62 lines
2.0 KiB
Matlab
62 lines
2.0 KiB
Matlab
function pdf = betapdf (x, a, b)
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% BETAPDF PDF of the Beta distribution
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% PDF = betapdf(X, A, B) computes, for each element of X, the PDF
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% at X of the beta distribution with parameters A and B (i.e.
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% mean of the distribution is A/(A+B) and variance is
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% A*B/(A+B)^2/(A+B+1) ).
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% Adapted for Matlab (R) from GNU Octave 3.0.1
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% Original file: statistics/distributions/betapdf.m
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% Original author: KH <Kurt.Hornik@wu-wien.ac.at>
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% Modified by Michel Juillard <michel.juillard@mjui.fr> for large values of a and b
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% Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik
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% Copyright (C) 2008-2011 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 ('betapdf: 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 ('betapdf: x, a and b must be of common size or scalar');
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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) & (x < 1) & (a > 0) & (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 - 1) .* log (x(k)) ...
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+ (b - 1) .* log (1 - x(k))-gammaln(a)-gammaln(b)+gammaln(a+b));
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else
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pdf(k) = exp ((a(k) - 1) .* log (x(k)) ...
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+ (b(k) - 1) .* log (1 - x(k))-gammaln(a(k))-gammaln(b(k))+gammaln(a(k)+b(k)));
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end
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end
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end
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