1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
|
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 <Teresa.Twaroch@ci.tuwien.ac.at>
% 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 <http://www.gnu.org/licenses/>.
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
|
