72 lines
2.2 KiB
Matlab
72 lines
2.2 KiB
Matlab
function pdf = gampdf (x, a, b)
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% GAMPDF PDF of the Gamma distribution
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% PDF = gampdf(X, A, B) computes, for each element of X, the
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% probability distribution (PDF) at X of the Gamma distribution
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% with parameters A and B (i.e. mean of the distribution is A*B
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% and variance is A*B^2).
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% Adapted for Matlab (R) from GNU Octave 3.0.1
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% Original file: statistics/distributions/gampdf.m
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% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
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% Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
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% Copyright (C) 2008-2009 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if (nargin ~= 3)
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error ('gampdf: you must give three arguments');
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end
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if (~isscalar (a) || ~isscalar(b))
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[retval, x, a, b] = common_size (x, a, b);
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if (retval > 0)
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error ('gampdf: x, a and b must be of common size or scalars');
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end
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end
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sz = size(x);
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pdf = zeros (sz);
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k = find (~(a > 0) | ~(b > 0) | isnan (x));
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if (any (k))
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pdf (k) = NaN;
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end
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k = find ((x > 0) & (a > 0) & (a <= 1) & (b > 0));
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if (any (k))
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if (isscalar(a) && isscalar(b))
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pdf(k) = (x(k) .^ (a - 1)) ...
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.* exp(- x(k) ./ b) ./ gamma (a) ./ (b .^ a);
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else
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pdf(k) = (x(k) .^ (a(k) - 1)) ...
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.* exp(- x(k) ./ b(k)) ./ gamma (a(k)) ./ (b(k) .^ a(k));
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end
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end
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k = find ((x > 0) & (a > 1) & (b > 0));
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if (any (k))
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if (isscalar(a) && isscalar(b))
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pdf(k) = exp (- a .* log (b) + (a-1) .* log (x(k)) ...
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- x(k) ./ b - gammaln (a));
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else
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pdf(k) = exp (- a(k) .* log (b(k)) + (a(k)-1) .* log (x(k)) ...
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- x(k) ./ b(k) - gammaln (a(k)));
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end
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end
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end
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