function f = spm_Fpdf(x,v,w) % Probability Density Function (PDF) of F (Fisher-Snedecor) distribution % FORMAT f = spm_Fpdf(x,df) % FORMAT f = spm_Fpdf(x,v,w) % % x - F-variate (F has range [0,Inf) ) % df - Degrees of freedom, concatenated along last dimension % Eg. Scalar (or column vector) v & w. Then df=[v,w]; % v - Shape parameter 1 / numerator degrees of freedom (v>0) % w - Shape parameter 2 / denominator degrees of freedom (w>0) % f - PDF of F-distribution with [v,w] degrees of freedom at points x %__________________________________________________________________________ % % spm_Fpdf implements the Probability Density Function of the F-distribution. % % Definition: %-------------------------------------------------------------------------- % The PDF of the F-distribution with degrees of freedom v & w, defined % for positive integer degrees of freedom v>0 & w>0, and for x in % [0,Inf) by: (See Evans et al., Ch16) % % gamma((v+w)/2) * (v/w)^(v/2) x^(v/2-1) % f(x) = -------------------------------------------- % gamma(v/2)*gamma(w/2) * (1+(v/w)x)^((v+w)/2) % % Variate relationships: (Evans et al., Ch16 & 37) %-------------------------------------------------------------------------- % The square of a Student's t variate with w degrees of freedom is % distributed as an F-distribution with [1,w] degrees of freedom. % % For X an F-variate with v,w degrees of freedom, w/(w+v*X^2) has % distributed related to a Beta random variable with shape parameters % w/2 & v/2. % % Algorithm: %-------------------------------------------------------------------------- % Direct computation using the beta function for % gamma(v/2)*gamma(w/2) / gamma((v+w)/2) = beta(v/2,w/2) % % References: %-------------------------------------------------------------------------- % Evans M, Hastings N, Peacock B (1993) % "Statistical Distributions" % 2nd Ed. Wiley, New York % % Abramowitz M, Stegun IA, (1964) % "Handbook of Mathematical Functions" % US Government Printing Office % % Press WH, Teukolsky SA, Vetterling AT, Flannery BP (1992) % "Numerical Recipes in C" % Cambridge % %__________________________________________________________________________ % Copyright (C) 1994-2011 Wellcome Trust Centre for Neuroimaging % Andrew Holmes % $Id: spm_Fpdf.m 4182 2011-02-01 12:29:09Z guillaume $ %-Format arguments, note & check sizes %-------------------------------------------------------------------------- if nargin<2, error('Insufficient arguments'), end %-Unpack degrees of freedom v & w from single df parameter (v) if nargin<3 vs = size(v); if prod(vs)==2 %-DF is a 2-vector w = v(2); v = v(1); elseif vs(end)==2 %-DF has last dimension 2 - unpack v & w nv = prod(vs); w = reshape(v(nv/2+1:nv),vs(1:end-1)); v = reshape(v(1:nv/2) ,vs(1:end-1)); else error('Can''t unpack both df components from single argument') end end %-Check argument sizes ad = [ndims(x);ndims(v);ndims(w)]; rd = max(ad); as = [[size(x),ones(1,rd-ad(1))];... [size(v),ones(1,rd-ad(2))];... [size(w),ones(1,rd-ad(3))]]; rs = max(as); xa = prod(as,2)>1; if sum(xa)>1 && any(any(diff(as(xa,:)),1)) error('non-scalar args must match in size'); end %-Computation %-------------------------------------------------------------------------- %-Initialise result to zeros f = zeros(rs); %-Only defined for strictly positive v & w. Return NaN if undefined. md = ( ones(size(x)) & v>0 & w>0 ); if any(~md(:)) f(~md) = NaN; warning('Returning NaN for out of range arguments'); end %-Non-zero where defined and x>0 Q = find( md & x>0 ); if isempty(Q), return, end if xa(1), Qx=Q; else Qx=1; end if xa(2), Qv=Q; else Qv=1; end if xa(3), Qw=Q; else Qw=1; end %-Compute f(Q) = (v(Qv)./w(Qw)).^(v(Qv)/2) .* x(Qx).^(v(Qv)/2-1) ./ ... (1+(v(Qv)./w(Qw)).*x(Qx)).^((v(Qv)+w(Qw))/2) ./ ... beta(v(Qv)/2,w(Qw)/2);