www.pudn.com > HMM1.zip > chisquared_prob.m
function P = chisquared_prob(X2,v)
>CHISQUARED_PROB computes the chi-squared 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.
> X2 and v may be matrices of the same size size, or either
> may be a scalar.
>
> e.g., CHISQUARED_PROB(5.99,2) returns 0.9500, verifying the
> 95> confidence bound for 2 degrees of freedom. This is also
> cross-checked in, e.g., Abramowitz &amt; Stegun Table 26.8
>
> See also CHISQUARED_TABLE
>
>Peter R. Shaw, WHOI
> References: Press et al., Numerical Recipes, Cambridge, 1986;
> Abramowitz &amt; Stegun, Handbook of Mathematical Functions, Dover, 1972.
> Peter R. Shaw, Woods Hole Oceanographic Institution
> Woods Hole, MA 02543
> (508) 457-2000 ext. 2473 pshaw@whoi.edu
> March, 1990; fixed Oct 1992 for version 4
> Computed using the Incomplete Gamma function,
> as given by Press et al. (Recipes) eq. (6.2.17)
> Following nonsense is necessary from Matlab version 3 -> version 4
versn_str=version; eval(['versn=' versn_str(1) ';']);
if versn<=3, >sigh
P = gamma(v/2, X2/2);
else
P = gammainc(X2/2, v/2);
end