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
|
function pdf = stdnormal_pdf (x)
% STDNORMAL_PDF PDF of the standard normal distribution
% PDF = stdnormal_pdf(X)
% For each element of X, compute the PDF of the standard normal
% distribution at X.
% Adapted for Matlab (R) from GNU Octave 3.0.1
% Original file: statistics/distributions/stdnormal_pdf.m
% Original author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
% Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 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 ~= 1)
error('stdnormal_pdf: you should provide one argument');
end
sz = size(x);
pdf = zeros (sz);
k = find (isnan (x));
if (any (k))
pdf(k) = NaN;
end
k = find (~isinf (x));
if (any (k))
pdf (k) = (2 * pi)^(- 1/2) * exp (- x(k) .^ 2 / 2);
end
end
|
