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maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents 583830ce6afa
children f3d52523cde1
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72c96de7a403 maint: update copyright notices for 2012
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2012 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} tpdf (@var{x}, @var{n})
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22 ## For each element of @var{x}, compute the probability density function
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23 ## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n}
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24 ## degrees of freedom.
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25 ## @end deftypefn
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26
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27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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28 ## Description: PDF of the t distribution
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29
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30 function pdf = tpdf (x, n)
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31
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32 if (nargin != 2)
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33 print_usage ();
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34 endif
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35
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36 if (!isscalar (n))
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37 [retval, x, n] = common_size (x, n);
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38 if (retval > 0)
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39 error ("tpdf: X and N must be of common size or scalars");
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40 endif
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41 endif
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42
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43 if (iscomplex (x) || iscomplex (n))
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44 error ("tpdf: X and N must not be complex");
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45 endif
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46
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47 if (isa (x, "single") || isa (n, "single"))
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48 pdf = zeros (size (x), "single");
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49 else
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50 pdf = zeros (size (x));
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51 endif
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52
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53 k = isnan (x) | !(n > 0) | !(n < Inf);
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54 pdf(k) = NaN;
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55
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56 k = !isinf (x) & !isnan (x) & (n > 0) & (n < Inf);
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57 if (isscalar (n))
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58 pdf(k) = (exp (- (n + 1) * log (1 + x(k) .^ 2 / n)/2)
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59 / (sqrt (n) * beta (n/2, 1/2)));
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60 else
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61 pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2)
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62 ./ (sqrt (n(k)) .* beta (n(k)/2, 1/2)));
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63 endif
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64
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65 endfunction
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66
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67
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68 %!test
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69 %! x = rand (10,1);
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70 %! y = 1./(pi * (1 + x.^2));
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71 %! assert(tpdf (x, 1), y, 5*eps);
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72
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73 %!shared x,y
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74 %! x = [-Inf 0 0.5 1 Inf];
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75 %! y = 1./(pi * (1 + x.^2));
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76 %!assert(tpdf (x, ones(1,5)), y, eps);
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77 %!assert(tpdf (x, 1), y, eps);
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78 %!assert(tpdf (x, [0 NaN 1 1 1]), [NaN NaN y(3:5)], eps);
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79
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80 %% Test class of input preserved
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81 %!assert(tpdf ([x, NaN], 1), [y, NaN], eps);
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82 %!assert(tpdf (single([x, NaN]), 1), single([y, NaN]), eps("single"));
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83 %!assert(tpdf ([x, NaN], single(1)), single([y, NaN]), eps("single"));
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84
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85 %% Test input validation
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86 %!error tpdf ()
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87 %!error tpdf (1)
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88 %!error tpdf (1,2,3)
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89 %!error tpdf (ones(3),ones(2))
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90 %!error tpdf (ones(2),ones(3))
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91 %!error tpdf (i, 2)
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92 %!error tpdf (2, i)
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93