X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fgampdf.m;fp=octave_packages%2Fm%2Fstatistics%2Fdistributions%2Fgampdf.m;h=a10b34ccf3ab3bff0afa60bfa6aa026bd74b383b;hp=0000000000000000000000000000000000000000;hb=1c0469ada9531828709108a4882a751d2816994a;hpb=63de9f36673d49121015e3695f2c336ea92bc278 diff --git a/octave_packages/m/statistics/distributions/gampdf.m b/octave_packages/m/statistics/distributions/gampdf.m new file mode 100644 index 0000000..a10b34c --- /dev/null +++ b/octave_packages/m/statistics/distributions/gampdf.m @@ -0,0 +1,103 @@ +## 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 +## . + +## -*- 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 +## 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) +