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

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