WTRAYLPDF Truncated Rayleigh probability density function CALL: f = wtraylpdf(x,b,c); f = density function evaluated at x b = scale parameter c = truncation parameter (default 0) The Truncated Rayleigh distribution is defined by its cdf F(x;b,c) = 1 - exp(-(x-c)^2/(2b^2)+c^2/(2*b^2)), x>=0, b>0 Example: x = linspace(0,4,200); p1 = wtraylpdf(x,1); p2 = wtraylpdf(x,0.5,-2); plot(x,p1,x,p2)
Check if all input arguments are either scalar or of common size. | |
Display message and abort function. | |
Not-a-Number. |
Joint 2D PDF computed as f(x1|X2=x2)*f(x2) |
001 function f = wraylpdf(x,b,c); 002 %WTRAYLPDF Truncated Rayleigh probability density function 003 % 004 % CALL: f = wtraylpdf(x,b,c); 005 % 006 % f = density function evaluated at x 007 % b = scale parameter 008 % c = truncation parameter (default 0) 009 % 010 % The Truncated Rayleigh distribution is defined by its cdf 011 % 012 % F(x;b,c) = 1 - exp(-(x-c)^2/(2b^2)+c^2/(2*b^2)), x>=0, b>0 013 % 014 % Example: 015 % x = linspace(0,4,200); 016 % p1 = wtraylpdf(x,1); p2 = wtraylpdf(x,0.5,-2); 017 % plot(x,p1,x,p2) 018 019 % Reference: Cohen & Whittle, (1988) "Parameter Estimation in Reliability 020 % and Life Span Models", p. 181 ff, Marcel Dekker. 021 022 023 % Tested on; Matlab 5.3 024 % History: 025 % revised pab 24.10.2000 026 % - added comnsize, nargchk 027 % added ms 15.06.2000 028 029 030 error(nargchk(2,3,nargin)) 031 if nargin<3|isempty(c),c=0;end 032 [errorcode, x, b,c] = comnsize (x,b,c); 033 if (errorcode > 0) 034 error ('x, b and c must be of common size or scalar'); 035 end 036 037 f=zeros(size(x)); 038 039 k = find ((x>=0)&(b>0)); 040 if any (k) 041 f(k)=(x(k)-c(k)).*exp(-((x(k)-c(k)).^2 -abs(c(k)).^2)./(2*b(k).^2))./b(k).^2; 042 end 043 044 k1 = find (b<=0); 045 if any (k1) 046 tmp=NaN; 047 f(k1) = tmp(ones(size(k1))); 048 end 049 050
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