function f = spm_Gpdf(x,h,l) % Probability Density Function (PDF) of Gamma distribution % FORMAT f = spm_Gpdf(g,h,l) % % x - Gamma-variate (Gamma has range [0,Inf) ) % h - Shape parameter (h>0) % l - Scale parameter (l>0) % f - PDF of Gamma-distribution with shape & scale parameters h & l %_______________________________________________________________________ % % spm_Gpdf implements the Probability Density Function of the Gamma % distribution. % % Definition: %----------------------------------------------------------------------- % The PDF of the Gamma distribution with shape parameter h and scale l % is defined for h>0 & l>0 and for x in [0,Inf) by: (See Evans et al., % Ch18, but note that this reference uses the alternative % parameterisation of the Gamma with scale parameter c=1/l) % % l^h * x^(h-1) exp(-lx) % f(x) = --------------------- % gamma(h) % % Variate relationships: (Evans et al., Ch18 & Ch8) %----------------------------------------------------------------------- % For natural (strictly +ve integer) shape h this is an Erlang distribution. % % The Standard Gamma distribution has a single parameter, the shape h. % The scale taken as l=1. % % The Chi-squared distribution with v degrees of freedom is equivalent % to the Gamma distribution with scale parameter 1/2 and shape parameter v/2. % % Algorithm: %----------------------------------------------------------------------- % Direct computation using logs to avoid roundoff errors. % % References: %----------------------------------------------------------------------- % Evans M, Hastings N, Peacock B (1993) % "Statistical Distributions" % 2nd Ed. Wiley, New York % % Abramowitz M, Stegun IA, (1964) % "Handbook of Mathematical Functions" % US Government Printing Office % % Press WH, Teukolsky SA, Vetterling AT, Flannery BP (1992) % "Numerical Recipes in C" % Cambridge %_______________________________________________________________________ % @(#)spm_Gpdf.m 2.2 Andrew Holmes 99/04/26 %-Format arguments, note & check sizes %----------------------------------------------------------------------- if nargin<3, error('Insufficient arguments'), end ad = [ndims(x);ndims(h);ndims(l)]; rd = max(ad); as = [ [size(x),ones(1,rd-ad(1))];... [size(h),ones(1,rd-ad(2))];... [size(l),ones(1,rd-ad(3))] ]; rs = max(as); xa = prod(as,2)>1; if sum(xa)>1 & any(any(diff(as(xa,:)),1)) error('non-scalar args must match in size'), end %-Computation %----------------------------------------------------------------------- %-Initialise result to zeros f = zeros(rs); %-Only defined for strictly positive h & l. Return NaN if undefined. md = ( ones(size(x)) & h>0 & l>0 ); if any(~md(:)), f(~md) = NaN; warning('Returning NaN for out of range arguments'), end %-Degenerate cases at x==0: h<1 => f=Inf; h==1 => f=l; h>1 => f=0 ml = ( md & x==0 & h<1 ); f(ml) = Inf; ml = ( md & x==0 & h==1 ); if xa(3), mll=ml; else mll=1; end f(ml) = l(mll); %-Compute where defined and x>0 Q = find( md & x>0 ); if isempty(Q), return, end if xa(1), Qx=Q; else Qx=1; end if xa(2), Qh=Q; else Qh=1; end if xa(3), Ql=Q; else Ql=1; end %-Compute f(Q) = exp( (h(Qh)-1).*log(x(Qx)) +h(Qh).*log(l(Ql)) - l(Ql).*x(Qx)... -gammaln(h(Qh)) );