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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: f_pdf (x, m, n) |
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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 ## at x of the F distribution with m and n degrees of freedom. |
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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 F distribution |
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24 |
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25 function pdf = f_pdf (x, m, n) |
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26 |
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27 if (nargin != 3) |
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28 usage ("f_pdf (x, m, n)."); |
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29 endif |
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30 |
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31 [retval, x, m, n] = common_size (x, m, n); |
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32 if (retval > 0) |
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33 error ("f_pdf: x, m and n must be of common size or scalar"); |
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34 endif |
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35 |
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36 [r, c] = size (x); |
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37 s = r * c; |
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38 x = reshape (x, 1, s); |
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39 m = reshape (m, 1, s); |
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40 n = reshape (n, 1, s); |
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41 pdf = zeros (1, s); |
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42 |
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43 k = find (isnan (x) | !(m > 0) | !(n > 0)); |
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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) & (m > 0) & (n > 0)); |
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49 if any (k) |
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50 tmp = m(k) .* x(k) ./ n(k); |
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51 pdf(k) = exp ((m(k) / 2 - 1) .* log (tmp) ... |
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52 - ((m(k) + n(k)) / 2) .* log (1 + tmp)) ... |
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53 .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2); |
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54 endif |
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55 |
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56 ## should we really only allow for positive integer m, n? |
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57 k = find ((m != round (m)) | (n != round (n))); |
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58 if any (k) |
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59 fprintf (stderr, ... |
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60 "WARNING: m and n should be positive integers\n"); |
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61 pdf(k) = NaN * ones (1, length (k)); |
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62 endif |
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63 |
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64 pdf = reshape (pdf, r, c); |
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65 |
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66 endfunction |
