59 lines
1.7 KiB
Matlab
59 lines
1.7 KiB
Matlab
function cdf = gamcdf (x, a, b)
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% GAMCDF CDF of the Gamma distribution
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% CDF = gamcdf(X, A, B) computes the cumulative distribution
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% function (CDF) at X of the Gamma distribution with parameters
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% A and B (i.e. mean of the distribution is A*B and variance
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% 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/gamcdf.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 ('gamcdf: 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 ('gamcdf: 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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cdf = 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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cdf (k) = NaN;
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end
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k = find ((x > 0) & (a > 0) & (b > 0));
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if (any (k))
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if (isscalar (a) && isscalar(b))
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cdf (k) = gammainc (x(k) ./ b, a);
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else
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cdf (k) = gammainc (x(k) ./ b(k), a(k));
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end
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end
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end
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