Mercurial > octave-nkf
view scripts/statistics/distributions/gamma_pdf.m @ 3962:e39b0ee1da6c
[project @ 2002-06-27 14:14:08 by jwe]
author | jwe |
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date | Thu, 27 Jun 2002 14:14:09 +0000 |
parents | 38c61cbf086c |
children | 2168f4a0e88d |
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## Copyright (C) 1995, 1996, 1997 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 2, 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, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} gamma_pdf (@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 parameters @var{a} ## and @var{b}. ## @end deftypefn ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> ## Description: PDF of the Gamma distribution function pdf = gamma_pdf (x, a, b) if (nargin != 3) usage ("gamma_pdf (x, a, b)"); endif [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ("gamma_pdf: x, a and b must be of common size or scalars"); endif [r, c] = size (x); s = r * c; x = reshape (x, s, 1); a = reshape (a, s, 1); b = reshape (b, s, 1); pdf = zeros (s, 1); k = find (!(a > 0) | !(b > 0) | isnan (x)); if (any (k)) pdf (k) = NaN * ones (length (k), 1); endif k = find ((x > 0) & (a > 0) & (a <= 1) & (b > 0)); if (any (k)) pdf(k) = ((b(k) .^ a(k)) .* (x(k) .^ (a(k) - 1)) .* exp(-b(k) .* x(k)) ./ gamma (a(k))); endif k = find ((x > 0) & (a > 1) & (b > 0)); if (any (k)) pdf(k) = exp (a(k) .* log (b(k)) + (a(k)-1) .* log (x(k)) - b(k) .* x(k) - lgamma (a(k))); endif pdf = reshape (pdf, r, c); endfunction