## 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: f_pdf (x, m, n) ## ## For each element of x, compute the probability density function (PDF) ## at x of the F distribution with m and n degrees of freedom. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: PDF of the F distribution function pdf = f_pdf (x, m, n) if (nargin != 3) usage ("f_pdf (x, m, n)."); endif [retval, x, m, n] = common_size (x, m, n); if (retval > 0) error ("f_pdf: x, m and n must be of common size or scalar"); endif [r, c] = size (x); s = r * c; x = reshape (x, 1, s); m = reshape (m, 1, s); n = reshape (n, 1, s); pdf = zeros (1, s); k = find (isnan (x) | !(m > 0) | !(n > 0)); if any (k) pdf(k) = NaN * ones (1, length (k)); endif k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0)); if any (k) tmp = m(k) .* x(k) ./ n(k); pdf(k) = exp ((m(k) / 2 - 1) .* log (tmp) ... - ((m(k) + n(k)) / 2) .* log (1 + tmp)) ... .* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2); endif ## should we really only allow for positive integer m, n? k = find ((m != round (m)) | (n != round (n))); if any (k) fprintf (stderr, ... "WARNING: m and n should be positive integers\n"); pdf(k) = NaN * ones (1, length (k)); endif pdf = reshape (pdf, r, c); endfunction

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