function F = spm_Pcdf(x,l) % Cumulative Distribution Function (PDF) of Poisson distribution % FORMAT F = spm_Ppdf(x,l) % % x - ordinates % l - Poisson mean parameter (lambda l>0) [Defaults to 1] % F - Poisson CDF %__________________________________________________________________________ % % spm_Pcdf implements the Cumulative Distribution Function of the % Poisson distribution. % % Definition: %-------------------------------------------------------------------------- % The Poisson Po(l) distribution is the distribution of the number of % events in unit time for a stationary Poisson process with mean % parameter lambda=1, or equivalently rate 1/l. If random variable X is % the number of such events, then X~Po(l), and the CDF F(x) is % Pr({X<=x}. % % F(x) is defined for strictly positive l, given by: (See Evans et al., Ch31) % % { 0 for x<0 % | _ floor(x) % f(rx = | > l^i * exp(-l) / i!) for x>=0 % { - i=0 % % Algorithm: %-------------------------------------------------------------------------- % F(x), the CDF of the Poisson distribution, for X~Po(l), is related % to the incomplete gamma function, by: % % F(x) = 1 - gammainc(l,x+1) (x>=0) % % See Press et al., Sec6.2 for further details. % % Normal approximation: %-------------------------------------------------------------------------- % For large lambda the normal approximation Y~:~N(l,l) may be used. % With continuity correction this gives % F(x) ~=~ Phi((x+.5-l)/sqrt(l)) % where Phi is the standard normal CDF, and ~=~ means "appox. =". % % 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) 1996-2011 Wellcome Trust Centre for Neuroimaging % Andrew Holmes % $Id: spm_Pcdf.m 4182 2011-02-01 12:29:09Z guillaume $ %-Format arguments, note & check sizes %-------------------------------------------------------------------------- if nargin<2, l=1; end if nargin<1, error('Insufficient arguments'), end ad = [ndims(x);ndims(l)]; rd = max(ad); as = [[size(x),ones(1,rd-ad(1))];... [size(l),ones(1,rd-ad(2))];]; rs = max(as); xa = prod(as,2)>1; if all(xa) && any(diff(as(xa,:))) error('non-scalar args must match in size'); end %-Computation %-------------------------------------------------------------------------- %-Initialise result to zeros F = zeros(rs); %-Only defined for l>0. Return NaN if undefined. md = ( ones(size(x)) & l>0 ); if any(~md(:)) F(~md) = NaN; warning('SPM:outOfRangePoisson',... 'Returning NaN for out of range arguments'); end %-Non-zero only 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), Ql=Q; else Ql=1; end %-Compute F(Q) = 1 - gammainc(l(Ql),x(Qx)+1);