Mercurial > hg > octave-lyh
view scripts/statistics/distributions/tpdf.m @ 5428:2a16423e4aa0
[project @ 2005-08-23 18:38:27 by jwe]
author | jwe |
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date | Tue, 23 Aug 2005 18:38:28 +0000 |
parents | bee21f388110 |
children | 34f96dd5441b |
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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {} tpdf (@var{x}, @var{n}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of the @var{t} (Student) distribution with @var{n} ## degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the t distribution function pdf = tpdf (x, n) if (nargin != 2) usage ("tpdf (x, n)"); endif if (!isscalar (n)) [retval, x, n] = common_size (x, n); if (retval > 0) error ("tpdf: x and n must be of common size or scalar"); endif endif pdf = zeros (size (x)); k = find (isnan (x) | !(n > 0) | !(n < Inf)); if (any (k)) pdf(k) = NaN; endif k = find (!isinf (x) & !isnan (x) & (n > 0) & (n < Inf)); if (any (k)) if (isscalar (n)) pdf(k) = (exp (- (n + 1) .* log (1 + x(k) .^ 2 ./ n)/2) / (sqrt (n) * beta (n/2, 1/2))); else pdf(k) = (exp (- (n(k) + 1) .* log (1 + x(k) .^ 2 ./ n(k))/2) ./ (sqrt (n(k)) .* beta (n(k)/2, 1/2))); endif endif endfunction