Mercurial > hg > octave-lyh
view scripts/statistics/distributions/cauchy_rnd.m @ 5307:4c8a2e4e0717
[project @ 2005-04-26 19:24:27 by jwe]
author | jwe |
---|---|
date | Tue, 26 Apr 2005 19:24:47 +0000 |
parents | 9794d526639c |
children | 2a16423e4aa0 |
line wrap: on
line source
## 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} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) ## @deftypefnx {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{sz}) ## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of ## random samples from the Cauchy distribution with parameters @var{lambda} ## and @var{sigma} which must both 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{lambda} and @var{sigma}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the Cauchy distribution function rnd = cauchy_rnd (l, scale, r, c) if (nargin > 1) if (!isscalar (l) || !isscalar (scale)) [retval, l, scale] = common_size (l, scale); if (retval > 0) error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); endif endif endif if (nargin == 4) if (! (isscalar (r) && (r > 0) && (r == round (r)))) error ("cauchy_rnd: r must be a positive integer"); endif if (! (isscalar (c) && (c > 0) && (c == round (c)))) error ("cauchy_rnd: c must be a positive integer"); endif sz = [r, c]; if (any (size (l) != 1) && (length (size (l)) != length (sz) || any (size (l) != sz))) error ("cauchy_rnd: lambda and sigma 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 ("cauchy_rnd: r must be a postive integer or vector"); endif if (any (size (l) != 1) && (length (size (l)) != length (sz) || any (size (l) != sz))) error ("cauchy_rnd: lambda and sigma must be scalar or of size sz"); endif elseif (nargin == 2) sz = size(l); else usage ("cauchy_rnd (lambda, sigma, r, c)"); endif if (isscalar (l) && isscalar (scale)) if (find (!(l > -Inf) | !(l < Inf) | !(scale > 0) | !(scale < Inf))) rnd = NaN * ones (sz); else rnd = l - cot (pi * rand (sz)) .* scale; endif else rnd = NaN * ones (sz); k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); if (any (k)) rnd(k) = l(k)(:) - cot (pi * rand (size (k))) .* scale(k)(:); endif endif endfunction