annotate scripts/statistics/distributions/pascal_rnd.m @ 3191:e4f4b2d26ee9

[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children f8dde1807dee
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
2 ##
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
3 ## This program is free software; you can redistribute it and/or modify
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
4 ## it under the terms of the GNU General Public License as published by
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
5 ## the Free Software Foundation; either version 2, or (at your option)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
6 ## any later version.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
7 ##
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
8 ## This program is distributed in the hope that it will be useful, but
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
11 ## General Public License for more details.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
12 ##
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
13 ## You should have received a copy of the GNU General Public License
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
14 ## along with this file. If not, write to the Free Software Foundation,
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
16
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
17 ## usage: pascal_rnd (n, p [, r, c])
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
18 ##
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
19 ## pascal_rnd (n, p) returns a matrix of random samples from the Pascal
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
20 ## (negative binomial) distribution with parameters n and p. The size of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
21 ## the matrix is the common size of n and p.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
22 ##
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
23 ## pascal_rnd (n, p, r, c) returns an r by c matrix of random samples
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
24 ## from the Pascal distribution with parameters n and p. Both n and p
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
25 ## must be scalar or of size r by c.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
26
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
28 ## Description: Random deviates from the Pascal distribution
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
29
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
30 function rnd = pascal_rnd (n, p, r, c)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
31
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
32 if (nargin == 4)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
33 if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
34 error ("pascal_rnd: r must be a positive integer");
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
35 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
36 if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
37 error ("pascal_rnd: c must be a positive integer");
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
38 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
39 [retval, n, p] = common_size (n, p, zeros (r, c));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
40 if (retval > 0)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
41 error (strcat("pascal_rnd: ",
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
42 "n and p must be scalar or of size ",
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
43 sprintf ("%d by %d", r, c)));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
44 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
45 elseif (nargin == 2)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
46 [retval, n, p] = common_size (n, p);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
47 if (retval > 0)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
48 error ("pascal_rnd: n and p must be of common size or scalar");
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
49 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
50 else
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
51 usage ("pascal_rnd (n, p [, r, c])");
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
52 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
53
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
54 [r, c] = size (n);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
55 s = r * c;
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
56 n = reshape (n, 1, s);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
57 p = reshape (p, 1, s);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
58 rnd = zeros (1, s);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
59
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
60 k = find (!(n > 0) | !(n < Inf) | !(n == round (n)) ...
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
61 | !(p <= 0) | !(p >= 1));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
62 if (any (k))
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
63 rnd(k) = NaN * ones (1, length (k));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
64 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
65
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
66 k = find ((n > 0) & (n < Inf) & (n == round (n)) ...
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
67 & (p >= 0) & (p <= 1));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
68 if (any (k))
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
69 N = max (n(k));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
70 L = length (k);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
71 tmp = floor (log (rand (N, L)) ./ (ones (N, 1) * log (1 - p(k))));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
72 ind = (1 : N)' * ones (1, L);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
73 rnd(k) = sum (tmp .* (ind <= ones (N, 1) * n(k)));
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
74 endif
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
75
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
76 rnd = reshape (rnd, r, c);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
77
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
78 endfunction