Mercurial > hg > octave-lyh
view scripts/statistics/distributions/gamma_pdf.m @ 5307:4c8a2e4e0717
[project @ 2005-04-26 19:24:27 by jwe]
author | jwe |
---|---|
date | Tue, 26 Apr 2005 19:24:47 +0000 |
parents | 4b0f3b055331 |
children |
line wrap: on
line source
## 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} {} gamma_pdf (@var{x}, @var{a}, @var{b}) ## For each element of @var{x}, return the probability density function ## (PDF) at @var{x} of the Gamma distribution with parameters @var{a} ## and @var{b}. ## @end deftypefn ## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at> ## Description: PDF of the Gamma distribution function pdf = gamma_pdf (x, a, b) if (nargin != 3) usage ("gamma_pdf (x, a, b)"); endif if (!isscalar (a) || !isscalar(b)) [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ("gamma_pdf: x, a and b must be of common size or scalars"); endif endif sz = size(x); pdf = zeros (sz); k = find (!(a > 0) | !(b > 0) | isnan (x)); if (any (k)) pdf (k) = NaN; endif k = find ((x > 0) & (a > 0) & (a <= 1) & (b > 0)); if (any (k)) if (isscalar(a) && isscalar(b)) pdf(k) = ((b .^ a) .* (x(k) .^ (a - 1)) .* exp(-b .* x(k)) ./ gamma (a)); else pdf(k) = ((b(k) .^ a(k)) .* (x(k) .^ (a(k) - 1)) .* exp(-b(k) .* x(k)) ./ gamma (a(k))); endif endif k = find ((x > 0) & (a > 1) & (b > 0)); if (any (k)) if (isscalar(a) && isscalar(b)) pdf(k) = exp (a .* log (b) + (a-1) .* log (x(k)) - b .* x(k) - gammaln (a)); else pdf(k) = exp (a(k) .* log (b(k)) + (a(k)-1) .* log (x(k)) - b(k) .* x(k) - gammaln (a(k))); endif endif endfunction