Mercurial > octave-nkf
view scripts/statistics/distributions/gampdf.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 0c15fece33ad |
children | f3d52523cde1 |
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## Copyright (C) 2012 Rik Wehbring ## Copyright (C) 1995-2012 Kurt Hornik ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} gampdf (@var{x}, @var{a}, @var{b}) ## For each element of @var{x}, return the probability density function ## (PDF) at @var{x} of the Gamma distribution with shape parameter ## @var{a} and scale @var{b}. ## @end deftypefn ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> ## Description: PDF of the Gamma distribution function pdf = gampdf (x, a, b) if (nargin != 3) print_usage (); endif if (!isscalar (a) || !isscalar (b)) [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ("gampdf: X, A, and B must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (a) || iscomplex (b)) error ("gampdf: X, A, and B must not be complex"); endif if (isa (x, "single") || isa (a, "single") || isa (b, "single")) pdf = zeros (size (x), "single"); else pdf = zeros (size (x)); endif k = !(a > 0) | !(b > 0) | isnan (x); pdf(k) = NaN; k = (x >= 0) & (a > 0) & (a <= 1) & (b > 0); if (isscalar (a) && isscalar (b)) pdf(k) = (x(k) .^ (a - 1)) ... .* exp (- x(k) / b) / gamma (a) / (b ^ a); else pdf(k) = (x(k) .^ (a(k) - 1)) ... .* exp (- x(k) ./ b(k)) ./ gamma (a(k)) ./ (b(k) .^ a(k)); endif k = (x >= 0) & (a > 1) & (b > 0); if (isscalar (a) && isscalar (b)) pdf(k) = exp (- a * log (b) + (a-1) * log (x(k)) - x(k) / b - gammaln (a)); else pdf(k) = exp (- a(k) .* log (b(k)) + (a(k)-1) .* log (x(k)) - x(k) ./ b(k) - gammaln (a(k))); endif endfunction %!shared x,y %! x = [-1 0 0.5 1 Inf]; %! y = [0 exp(-x(2:end))]; %!assert(gampdf (x, ones(1,5), ones(1,5)), y); %!assert(gampdf (x, 1, ones(1,5)), y); %!assert(gampdf (x, ones(1,5), 1), y); %!assert(gampdf (x, [0 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN y(5)]); %!assert(gampdf (x, 1, [0 -Inf NaN Inf 1]), [NaN NaN NaN 0 y(5)]); %!assert(gampdf ([x, NaN], 1, 1), [y, NaN]); %% Test class of input preserved %!assert(gampdf (single([x, NaN]), 1, 1), single([y, NaN])); %!assert(gampdf ([x, NaN], single(1), 1), single([y, NaN])); %!assert(gampdf ([x, NaN], 1, single(1)), single([y, NaN])); %% Test input validation %!error gampdf () %!error gampdf (1) %!error gampdf (1,2) %!error gampdf (1,2,3,4) %!error gampdf (ones(3),ones(2),ones(2)) %!error gampdf (ones(2),ones(3),ones(2)) %!error gampdf (ones(2),ones(2),ones(3)) %!error gampdf (i, 2, 2) %!error gampdf (2, i, 2) %!error gampdf (2, 2, i)