_nan.m
matlab/missing/corrcoef/flag_implicit_skip_nan.m matlab/missing/corrcoef/tcdf.m
Copyright: 2000-2005,2008,2009,2011 by Alois Schloegl <alois.schloegl@gmail.com>
2014 Dynare Team
License: GPL-3+

62
matlab/missing/corrcoef/tcdf.m Normal file
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@ -0,0 +1,62 @@
function p = tcdf(x,n)
% TCDF returns student cumulative distribtion function
%
% cdf = tcdf(x,DF);
%
% Computes the CDF of the students distribution
% with DF degrees of freedom
% x,DF must be matrices of same size, or any one can be a scalar.
%
% see also: NORMCDF, TPDF, TINV
% Reference(s):
% $Id: tcdf.m 9033 2011-11-08 20:58:07Z schloegl $
% Copyright (C) 2000-2003,2009 by Alois Schloegl <alois.schloegl@gmail.com>
% Copyright (C) 2014 Dynare Team
% This is part of the NaN-toolbox. For more details see
% http://pub.ist.ac.at/~schloegl/matlab/NaN/
% 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 3 of the License, 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 program; If not, see <http://www.gnu.org/licenses/>.
% check size of arguments
if all(size(x)==1)
x = repmat(x,size(n));
elseif all(size(n)==1)
n = repmat(n,size(x));
elseif all(size(x)==size(n))
; %% OK, do nothing
else
error('size of input arguments must be equal or scalar')
end;
% allocate memory
p = zeros(size(x));
p((x==Inf) & (n>0)) = 1;
% workaround for invalid arguments in BETAINC
ix = isnan(x) | ~(n>0);
p(ix)= NaN;
ix = (x > -Inf) & (x < Inf) & (n > 0);
p(ix) = betainc (n(ix) ./ (n(ix) + x(ix).^2), n(ix)/2, 1/2) / 2;
ix = find(x>0);
p(ix) = 1 - p(ix);
% shape output
p = reshape(p,size(x));
%!assert(tcdf(NaN,4),NaN)