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 & Stegun Table 26.8 
% 
%   See also CHISQUARED_TABLE 
% 
%Peter R. Shaw, WHOI 
 
% References: Press et al., Numerical Recipes, Cambridge, 1986; 
% Abramowitz & 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