## Copyright (C) 1995, 1996, 1997  Kurt Hornik
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
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## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, write to the Free
## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
## 02111-1307, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {} normal_pdf (@var{x}, @var{m}, @var{v})
## For each element of @var{x}, compute the probability density function
## (PDF) at @var{x} of the normal distribution with mean @var{m} and
## variance @var{v}.
##
## Default values are @var{m} = 0, @var{v} = 1.
## @end deftypefn

## Author: TT <Teresa.Twaroch@ci.tuwien.ac.at>
## Description: PDF of the normal distribution

function pdf = normal_pdf (x, m, v)

  if (nargin != 1 && nargin != 3)
    usage ("normal_pdf (x, m, v)");
  endif

  if (nargin == 1)
    m = 0;
    v = 1;
  endif

  if (!isscalar (m) || !isscalar(v))
    [retval, x, m, v] = common_size (x, m, v);
    if (retval > 0)
      error ("normal_pdf: x, m and v must be of common size or scalars");
    endif
  endif

  sz = size (x);
  pdf = zeros (sz);

  if (isscalar (m) && isscalar(v))
    if (find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf)))
      pdf = NaN * ones (sz);
    else
      pdf = stdnormal_pdf ((x - m) ./ sqrt (v)) ./ sqrt (v);
    endif
  else
    k = find (isinf (m) | isnan (m) | !(v >= 0) | !(v < Inf));
    if (any (k))
      pdf(k) = NaN;
    endif

    k = find (!isinf (m) & !isnan (m) & (v >= 0) & (v < Inf));
    if (any (k))
      pdf(k) = stdnormal_pdf ((x(k) - m(k)) ./ sqrt (v(k))) ./ sqrt (v(k));
    endif
  endif

  pdf((v == 0) & (x == m)) = Inf;
  pdf((v == 0) & ((x < m) | (x > m))) = 0;

endfunction