--- /dev/null
+## 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} {} 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)
+ print_usage ();
+ 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 scalars");
+ endif
+ endif
+
+ if (iscomplex (x) || iscomplex (n))
+ error ("tpdf: X and N must not be complex");
+ endif
+
+ if (isa (x, "single") || isa (n, "single"))
+ pdf = zeros (size (x), "single");
+ else
+ pdf = zeros (size (x));
+ endif
+
+ k = isnan (x) | !(n > 0) | !(n < Inf);
+ pdf(k) = NaN;
+
+ k = !isinf (x) & !isnan (x) & (n > 0) & (n < Inf);
+ 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
+
+endfunction
+
+
+%!test
+%! x = rand (10,1);
+%! y = 1./(pi * (1 + x.^2));
+%! assert(tpdf (x, 1), y, 5*eps);
+
+%!shared x,y
+%! x = [-Inf 0 0.5 1 Inf];
+%! y = 1./(pi * (1 + x.^2));
+%!assert(tpdf (x, ones(1,5)), y, eps);
+%!assert(tpdf (x, 1), y, eps);
+%!assert(tpdf (x, [0 NaN 1 1 1]), [NaN NaN y(3:5)], eps);
+
+%% Test class of input preserved
+%!assert(tpdf ([x, NaN], 1), [y, NaN], eps);
+%!assert(tpdf (single([x, NaN]), 1), single([y, NaN]), eps("single"));
+%!assert(tpdf ([x, NaN], single(1)), single([y, NaN]), eps("single"));
+
+%% Test input validation
+%!error tpdf ()
+%!error tpdf (1)
+%!error tpdf (1,2,3)
+%!error tpdf (ones(3),ones(2))
+%!error tpdf (ones(2),ones(3))
+%!error tpdf (i, 2)
+%!error tpdf (2, i)
+