Mercurial > hg > octave-lyh
view scripts/statistics/distributions/exponential_rnd.m @ 5307:4c8a2e4e0717
[project @ 2005-04-26 19:24:27 by jwe]
author | jwe |
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date | Tue, 26 Apr 2005 19:24:47 +0000 |
parents | a0997c4d1d54 |
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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} {} exponential_rnd (@var{lambda}, @var{r}, @var{c}) ## @deftypefnx {Function File} {} exponential_rnd (@var{lambda}, @var{sz}) ## Return an @var{r} by @var{c} matrix of random samples from the ## exponential distribution with parameter @var{lambda}, which must be a ## scalar or of size @var{r} by @var{c}. Or if @var{sz} is a vector, ## create a matrix of size @var{sz}. ## ## If @var{r} and @var{c} are omitted, the size of the result matrix is ## the size of @var{lambda}. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from the exponential distribution function rnd = exponential_rnd (l, r, c) if (nargin == 3) if (! (isscalar (r) && (r > 0) && (r == round (r)))) error ("exponential_rnd: r must be a positive integer"); endif if (! (isscalar (c) && (c > 0) && (c == round (c)))) error ("exponential_rnd: c must be a positive integer"); endif sz = [r, c]; if (any (size (l) != 1) && ((length (size (nl)) != length (sz)) || any (size (l) != sz))) error ("exponential_rnd: lambda must be scalar or of size [r, c]"); endif elseif (nargin == 2) if (isscalar (r) && (r > 0)) sz = [r, r]; elseif (isvector(r) && all (r > 0)) sz = r(:)'; else error ("exponential_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 ("exponential_rnd: lambda must be scalar or of size sz"); endif elseif (nargin == 1) sz = size (l); else usage ("exponential_rnd (lambda, r, c)"); endif if (isscalar (l)) if ((l > 0) && (l < Inf)) rnd = - log (1 - rand (sz)) ./ l; else rnd = NaN * ones (sz); endif else rnd = zeros (sz); k = find (!(l > 0) | !(l < Inf)); if (any (k)) rnd(k) = NaN; endif k = find ((l > 0) & (l < Inf)); if (any (k)) rnd(k) = - log (1 - rand (size (k))) ./ l(k); endif endif endfunction