-
Notifications
You must be signed in to change notification settings - Fork 1
/
spm_Ipdf.m
124 lines (114 loc) · 4.47 KB
/
spm_Ipdf.m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
function f = spm_Ipdf(x,n,p)
% Probability Distribution Function of Binomial distribution
% FORMAT f = spm_Ipdf(x,n,p)
%
% x - ordinates
% n - Binomial n
% p - Binomial p [Defaults to 0.5]
% f - PDF
%_______________________________________________________________________
%
% spm_Ipdf returns the Probability (Distribution) Function (PDF) for
% the Binomial family of distributions.
%
% Definition:
%-----------------------------------------------------------------------
% The Bin(n,p) distribution is the distribution of the number of
% successes from n identical independent Bernoulli trials each with
% success probability p. If random variable X is the number of
% successes from such a set of Bernoulli trials, then the PDF f(x) is
% Pr{X=x}, defined for whole n (i.e. non-negative integer n) and
% p in [0,1], given by: (See Evans et al., Ch6)
%
% { nCx * p^x * (1-p)^(n-x) for x=0,1,...,n
% f(x) = |
% { 0 otherwise
%
% where nCx is the Binomial coefficient "n-choose-x", given by n!/(x!(n-x)!).
%
% Algorithm:
%-----------------------------------------------------------------------
% For vary small n, nCx can be computed naively as the ratio of
% factorials, using gamma(n+1) to return n!. For moderately sized n, n!
% (& x! &/or (n-x)!) become very large, and naive computation isn't
% possible. Direct computation is always possible upon noting that the
% expression cancels down to the product of x fractions:
%
% n! n n-1 n-(x-1)
% --------- = - x --- x ... x -------
% n! (n-x)! x x-1 1
%
% Unfortunately this cunning computation (given at the end of this
% function) is difficult to vectorise. Therefore we compute via the log
% of nCx as e^(ln(n!)-ln(x!)-ln((n-x)!), using the special function
% gammaln:
%
% nCx = exp( gammaln(n+1) - gammaln(x+1) - gammaln(n-x+1) )
%
% The result is rounded to cope with roundoff error for smaller values
% of n & x. See Press et al., Sec6.1 for further details.
%
% 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
%
%_______________________________________________________________________
% @(#)spm_Ipdf.m 2.2 Andrew Holmes 99/04/26
%-Format arguments, note & check sizes
%-----------------------------------------------------------------------
if nargin<3, p=0.5; end
if nargin<2, error('Insufficient arguments'), end
ad = [ndims(x);ndims(n);ndims(p)];
rd = max(ad);
as = [ [size(x),ones(1,rd-ad(1))];...
[size(n),ones(1,rd-ad(2))];...
[size(p),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 whole n, and for p in [0,1]. Return NaN if undefined.
md = ( ones(size(x)) & n==floor(n) & n>=0 & p>=0 & p<=1 );
if any(~md(:)), f(~md) = NaN;
warning('Returning NaN for out of range arguments'), end
%-Non-zero only where defined and x is whole with 0<=x<=n
Q = find( md & x==floor(x) & n>=x & x>=0 );
if isempty(Q), return, end
if xa(1), Qx=Q; else Qx=1; end
if xa(2), Qn=Q; else Qn=1; end
if xa(3), Qp=Q; else Qp=1; end
%-Compute
f(Q) = round(exp(gammaln(n(Qn)+1) -gammaln(x(Qx)+1) - gammaln(n(Qn)-x(Qx)+1)));
f(Q) = f(Q).* p(Qp).^x(Qx) .* (1-p(Qp)).^(n(Qn)-x(Qx));
%-Return
%-----------------------------------------------------------------------
return
%=======================================================================
%-Direct computation method: (For interest)
%=======================================================================
% The following cunning direct computation is faster than using log
% gammas, but is rather difficult to vectorise.
%q=1-p;
%if r<n/2
% %-better for small r (less terms) / small p (smaller numbers)
% %---------------------------------------------------------------
% f=prod([[n:-1:n-r+1]*p,1]./[r:-1:1,1])*q^(n-r);
%else
% %-better for large r (less terms) / small q (smaller numbers)
% %---------------------------------------------------------------
% f=prod([[n:-1:r+1]*q,1]./[n-r:-1:1,1])*p^r;
%end