Mercurial > hg > octave-lyh
view scripts/statistics/distributions/fpdf.m @ 7017:a1dbe9d80eee
[project @ 2007-10-12 21:27:11 by jwe]
author | jwe |
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date | Fri, 12 Oct 2007 21:27:37 +0000 |
parents | 93c65f2a5668 |
children | 95c3e38098bf |
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## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} fpdf (@var{x}, @var{m}, @var{n}) ## For each element of @var{x}, compute the probability density function ## (PDF) at @var{x} of the F distribution with @var{m} and @var{n} ## degrees of freedom. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: PDF of the F distribution function pdf = fpdf (x, m, n) if (nargin != 3) print_usage (); endif if (!isscalar (m) || !isscalar (n)) [retval, x, m, n] = common_size (x, m, n); if (retval > 0) error ("fpdf: x, m and n must be of common size or scalar"); endif endif sz = size (x); pdf = zeros (sz); k = find (isnan (x) | !(m > 0) | !(n > 0)); if (any (k)) pdf(k) = NaN; endif k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0)); if (any (k)) if (isscalar (m) && isscalar (n)) tmp = m / n * x(k); pdf(k) = (exp ((m / 2 - 1) .* log (tmp) - ((m + n) / 2) .* log (1 + tmp)) .* (m / n) ./ beta (m / 2, n / 2)); else tmp = m(k) .* x(k) ./ n(k); pdf(k) = (exp ((m(k) / 2 - 1) .* log (tmp) - ((m(k) + n(k)) / 2) .* log (1 + tmp)) .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2)); endif endif endfunction