HMM MATLAB工具箱

From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/ Chi-squared probability function. Abstract m-files to compute the Chi-squared probability function, and the percentage points of the probability function. P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability of observing a chi-squared value <= X2 with v degrees of freedom. This is the probability that the sum of squares of v unit-variance normally-distributed random variables is <= X2. Conversely: X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of chi-squared corresponding to v degrees of freedom and probability P. In reference textbooks, what is normally tabulated are the percentage points of the chi-squared distribution; thus, one would use CHISQUARED_TABLE rather than interpolate such a table. References: Press et al., Numerical Recipes, Cambridge, 1986; Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972; Table 26.8 Peter R. Shaw Woods Hole Oceanographic Institution, Woods Hole, MA 02543 (508) 457-2000 ext. 2473 pshaw@whoi.edu --FILES GENERATED-- README_chisq chisquared_prob.m (function) -- chi-squared probability function chisquared_table.m (function) -- "percentage points" (i.e., inverse) of chi-squared probability function chiaux.m (function) -- auxiliary fn. used by chisquared_table