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Generation of Random Variates

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Generation of Random Variates

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generates random variates from over 870 univariate distributions

gamma_pdf(x,a,m,b)
function y = gamma_pdf(x,a,m,b)
%GAMMA_PDF Gamma probability density function.
%   Y = GAMMA_PDF(X,A,B) returns the gamma probability density function 
%   with parameters A and B, at the values in X.
%
%   The size of Y is the common size of the input arguments. A scalar input  
%   functions as a constant matrix of the same size as the other inputs.    
%
%   Some references refer to the gamma distribution with a single
%   parameter. This corresponds to the default of B = 1.

%   References:
%      [1]  L. Devroye, "Non-Uniform Random Variate Generation", 
%      Springer-Verlag, 1986, pages 401-402.

%   Copyright 1993-2000 The MathWorks, Inc. 
%   $Revision: 2.9 $  $Date: 2000/05/26 18:52:53 $

if nargin < 4, 
    b = 1; 
end

if nargin < 3, 
    error('Requires at least two input arguments'); 
end

x = x - m;
[errorcode x a b] = distchck(3,x,a,b);

if errorcode > 0
    error('Requires non-scalar arguments to match in size.');
end

% Initialize Y to zero.
y = zeros(size(x));

%   Return NaN if the arguments are outside their respective limits.
y(a <= 0 | b <= 0) = NaN;     

k=find(x > 0 & ~(a <= 0 | b <= 0));
if any(k)
    y(k) = (a(k) - 1) .* log(x(k)) - (x(k) ./ b(k)) - gammaln(a(k)) - a(k) .* log(b(k));
    y(k) = exp(y(k));
end
y(x == 0 & a < 1) = Inf;
k2 = find(x == 0 & a == 1);
if any(k2)
  y(k2) = (1./b(k2));
end

return

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