Mercurial > hg > octave-nkf
annotate scripts/statistics/distributions/trnd.m @ 11587:c792872f8942
all script files: untabify and strip trailing whitespace
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Thu, 20 Jan 2011 17:35:29 -0500 |
| parents | fd0a3ac60b0e |
| children | 19b9f17d22af |
| rev | line source |
|---|---|
| 11523 | 1 ## Copyright (C) 1995-2011 Kurt Hornik |
| 5410 | 2 ## |
| 3 ## This file is part of Octave. | |
| 4 ## | |
| 5 ## Octave is free software; you can redistribute it and/or modify it | |
| 6 ## under the terms of the GNU General Public License as published by | |
| 7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
| 8 ## your option) any later version. | |
| 5410 | 9 ## |
| 10 ## Octave is distributed in the hope that it will be useful, but | |
| 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
| 12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 13 ## General Public License for more details. | |
| 14 ## | |
| 15 ## You should have received a copy of the GNU General Public License | |
| 7016 | 16 ## along with Octave; see the file COPYING. If not, see |
| 17 ## <http://www.gnu.org/licenses/>. | |
| 5410 | 18 |
| 19 ## -*- texinfo -*- | |
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20 ## @deftypefn {Function File} {} trnd (@var{n}, @var{r}, @var{c}) |
| 5411 | 21 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{sz}) |
| 5410 | 22 ## Return an @var{r} by @var{c} matrix of random samples from the t |
| 23 ## (Student) distribution with @var{n} degrees of freedom. @var{n} must | |
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24 ## be a scalar or of size @var{r} by @var{c}. Or if @var{sz} is a |
| 5410 | 25 ## vector create a matrix of size @var{sz}. |
| 26 ## | |
| 27 ## If @var{r} and @var{c} are omitted, the size of the result matrix is | |
| 28 ## the size of @var{n}. | |
| 29 ## @end deftypefn | |
| 30 | |
| 5428 | 31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
| 5410 | 32 ## Description: Random deviates from the t distribution |
| 33 | |
| 5411 | 34 function rnd = trnd (n, r, c) |
| 5410 | 35 |
| 36 if (nargin == 3) | |
| 37 if (! (isscalar (r) && (r > 0) && (r == round (r)))) | |
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38 error ("trnd: R must be a positive integer"); |
| 5410 | 39 endif |
| 40 if (! (isscalar (c) && (c > 0) && (c == round (c)))) | |
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41 error ("trnd: C must be a positive integer"); |
| 5410 | 42 endif |
| 43 sz = [r, c]; | |
| 44 | |
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45 if (any (size (n) != 1) |
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46 && ((length (size (n)) != length (sz)) || any (size (n) != sz))) |
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47 error ("trnd: N must be scalar or of size SZ"); |
| 5410 | 48 endif |
| 49 elseif (nargin == 2) | |
| 50 if (isscalar (r) && (r > 0)) | |
| 51 sz = [r, r]; | |
| 52 elseif (isvector(r) && all (r > 0)) | |
| 53 sz = r(:)'; | |
| 54 else | |
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55 error ("trnd: R must be a positive integer or vector"); |
| 5410 | 56 endif |
| 57 | |
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58 if (any (size (n) != 1) |
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parents:
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59 && ((length (size (n)) != length (sz)) || any (size (n) != sz))) |
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60 error ("trnd: N must be scalar or of size SZ"); |
| 5410 | 61 endif |
| 62 elseif (nargin == 1) | |
| 63 sz = size (n); | |
| 64 else | |
| 6046 | 65 print_usage (); |
| 5410 | 66 endif |
| 67 | |
| 68 if (isscalar (n)) | |
| 69 if (!(n > 0) || !(n < Inf)) | |
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70 rnd = NaN (sz); |
| 5410 | 71 elseif ((n > 0) && (n < Inf)) |
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72 rnd = randn(sz) ./ sqrt(2*randg(n/2,sz)./n); |
| 5410 | 73 else |
| 74 rnd = zeros (size (n)); | |
| 75 endif | |
| 76 else | |
| 77 rnd = zeros (size (n)); | |
| 78 | |
| 79 k = find (!(n > 0) | !(n < Inf)); | |
| 80 if (any (k)) | |
| 81 rnd(k) = NaN; | |
| 82 endif | |
| 83 | |
| 84 k = find ((n > 0) & (n < Inf)); | |
| 85 if (any (k)) | |
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all script files: untabify and strip trailing whitespace
John W. Eaton <jwe@octave.org>
parents:
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diff
changeset
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86 rnd(k) = randn(size(k)) ./ sqrt(2*randg(n(k)/2,size(k))./n(k)); |
| 5410 | 87 endif |
| 88 endif | |
| 89 | |
| 90 endfunction |