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+## Copyright (C) 1996, 1997  Kurt Hornik
+## 
+## This program 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.
+## 
+## This program 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 this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  discrete_pdf (X, V, P)
+##
+## For each element of X, compute the probability density function (PDF)
+## at X of a univariate discrete distribution which assumes the values
+## in V with probabilities P.
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  PDF of a discrete distribution
+
+function pdf = discrete_pdf (X, V, P)
+  
+  if (nargin != 3)
+    usage ("discrete_pdf (X, V, P)");
+  endif
+
+  [r, c] = size (X);
+
+  if (! is_vector (V))
+    error ("discrete_pdf:  V must be a vector");
+  elseif (! is_vector (P) || (length (P) != length (V)))
+    error ("discrete_pdf:  P must be a vector with length (V) elements");
+  elseif (! (all (P >= 0) && any (P)))
+    error ("discrete_pdf:  P must be a nonzero, nonnegative vector");
+  endif
+
+  n = r * c;
+  m = length (V);
+  X = reshape (X, n, 1);
+  V = reshape (V, 1, m);
+  P = reshape (P / sum (P), m, 1);
+
+  pdf = zeros (n, 1);
+  k = find (isnan (X));
+  if any (k)
+    pdf (k) = NaN * ones (length (k), 1);
+  endif
+  k = find (!isnan (X));
+  if any (k)
+    n = length (k);
+    pdf (k) = ((X(k) * ones (1, m)) == (ones (n, 1) * V)) * P;
+  endif
+
+  pdf = reshape (pdf, r, c);
+
+endfunction