|
5411
|
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
|
|
2 ## |
|
|
3 ## This file is part of Octave. |
|
|
4 ## |
|
|
5 ## Octave is free software; you can redistribute it and/or modify it |
|
|
6 ## under the terms of the GNU General Public License as published by |
|
|
7 ## the Free Software Foundation; either version 2, or (at your option) |
|
|
8 ## any later version. |
|
|
9 ## |
|
|
10 ## Octave is distributed in the hope that it will be useful, but |
|
|
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
|
|
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
|
|
13 ## General Public License for more details. |
|
|
14 ## |
|
|
15 ## You should have received a copy of the GNU General Public License |
|
|
16 ## along with Octave; see the file COPYING. If not, write to the Free |
|
|
17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
|
|
18 ## 02110-1301, USA. |
|
|
19 |
|
|
20 ## -*- texinfo -*- |
|
|
21 ## @deftypefn {Function File} {} lognormal_pdf (@var{x}, @var{a}, @var{v}) |
|
|
22 ## For each element of @var{x}, compute the probability density function |
|
|
23 ## (PDF) at @var{x} of the lognormal distribution with parameters |
|
|
24 ## @var{a} and @var{v}. If a random variable follows this distribution, |
|
|
25 ## its logarithm is normally distributed with mean @code{log (@var{a})} |
|
|
26 ## and variance @var{v}. |
|
|
27 ## |
|
|
28 ## Default values are @var{a} = 1, @var{v} = 1. |
|
|
29 ## @end deftypefn |
|
|
30 |
|
5428
|
31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
|
5411
|
32 ## Description: PDF of the log normal distribution |
|
|
33 |
|
|
34 function pdf = lognormal_pdf (varargin) |
|
|
35 |
|
5692
|
36 if (nargin > 1) |
|
|
37 a = varargin{2}; |
|
|
38 idx = a >= 0; |
|
|
39 a(idx) = log (a(idx)); |
|
|
40 a(!idx) = NaN; |
|
|
41 varargin{2} = a; |
|
|
42 endif |
|
|
43 |
|
|
44 if (nargin > 2) |
|
|
45 v = varargin{3}; |
|
|
46 idx = v >= 0; |
|
|
47 v(idx) = sqrt (v(idx)); |
|
|
48 v(!idx) = NaN; |
|
|
49 varargin{3} = v; |
|
|
50 endif |
|
|
51 |
|
|
52 pdf = lognpdf (varargin{:}); |
|
5411
|
53 |
|
|
54 endfunction |
