annotate scripts/statistics/distributions/frnd.m @ 5687:a2902024bc4e

[project @ 2006-03-16 20:22:40 by jwe]
author jwe
date Thu, 16 Mar 2006 20:22:41 +0000
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children 34f96dd5441b
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1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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18 ## 02110-1301, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c})
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22 ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{sz})
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23 ## Return an @var{r} by @var{c} matrix of random samples from the F
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24 ## distribution with @var{m} and @var{n} degrees of freedom. Both
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25 ## @var{m} and @var{n} must be scalar or of size @var{r} by @var{c}.
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26 ## If @var{sz} is a vector the random samples are in a matrix of
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27 ## size @var{sz}.
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28 ##
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29 ## If @var{r} and @var{c} are omitted, the size of the result matrix is
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30 ## the common size of @var{m} and @var{n}.
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31 ## @end deftypefn
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32
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33 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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34 ## Description: Random deviates from the F distribution
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35
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36 function rnd = frnd (m, n, r, c)
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37
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38 if (nargin > 1)
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39 if (!isscalar(m) || !isscalar(n))
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40 [retval, m, n] = common_size (m, n);
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41 if (retval > 0)
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42 error ("frnd: m and n must be of common size or scalar");
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43 endif
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44 endif
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45 endif
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46
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47
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48 if (nargin == 4)
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49 if (! (isscalar (r) && (r > 0) && (r == round (r))))
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50 error ("frnd: r must be a positive integer");
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51 endif
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52 if (! (isscalar (c) && (c > 0) && (c == round (c))))
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53 error ("frnd: c must be a positive integer");
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54 endif
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55 sz = [r, c];
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56
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57 if (any (size (m) != 1) &&
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58 ((length (size (m)) != length (sz)) || any (size (m) != sz)))
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59 error ("frnd: m and n must be scalar or of size [r,c]");
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60 endif
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61 elseif (nargin == 3)
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62 if (isscalar (r) && (r > 0))
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63 sz = [r, r];
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64 elseif (isvector(r) && all (r > 0))
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65 sz = r(:)';
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66 else
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67 error ("frnd: r must be a postive integer or vector");
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68 endif
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69
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70 if (any (size (m) != 1) &&
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71 ((length (size (m)) != length (sz)) || any (size (m) != sz)))
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72 error ("frnd: m and n must be scalar or of size sz");
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73 endif
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74 elseif (nargin == 2)
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75 sz = size(a);
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76 else
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77 usage ("frnd (m, n, r, c)");
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78 endif
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79
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80
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81 if (isscalar (m) && isscalar (n))
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82 if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
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83 rnd = finv (rand (sz), m, n);
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84 else
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85 rnd = NaN * ones (sz);
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86 endif
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87 else
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88 rnd = zeros (sz);
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89
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90 k = find (!(m > 0) | !(m < Inf) |
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91 !(n > 0) | !(n < Inf));
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92 if (any (k))
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93 rnd(k) = NaN;
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94 endif
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95
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96 k = find ((m > 0) & (m < Inf) &
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97 (n > 0) & (n < Inf));
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98 if (any (k))
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99 rnd(k) = finv (rand (size (k)), m(k), n(k));
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100 endif
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101 endif
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102
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103 endfunction