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lyngby_cdf_fishersg

(export/lyngby/lyngby_cdf_fishersg.m)


Function Synopsis

P = lyngby_cdf_fishersg(g, n, varargin)

Help text

 lyngby_cdf_fishersg  - Cumulative distribution for Fisher's g

       P = lyngby_cdf_fishersg(g, n)
 
       Input:  g   Value where the function is evaluated
               n   Number of frequency components

       Output: P   Lower tail area

       Lower tail area in the probability density function of
       Fisher's g, - a statistics used in harmonic analysis/spectral
       analysis. 

       n is related to the number of data points by: 
               N = 2n + 1 (odd N)  or   N = 2n + 2 (even N)

       Example:
         N = 51;
         x = randn(1,N);                % Data, N(0,1)
         f = fft(x);
         p = abs(f(2:ceil(N/2))).^2;    % Scaled periodogram
         g = max(p)/sum(p);             % Fisher's g
         lyngby_cdf_fishersg(g, length(p))

       Ref: Fisher (1929), Proc Roy Soc A 125:54-59.
            Fisher (1940), Ann of Eugenics, 10:14-17 

       See also LYNGBY, LYNGBY_CDF_BETA, LYNGBY_CDF_CHI2,
                LYNGBY_CDF_GAUSS, LYNGBY_CDF_T, LYNGBY_CDF_WILRANK.  

 $Id: lyngby_cdf_fishersg.m,v 1.1 2003/02/11 17:15:19 fnielsen Exp $

Cross-Reference Information

This function is called by

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