diff scripts/statistics/distributions/gamrnd.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
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+## 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.
+##
+## Octave is distributed in the hope that it will be useful, but
+## 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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{sz})
+## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of 
+## random samples from the Gamma distribution with parameters @var{a}
+## and @var{b}.  Both @var{a} and @var{b} must be scalar or of size 
+## @var{r} by @var{c}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{a} and @var{b}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the Gamma distribution
+
+function rnd = gamma_rnd (a, b, r, c)
+
+  if (nargin > 1)
+    if (!isscalar(a) || !isscalar(b)) 
+      [retval, a, b] = common_size (a, b);
+      if (retval > 0)
+	error ("gamma_rnd: a and b must be of common size or scalar");
+      endif
+    endif
+  endif
+
+  if (nargin == 4)
+    if (! (isscalar (r) && (r > 0) && (r == round (r))))
+      error ("gamma_rnd: r must be a positive integer");
+    endif
+    if (! (isscalar (c) && (c > 0) && (c == round (c))))
+      error ("gamma_rnd: c must be a positive integer");
+    endif
+    sz = [r, c];
+
+    if (any (size (a) != 1)
+	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
+      error ("gamma_rnd: a and b must be scalar or of size [r, c]");
+    endif
+  elseif (nargin == 3)
+    if (isscalar (r) && (r > 0))
+      sz = [r, r];
+    elseif (isvector(r) && all (r > 0))
+      sz = r(:)';
+    else
+      error ("uniform_rnd: r must be a postive integer or vector");
+    endif
+
+    if (any (size (a) != 1)
+	&& (length (size (a)) != length (sz) || any (size (a) != sz)))
+      error ("gamma_rnd: a and b must be scalar or of size sz");
+    endif
+  elseif (nargin == 2)
+    sz = size(a);
+  else
+    usage ("gamma_rnd (a, b, r, c)");
+  endif
+
+  rnd = zeros (sz);
+
+  if (isscalar (a) && isscalar(b))
+    if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)))
+      rnd = NaN * ones (sz);
+    else
+      rnd =  gamma_inv (rand (sz), a, b);
+    endif
+  else 
+    k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf));
+    if (any (k))
+      rnd(k) = NaN;
+    endif
+    k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf));
+    if (any (k))
+      rnd(k) = gamma_inv (rand (size (k)), a(k), b(k));
+    endif
+  endif
+
+endfunction