function x = spm_invPcdf(F,l) % Inverse Cumulative Distribution Function (CDF) of Poisson distribution % FORMAT x = spm_invPcdf(F,l) % % F - CDF (lower tail p-value) % x - ordinates % l - Poisson mean parameter (lambda l>0) [Defaults to 1] %__________________________________________________________________________ % % spm_invPcdf returns the inverse Cumulative Distribution Function for % the Poisson family of distributions. % % 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}. % % The Poisson distribution is discrete, defined for l in [0,Inf) and x % in {0,1,...}, so F(x) is a discrete function. This inverse CDF % function returns the smallest Whole x such that the F(x) equals or % exceeds the given CDF probability F. I.e. F(x) is treated as a step % function. % % Algorithm: %-------------------------------------------------------------------------- % x is found by direct summation of the Poisson PDFs until F is exceeded. % % 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_invPcdf.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(F);ndims(l)]; rd = max(ad); as = [[size(F),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 x = zeros(rs); %-Only defined for F in [0,1] & l>0 & . Return NaN if undefined. md = ( F>=0 & F<=1 & l>0 ); if any(~md(:)) x(~md) = NaN; warning('Returning NaN for out of range arguments'); end %-Infinite where defined but F=1 mi = ( F==1 ); x(md&mi) = Inf; %-Non-zero only where defined, & F>0 Q = find( md & ~mi & F>0 ); if isempty(Q), return, end if xa(1), QF=Q; else QF=1; end if xa(2), Ql=Q; else Ql=1; end %-Compute by directly summing Poisson PDF's for successive x & comparing with F tx = 0; Ftx = spm_Ppdf(tx,l(Ql)); while any(F(QF)>Ftx) tx = tx+1; i = find(Ftx