function pdf = normpdf (x, m, s) % NORMPDF PDF of the normal distribution % PDF = normpdf(X, M, S) computes the probability density % function (PDF) at X of the normal distribution with mean M % and standard deviation S. % % PDF = normpdf(X) is equivalent to PDF = normpdf(X, 0, 1) % Adapted for Matlab (R) from GNU Octave 3.0.1 % Original file: statistics/distributions/normpdf.m % Original author: TT % Copyright © 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik % Copyright © 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 ~= 1 && nargin ~= 3) error('normpdf: you must give one or three arguments'); end if (nargin == 1) m = 0; s = 1; end if (~isscalar (m) || ~isscalar (s)) [retval, x, m, s] = common_size (x, m, s); if (retval > 0) error ('normpdf: x, m and s must be of common size or scalars'); end end sz = size (x); pdf = zeros (sz); if (isscalar (m) && isscalar (s)) if (find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf))) pdf = NaN * ones (sz); else pdf = stdnormal_pdf ((x - m) ./ s) ./ s; end else k = find (isinf (m) | isnan (m) | ~(s >= 0) | ~(s < Inf)); if (any (k)) pdf(k) = NaN; end k = find (~isinf (m) & ~isnan (m) & (s >= 0) & (s < Inf)); if (any (k)) pdf(k) = stdnormal_pdf ((x(k) - m(k)) ./ s(k)) ./ s(k); end end pdf((s == 0) & (x == m)) = Inf; pdf((s == 0) & ((x < m) | (x > m))) = 0; end