Mercurial > octave-nkf
view scripts/statistics/distributions/tpdf.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 | 583830ce6afa |
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} {} tpdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n} ## degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the t distribution function pdf = tpdf (x, n) if (nargin != 2) print_usage (); endif if (!isscalar (n)) [retval, x, n] = common_size (x, n); if (retval > 0) error ("tpdf: X and N must be of common size or scalars"); endif endif if (iscomplex (x) || iscomplex (n)) error ("tpdf: X and N must not be complex"); endif if (isa (x, "single") || isa (n, "single")) pdf = zeros (size (x), "single"); else pdf = zeros (size (x)); endif k = isnan (x) | !(n > 0) | !(n < Inf); pdf(k) = NaN; k = !isinf (x) & !isnan (x) & (n > 0) & (n < Inf); if (isscalar (n)) pdf(k) = (exp (- (n + 1) * log (1 + x(k) .^ 2 / n)/2) / (sqrt (n) * beta (n/2, 1/2))); else pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2) ./ (sqrt (n(k)) .* beta (n(k)/2, 1/2))); endif endfunction %!test %! x = rand (10,1); %! y = 1./(pi * (1 + x.^2)); %! assert(tpdf (x, 1), y, 5*eps); %!shared x,y %! x = [-Inf 0 0.5 1 Inf]; %! y = 1./(pi * (1 + x.^2)); %!assert(tpdf (x, ones(1,5)), y, eps); %!assert(tpdf (x, 1), y, eps); %!assert(tpdf (x, [0 NaN 1 1 1]), [NaN NaN y(3:5)], eps); %% Test class of input preserved %!assert(tpdf ([x, NaN], 1), [y, NaN], eps); %!assert(tpdf (single([x, NaN]), 1), single([y, NaN]), eps("single")); %!assert(tpdf ([x, NaN], single(1)), single([y, NaN]), eps("single")); %% Test input validation %!error tpdf () %!error tpdf (1) %!error tpdf (1,2,3) %!error tpdf (ones(3),ones(2)) %!error tpdf (ones(2),ones(3)) %!error tpdf (i, 2) %!error tpdf (2, i)