update packages

[CreaPhase.git] / octave_packages / m / statistics / distributions / gampdf.m

diff --git a/octave_packages/m/statistics/distributions/gampdf.m b/octave_packages/m/statistics/distributions/gampdf.m
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+## Copyright (C) 2012 Rik Wehbring
+## Copyright (C) 1995-2012 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} {} gampdf (@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 shape parameter
+## @var{a} and scale @var{b}.
+## @end deftypefn
+
+## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
+## Description: PDF of the Gamma distribution
+
+function pdf = gampdf (x, a, b)
+
+  if (nargin != 3)
+    print_usage ();
+  endif
+
+  if (!isscalar (a) || !isscalar (b))
+    [retval, x, a, b] = common_size (x, a, b);
+    if (retval > 0)
+      error ("gampdf: X, A, and B must be of common size or scalars");
+    endif
+  endif
+
+  if (iscomplex (x) || iscomplex (a) || iscomplex (b))
+    error ("gampdf: X, A, and B must not be complex");
+  endif
+
+  if (isa (x, "single") || isa (a, "single") || isa (b, "single"))
+    pdf = zeros (size (x), "single");
+  else
+    pdf = zeros (size (x));
+  endif
+
+  k = !(a > 0) | !(b > 0) | isnan (x);
+  pdf(k) = NaN;
+
+  k = (x >= 0) & (a > 0) & (a <= 1) & (b > 0);
+  if (isscalar (a) && isscalar (b))
+    pdf(k) = (x(k) .^ (a - 1)) ...
+              .* exp (- x(k) / b) / gamma (a) / (b ^ a);
+  else
+    pdf(k) = (x(k) .^ (a(k) - 1)) ...
+              .* exp (- x(k) ./ b(k)) ./ gamma (a(k)) ./ (b(k) .^ a(k));
+  endif
+
+  k = (x >= 0) & (a > 1) & (b > 0);
+  if (isscalar (a) && isscalar (b))
+    pdf(k) = exp (- a * log (b) + (a-1) * log (x(k))
+                  - x(k) / b - gammaln (a));
+  else
+    pdf(k) = exp (- a(k) .* log (b(k)) + (a(k)-1) .* log (x(k))
+                  - x(k) ./ b(k) - gammaln (a(k)));
+  endif
+
+endfunction
+
+
+%!shared x,y
+%! x = [-1 0 0.5 1 Inf];
+%! y = [0 exp(-x(2:end))];
+%!assert(gampdf (x, ones(1,5), ones(1,5)), y);
+%!assert(gampdf (x, 1, ones(1,5)), y);
+%!assert(gampdf (x, ones(1,5), 1), y);
+%!assert(gampdf (x, [0 -Inf NaN Inf 1], 1), [NaN NaN NaN NaN y(5)]);
+%!assert(gampdf (x, 1, [0 -Inf NaN Inf 1]), [NaN NaN NaN 0 y(5)]);
+%!assert(gampdf ([x, NaN], 1, 1), [y, NaN]);
+
+%% Test class of input preserved
+%!assert(gampdf (single([x, NaN]), 1, 1), single([y, NaN]));
+%!assert(gampdf ([x, NaN], single(1), 1), single([y, NaN]));
+%!assert(gampdf ([x, NaN], 1, single(1)), single([y, NaN]));
+
+%% Test input validation
+%!error gampdf ()
+%!error gampdf (1)
+%!error gampdf (1,2)
+%!error gampdf (1,2,3,4)
+%!error gampdf (ones(3),ones(2),ones(2))
+%!error gampdf (ones(2),ones(3),ones(2))
+%!error gampdf (ones(2),ones(2),ones(3))
+%!error gampdf (i, 2, 2)
+%!error gampdf (2, i, 2)
+%!error gampdf (2, 2, i)
+