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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: exponential_pdf (x, lambda) |
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18 ## |
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19 ## For each element of x, compute the probability density function (PDF) |
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20 ## of the exponential distribution with parameter lambda. |
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21 |
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22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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23 ## Description: PDF of the exponential distribution |
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24 |
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25 function pdf = exponential_pdf (x, l) |
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26 |
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27 if (nargin != 2) |
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28 usage ("exponential_pdf (x, lambda)"); |
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29 endif |
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30 |
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31 [retval, x, l] = common_size (x, l); |
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32 if (retval > 0) |
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33 error (["exponential_pdf: ", ... |
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34 "x and lambda must be of common size or scalar"]); |
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35 endif |
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36 |
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37 [r, c] = size (x); |
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38 s = r * c; |
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39 x = reshape (x, 1, s); |
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40 l = reshape (l, 1, s); |
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41 pdf = zeros (1, s); |
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42 |
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43 k = find (!(l > 0) | isnan (x)); |
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44 if any (k) |
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45 pdf(k) = NaN * ones (1, length (k)); |
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46 endif |
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47 |
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48 k = find ((x > 0) & (x < Inf) & (l > 0)); |
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49 if any (k) |
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50 pdf(k) = l(k) .* exp (- l(k) .* x(k)); |
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51 endif |
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52 |
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53 pdf = reshape (pdf, r, c); |
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54 |
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55 endfunction |