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comparison scripts/statistics/distributions/f_pdf.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents e4f4b2d26ee9
children 434790acb067
comparison
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3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: f_pdf (x, m, n) 17 ## usage: f_pdf (x, m, n)
21 21
22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> 22 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
23 ## Description: PDF of the F distribution 23 ## Description: PDF of the F distribution
24 24
25 function pdf = f_pdf (x, m, n) 25 function pdf = f_pdf (x, m, n)
26 26
27 if (nargin != 3) 27 if (nargin != 3)
28 usage ("f_pdf (x, m, n)."); 28 usage ("f_pdf (x, m, n).");
29 endif 29 endif
30 30
31 [retval, x, m, n] = common_size (x, m, n); 31 [retval, x, m, n] = common_size (x, m, n);
32 if (retval > 0) 32 if (retval > 0)
33 error ("f_pdf: x, m and n must be of common size or scalar"); 33 error ("f_pdf: x, m and n must be of common size or scalar");
34 endif 34 endif
35 35
36 [r, c] = size (x); 36 [r, c] = size (x);
37 s = r * c; 37 s = r * c;
38 x = reshape (x, 1, s); 38 x = reshape (x, 1, s);
39 m = reshape (m, 1, s); 39 m = reshape (m, 1, s);
40 n = reshape (n, 1, s); 40 n = reshape (n, 1, s);
41 pdf = zeros (1, s); 41 pdf = zeros (1, s);
42 42
43 k = find (isnan (x) | !(m > 0) | !(n > 0)); 43 k = find (isnan (x) | !(m > 0) | !(n > 0));
44 if any (k) 44 if any (k)
45 pdf(k) = NaN * ones (1, length (k)); 45 pdf(k) = NaN * ones (1, length (k));
46 endif 46 endif
47 47
48 k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0)); 48 k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
49 if any (k) 49 if any (k)
50 tmp = m(k) .* x(k) ./ n(k); 50 tmp = m(k) .* x(k) ./ n(k);
51 pdf(k) = exp ((m(k) / 2 - 1) .* log (tmp) ... 51 pdf(k) = exp ((m(k) / 2 - 1) .* log (tmp) ...
52 - ((m(k) + n(k)) / 2) .* log (1 + tmp)) ... 52 - ((m(k) + n(k)) / 2) .* log (1 + tmp)) ...
53 .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2); 53 .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2);
54 endif 54 endif
55 55
56 ## should we really only allow for positive integer m, n? 56 ## should we really only allow for positive integer m, n?
57 k = find ((m != round (m)) | (n != round (n))); 57 k = find ((m != round (m)) | (n != round (n)));
58 if any (k) 58 if any (k)
59 fprintf (stderr, ... 59 fprintf (stderr, ...
60 "WARNING: m and n should be positive integers\n"); 60 "WARNING: m and n should be positive integers\n");
61 pdf(k) = NaN * ones (1, length (k)); 61 pdf(k) = NaN * ones (1, length (k));
62 endif 62 endif
63 63
64 pdf = reshape (pdf, r, c); 64 pdf = reshape (pdf, r, c);
65 65
66 endfunction 66 endfunction