function f = spm_Bpdf(x,v,w) % Probability Density Function (PDF) of Beta distribution % FORMAT f = spm_Bpdf(x,v,w) % % x - Beta variates (Beta has range [0,1]) % v - Shape parameter (v>0) % w - Shape parameter (w>0) % F - PDF of Beta distribution with shape parameters [v,w] at points x %__________________________________________________________________________ % % spm_Bpdf implements the Probability Density Function for Beta distributions. % % Definition: %-------------------------------------------------------------------------- % The PDF of the Beta distribution shape parameters v & w, defined % for positive integer degrees of freedom v>0 & w>0, and for x in % [0,1] is given by: (See Evans et al., Ch5) % % x^(v-1) * (1-x)^(w-1) % f(x) = ----------------------- % beta(v,w) % % Variate relationships: %-------------------------------------------------------------------------- % Many: See Evans et al., Ch5 % % Algorithm: %-------------------------------------------------------------------------- % Direct computation using logs and MATLAB's implementation of the log % beta function (betaln). % % 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 %__________________________________________________________________________ % Copyright (C) 1999-2011 Wellcome Trust Centre for Neuroimaging % Andrew Holmes % $Id: spm_Bpdf.m 4182 2011-02-01 12:29:09Z guillaume $ %-Format arguments, note & check sizes %-------------------------------------------------------------------------- if nargin<3, error('Insufficient arguments'), end ad = [ndims(x);ndims(v);ndims(w)]; rd = max(ad); as = [[size(x),ones(1,rd-ad(1))];... [size(v),ones(1,rd-ad(2))];... [size(w),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 x in [0,1] & strictly positive v & w. % Return NaN if undefined. md = ( x>=0 & x<=1 & v>0 & w>0 ); if any(~md(:)) f(~md) = NaN; warning('Returning NaN for out of range arguments'); end %-Special cases: x=0 & x=1 f(md & x==0 & v<1) = Inf; f(md & x==1 & w<1) = Inf; %-Non-zero where defined & x in (0,1) Q = find( md & x>0 & x<1 ); if isempty(Q), return, end if xa(1), Qx=Q; else Qx=1; end if xa(2), Qv=Q; else Qv=1; end if xa(3), Qw=Q; else Qw=1; end %-Compute f(Q) = exp((v(Qv)-1).*log(x(Qx)) + (w(Qw)-1).*log(1-x(Qx)) -betaln(v(Qv),w(Qw)));