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discrete_pdf.m
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1997-02-26
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## Copyright (C) 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: discrete_pdf (X, V, P)
##
## For each element of X, compute the probability density function (PDF)
## at X of a univariate discrete distribution which assumes the values
## in V with probabilities P.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: PDF of a discrete distribution
function pdf = discrete_pdf (X, V, P)
if (nargin != 3)
usage ("discrete_pdf (X, V, P)");
endif
[r, c] = size (X);
if (! is_vector (V))
error ("discrete_pdf: V must be a vector");
elseif (! is_vector (P) || (length (P) != length (V)))
error ("discrete_pdf: P must be a vector with length (V) elements");
elseif (! (all (P >= 0) && any (P)))
error ("discrete_pdf: P must be a nonzero, nonnegative vector");
endif
n = r * c;
m = length (V);
X = reshape (X, n, 1);
V = reshape (V, 1, m);
P = reshape (P / sum (P), m, 1);
pdf = zeros (n, 1);
k = find (isnan (X));
if any (k)
pdf (k) = NaN * ones (length (k), 1);
endif
k = find (!isnan (X));
if any (k)
n = length (k);
pdf (k) = ((X(k) * ones (1, m)) == (ones (n, 1) * V)) * P;
endif
pdf = reshape (pdf, r, c);
endfunction