Description of tcrit

0001 function t_crit = tcrit(n,pval0)
0002 % function t_crit = tcrit(n,pval0)
0003 %
0004 % given the p-value pval0, the function givese the
0005 % critical value t_crit of the t-distribution with n degress of freedom
0006 %
0007 % Written by Marco Ratto
0008 % Joint Research Centre, The European Commission,
0009 % (http://eemc.jrc.ec.europa.eu/),
0010 % marco.ratto@jrc.it
0011 
0012 % Copyright (C) 2011-2012 Dynare Team
0013 %
0014 % This file is part of Dynare.
0015 %
0016 % Dynare is free software: you can redistribute it and/or modify
0017 % it under the terms of the GNU General Public License as published by
0018 % the Free Software Foundation, either version 3 of the License, or
0019 % (at your option) any later version.
0020 %
0021 % Dynare is distributed in the hope that it will be useful,
0022 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0023 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0024 % GNU General Public License for more details.
0025 %
0026 % You should have received a copy of the GNU General Public License
0027 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0028 
0029 
0030 if nargin==1 || isempty(pval0),
0031     pval0=0.05;
0032 end
0033 pval = [  0.10    0.05   0.025    0.01   0.005   0.001];
0034 pval0=max(pval0,min(pval));
0035 ncol=min(find(pval<=pval0))+1;
0036 
0037 t_crit=[
0038   1      3.078   6.314  12.706  31.821  63.657 318.313
0039   2      1.886   2.920   4.303   6.965   9.925  22.327
0040   3      1.638   2.353   3.182   4.541   5.841  10.215
0041   4      1.533   2.132   2.776   3.747   4.604   7.173
0042   5      1.476   2.015   2.571   3.365   4.032   5.893
0043   6      1.440   1.943   2.447   3.143   3.707   5.208
0044   7      1.415   1.895   2.365   2.998   3.499   4.782
0045   8      1.397   1.860   2.306   2.896   3.355   4.499
0046   9      1.383   1.833   2.262   2.821   3.250   4.296
0047  10      1.372   1.812   2.228   2.764   3.169   4.143
0048  11      1.363   1.796   2.201   2.718   3.106   4.024
0049  12      1.356   1.782   2.179   2.681   3.055   3.929
0050  13      1.350   1.771   2.160   2.650   3.012   3.852
0051  14      1.345   1.761   2.145   2.624   2.977   3.787
0052  15      1.341   1.753   2.131   2.602   2.947   3.733
0053  16      1.337   1.746   2.120   2.583   2.921   3.686
0054  17      1.333   1.740   2.110   2.567   2.898   3.646
0055  18      1.330   1.734   2.101   2.552   2.878   3.610
0056  19      1.328   1.729   2.093   2.539   2.861   3.579
0057  20      1.325   1.725   2.086   2.528   2.845   3.552
0058  21      1.323   1.721   2.080   2.518   2.831   3.527
0059  22      1.321   1.717   2.074   2.508   2.819   3.505
0060  23      1.319   1.714   2.069   2.500   2.807   3.485
0061  24      1.318   1.711   2.064   2.492   2.797   3.467
0062  25      1.316   1.708   2.060   2.485   2.787   3.450
0063  26      1.315   1.706   2.056   2.479   2.779   3.435
0064  27      1.314   1.703   2.052   2.473   2.771   3.421
0065  28      1.313   1.701   2.048   2.467   2.763   3.408
0066  29      1.311   1.699   2.045   2.462   2.756   3.396
0067  30      1.310   1.697   2.042   2.457   2.750   3.385
0068  31      1.309   1.696   2.040   2.453   2.744   3.375
0069  32      1.309   1.694   2.037   2.449   2.738   3.365
0070  33      1.308   1.692   2.035   2.445   2.733   3.356
0071  34      1.307   1.691   2.032   2.441   2.728   3.348
0072  35      1.306   1.690   2.030   2.438   2.724   3.340
0073  36      1.306   1.688   2.028   2.434   2.719   3.333
0074  37      1.305   1.687   2.026   2.431   2.715   3.326
0075  38      1.304   1.686   2.024   2.429   2.712   3.319
0076  39      1.304   1.685   2.023   2.426   2.708   3.313
0077  40      1.303   1.684   2.021   2.423   2.704   3.307
0078  41      1.303   1.683   2.020   2.421   2.701   3.301
