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## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## This program 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 2, or (at your option)
## any later version.
##
## This program 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 this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: gamma_pdf (x, a, b)
##
## For each element of x, return the probability density function (PDF)
## at x of the Gamma distribution with parameters a and b.
## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
## Description: PDF of the Gamma distribution
function pdf = gamma_pdf (x, a, b)
if (nargin != 3)
usage ("gamma_pdf (x, a, b)");
endif
[retval, x, a, b] = common_size (x, a, b);
if (retval > 0)
error ("gamma_pdf: x, a and b must be of common size or scalars");
endif
[r, c] = size (x);
s = r * c;
x = reshape (x, s, 1);
a = reshape (a, s, 1);
b = reshape (b, s, 1);
pdf = zeros (s, 1);
k = find (!(a > 0) | !(b > 0) | isnan (x));
if any (k)
pdf (k) = NaN * ones (length (k), 1);
endif
k = find ((x > 0) & (a > 0) & (b > 0));
if any (k)
pdf (k) = (b(k) .^ a(k)) .* (x(k) .^ (a(k) - 1)) ...
.* exp(-b(k) .* x(k)) ./ gamma (a(k));
endif
pdf = reshape (pdf, r, c);
endfunction
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