Mercurial > hg > octave-lyh
view scripts/statistics/distributions/discrete_rnd.m @ 3191:e4f4b2d26ee9
[project @ 1998-10-23 05:43:59 by jwe]
author | jwe |
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date | Fri, 23 Oct 1998 05:44:01 +0000 |
parents | |
children | ca92c9d3f882 |
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## Copyright (C) 1996, 1997 Kurt Hornik ## ## This program 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. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: discrete_rnd (N, V, P) ## ## Generate a random sample of size N from the univariate distribution ## which assumes the values in V with probabilities P. ## ## Currently, N must be a scalar. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Random deviates from a discrete distribution function rnd = discrete_rnd (N, V, P) if (nargin != 3) usage ("discrete_rnd (N, V, P)"); endif if !is_scalar (N) error ("discrete_rnd: N must be a scalar"); endif if (! is_vector (V)) error ("discrete_rnd: V must be a vector"); elseif (! is_vector (P) || (length (P) != length (V))) error ("discrete_rnd: P must be a vector with length (V) elements"); elseif (! (all (P >= 0) && any (P))) error ("discrete_rnd: P must be a nonzero, nonnegative vector"); endif u = rand (1, N); m = length (P); s = reshape (cumsum (P / sum (P)), m, 1); rnd = V (1 + sum ((s * ones (1, N)) <= ((ones (m, 1) * u)))); if (prefer_column_vectors) rnd = rnd'; endif endfunction