Mercurial > hg > octave-lyh
view scripts/statistics/distributions/cauchy_rnd.m @ 12749:e7cc2d4a6db3 stable
Fix range of sigma in normal distribution to exclude 0.
* normcdf.m, normpdf.m: Correct 's >= 0' to 's > 0'.
author | Rik <octave@nomad.inbox5.com> |
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date | Thu, 16 Jun 2011 21:05:10 -0700 |
parents | c792872f8942 |
children | 19b9f17d22af |
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## Copyright (C) 1995-2011 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 3 of the License, 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, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} cauchy_rnd (@var{location}, @var{scale}, @var{r}, @var{c}) ## @deftypefnx {Function File} {} cauchy_rnd (@var{location}, @var{scale}, @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{location} ## and @var{scale} 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{location} and @var{scale}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Random deviates from the Cauchy distribution function rnd = cauchy_rnd (location, scale, r, c) if (nargin > 1) if (!isscalar (location) || !isscalar (scale)) [retval, location, scale] = common_size (location, scale); if (retval > 0) error ("cauchy_rnd: LOCATION and SCALE 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 (location) != 1) && (length (size (location)) != length (sz) || any (size (location) != sz))) error ("cauchy_rnd: LOCATION and SCALE 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 positive integer or vector"); endif if (any (size (location) != 1) && (length (size (location)) != length (sz) || any (size (location) != sz))) error ("cauchy_rnd: LOCATION and SCALE must be scalar or of size SZ"); endif elseif (nargin == 2) sz = size(location); else print_usage (); endif if (isscalar (location) && isscalar (scale)) if (find (!(location > -Inf) | !(location < Inf) | !(scale > 0) | !(scale < Inf))) rnd = NaN (sz); else rnd = location - cot (pi * rand (sz)) .* scale; endif else rnd = NaN (sz); k = find ((location > -Inf) & (location < Inf) & (scale > 0) & (scale < Inf)); if (any (k)) rnd(k) = location(k)(:) - cot (pi * rand (size (k))) .* scale(k)(:); endif endif endfunction