0079  42      1.302   1.682   2.018   2.418   2.698   3.296
0080  43      1.302   1.681   2.017   2.416   2.695   3.291
0081  44      1.301   1.680   2.015   2.414   2.692   3.286
0082  45      1.301   1.679   2.014   2.412   2.690   3.281
0083  46      1.300   1.679   2.013   2.410   2.687   3.277
0084  47      1.300   1.678   2.012   2.408   2.685   3.273
0085  48      1.299   1.677   2.011   2.407   2.682   3.269
0086  49      1.299   1.677   2.010   2.405   2.680   3.265
0087  50      1.299   1.676   2.009   2.403   2.678   3.261
0088  51      1.298   1.675   2.008   2.402   2.676   3.258
0089  52      1.298   1.675   2.007   2.400   2.674   3.255
0090  53      1.298   1.674   2.006   2.399   2.672   3.251
0091  54      1.297   1.674   2.005   2.397   2.670   3.248
0092  55      1.297   1.673   2.004   2.396   2.668   3.245
0093  56      1.297   1.673   2.003   2.395   2.667   3.242
0094  57      1.297   1.672   2.002   2.394   2.665   3.239
0095  58      1.296   1.672   2.002   2.392   2.663   3.237
0096  59      1.296   1.671   2.001   2.391   2.662   3.234
0097  60      1.296   1.671   2.000   2.390   2.660   3.232
0098  61      1.296   1.670   2.000   2.389   2.659   3.229
0099  62      1.295   1.670   1.999   2.388   2.657   3.227
0100  63      1.295   1.669   1.998   2.387   2.656   3.225
0101  64      1.295   1.669   1.998   2.386   2.655   3.223
0102  65      1.295   1.669   1.997   2.385   2.654   3.220
0103  66      1.295   1.668   1.997   2.384   2.652   3.218
0104  67      1.294   1.668   1.996   2.383   2.651   3.216
0105  68      1.294   1.668   1.995   2.382   2.650   3.214
0106  69      1.294   1.667   1.995   2.382   2.649   3.213
0107  70      1.294   1.667   1.994   2.381   2.648   3.211
0108  71      1.294   1.667   1.994   2.380   2.647   3.209
0109  72      1.293   1.666   1.993   2.379   2.646   3.207
0110  73      1.293   1.666   1.993   2.379   2.645   3.206
0111  74      1.293   1.666   1.993   2.378   2.644   3.204
0112  75      1.293   1.665   1.992   2.377   2.643   3.202
0113  76      1.293   1.665   1.992   2.376   2.642   3.201
0114  77      1.293   1.665   1.991   2.376   2.641   3.199
0115  78      1.292   1.665   1.991   2.375   2.640   3.198
0116  79      1.292   1.664   1.990   2.374   2.640   3.197
0117  80      1.292   1.664   1.990   2.374   2.639   3.195
0118  81      1.292   1.664   1.990   2.373   2.638   3.194
0119  82      1.292   1.664   1.989   2.373   2.637   3.193
0120  83      1.292   1.663   1.989   2.372   2.636   3.191
0121  84      1.292   1.663   1.989   2.372   2.636   3.190
0122  85      1.292   1.663   1.988   2.371   2.635   3.189
0123  86      1.291   1.663   1.988   2.370   2.634   3.188
0124  87      1.291   1.663   1.988   2.370   2.634   3.187
0125  88      1.291   1.662   1.987   2.369   2.633   3.185
0126  89      1.291   1.662   1.987   2.369   2.632   3.184
0127  90      1.291   1.662   1.987   2.368   2.632   3.183
0128  91      1.291   1.662   1.986   2.368   2.631   3.182
0129  92      1.291   1.662   1.986   2.368   2.630   3.181
0130  93      1.291   1.661   1.986   2.367   2.630   3.180
0131  94      1.291   1.661   1.986   2.367   2.629   3.179
0132  95      1.291   1.661   1.985   2.366   2.629   3.178
0133  96      1.290   1.661   1.985   2.366   2.628   3.177
0134  97      1.290   1.661   1.985   2.365   2.627   3.176
0135  98      1.290   1.661   1.984   2.365   2.627   3.175
0136  99      1.290   1.660   1.984   2.365   2.626   3.175
0137 100      1.290   1.660   1.984   2.364   2.626   3.174
0138 inf        1.282   1.645   1.960   2.326   2.576   3.090
0139 ];
0140 
0141 if n<=100,
0142     t_crit=t_crit(n,ncol);
0143 else
0144     t_crit=t_crit(end,ncol);
0145 end
tcrit

PURPOSE

SYNOPSIS

DESCRIPTION

CROSS-REFERENCE INFORMATION

SOURCE CODE
