function cdf = gamcdf (x, a, b) % GAMCDF CDF of the Gamma distribution % CDF = gamcdf(X, A, B) computes the cumulative distribution % function (CDF) at X of the Gamma distribution with parameters % A and B (i.e. mean of the distribution is A*B and variance % is A*B^2). % Adapted for Matlab (R) from GNU Octave 3.0.1 % Original file: statistics/distributions/gamcdf.m % Original author: TT % Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik % Copyright (C) 2008-2009 Dynare Team % % This file is part of Dynare. % % Dynare 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. % % Dynare 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 Dynare. If not, see . if (nargin ~= 3) error ('gamcdf: you must give three arguments'); end if (~isscalar (a) || ~isscalar(b)) [retval, x, a, b] = common_size (x, a, b); if (retval > 0) error ('gamcdf: x, a and b must be of common size or scalars'); end end sz = size (x); cdf = zeros (sz); k = find (~(a > 0) | ~(b > 0) | isnan (x)); if (any (k)) cdf (k) = NaN; end k = find ((x > 0) & (a > 0) & (b > 0)); if (any (k)) if (isscalar (a) && isscalar(b)) cdf (k) = gammainc (x(k) ./ b, a); else cdf (k) = gammainc (x(k) ./ b(k), a(k)); end end end