function F = spm_Gcdf(x,h,l) % Cumulative Distribution Function (CDF) of Gamma distribution % FORMAT F = spm_Gcdf(x,h,l) % % x - Gamma-variate (Gamma has range [0,Inf) ) % h - Shape parameter (h>0) % l - Scale parameter (l>0) % F - CDF of Gamma-distribution with shape & scale parameters h & l %__________________________________________________________________________ % % spm_Gcdf implements the Cumulative Distribution of the Gamma-distribution. % % Definition: %-------------------------------------------------------------------------- % The CDF F(x) of the Gamma distribution with shape parameter h and % scale l is the probability that a realisation of a Gamma random % variable X has value less than x F(x)=Pr{X0 & l>0 and for x in [0,Inf) (See Evans % et al., Ch18, but note that this reference uses the alternative % parameterisation of the Gamma with scale parameter c=1/l) % % Variate relationships: (Evans et al., Ch18 & Ch8) %-------------------------------------------------------------------------- % For natural (strictly +ve integer) shape h this is an Erlang distribution. % % The Standard Gamma distribution has a single parameter, the shape h. % The scale taken as l=1. % % The Chi-squared distribution with v degrees of freedom is equivalent % to the Gamma distribution with scale parameter 1/2 and shape parameter v/2. % % Algorithm: %-------------------------------------------------------------------------- % The CDF of the Gamma distribution with scale parameter l and shape h % is related to the incomplete Gamma function by % % F(x) = gammainc(l*x,h) % % See Abramowitz & Stegun, 6.5.1; Press et al., Sec6.2 for definitions % of the incomplete Gamma function. The relationship is easily verified % by substituting for t/c in the integral, where c=1/l. % % MATLAB's implementation of the incomplete gamma function is used. % % 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) 1992-2011 Wellcome Trust Centre for Neuroimaging % Andrew Holmes % $Id: spm_Gcdf.m 4182 2011-02-01 12:29:09Z guillaume $ %-Format arguments, note & check sizes %-------------------------------------------------------------------------- if nargin<3, error('Insufficient arguments'), end ad = [ndims(x);ndims(h);ndims(l)]; rd = max(ad); as = [ [size(x),ones(1,rd-ad(1))];... [size(h),ones(1,rd-ad(2))];... [size(l),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 h & l. Return NaN if undefined. md = ( ones(size(x)) & h>0 & l>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), Qh=Q; else Qh=1; end if xa(3), Ql=Q; else Ql=1; end %-Compute F(Q) = gammainc(l(Ql).*x(Qx),h(Qh));