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1 ## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} normpdf (@var{x}, @var{m}, @var{s}) |
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21 ## For each element of @var{x}, compute the probability density function |
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22 ## (PDF) at @var{x} of the normal distribution with mean @var{m} and |
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23 ## standard deviation @var{s}. |
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24 ## |
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25 ## Default values are @var{m} = 0, @var{s} = 1. |
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26 ## @end deftypefn |
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27 |
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28 ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> |
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29 ## Description: PDF of the normal distribution |
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30 |
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31 function pdf = normpdf (x, m, s) |
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32 |
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33 if (nargin != 1 && nargin != 3) |
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34 print_usage (); |
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35 endif |
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36 |
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37 if (nargin == 1) |
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38 m = 0; |
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39 s = 1; |
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40 endif |
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41 |
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42 if (!isscalar (m) || !isscalar (s)) |
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43 [retval, x, m, s] = common_size (x, m, s); |
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44 if (retval > 0) |
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45 error ("normpdf: x, m and s must be of common size or scalars"); |
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46 endif |
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47 endif |
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48 |
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49 sz = size (x); |
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50 pdf = zeros (sz); |
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51 |
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52 if (isscalar (m) && isscalar (s)) |
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53 if (find (isinf (m) | isnan (m) | !(s >= 0) | !(s < Inf))) |
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54 pdf = NaN * ones (sz); |
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55 else |
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56 pdf = stdnormal_pdf ((x - m) ./ s) ./ s; |
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57 endif |
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58 else |
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59 k = find (isinf (m) | isnan (m) | !(s >= 0) | !(s < Inf)); |
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60 if (any (k)) |
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61 pdf(k) = NaN; |
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62 endif |
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63 |
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64 k = find (!isinf (m) & !isnan (m) & (s >= 0) & (s < Inf)); |
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65 if (any (k)) |
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66 pdf(k) = stdnormal_pdf ((x(k) - m(k)) ./ s(k)) ./ s(k); |
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67 endif |
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68 endif |
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69 |
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70 pdf((s == 0) & (x == m)) = Inf; |
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71 pdf((s == 0) & ((x < m) | (x > m))) = 0; |
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72 |
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73 endfunction |