📄 gld_pdf.m
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function density=gld_pdf(x,lambda);%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% GLD_PDF - Calculates the values of the probability density function (PDF)% of a distribution from the Generalized Lambda Distribution.%% Input:% x = the realization matrix (sample values)% lambda = the distribution parameters vector % [lambda(1),lambda(2),lambda(3),lambda(4)]%% Output:% cp = the PDF matrix corresponding to x% % Copyright (c) Helsinki University of Technology,% Signal Processing Laboratory,% Jan Eriksson, Juha Karvanen, and Visa Koivunen.%% For details see the files readme.txt% and gpl.txt provided within the same package.%% Last modified: 5.9.2000%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if nargin<2, disp('Usege: gld_pdf(x,lambda)'); error('Not enough input arguments.'); endcp=gld_cdf(x,lambda);A=cp.^(lambda(3)-1);B=(1-cp).^(lambda(4)-1);denominator=lambda(3).*A+lambda(4).*B;density=lambda(2)./denominator;% The end of the function %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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