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annotate scripts/statistics/distributions/trnd.m @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +0100 |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2015 Kurt Hornik |
5410 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5410 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5410 | 19 |
20 ## -*- texinfo -*- | |
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21 ## @deftypefn {Function File} {} trnd (@var{n}) |
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22 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{r}) |
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23 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{r}, @var{c}, @dots{}) |
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24 ## @deftypefnx {Function File} {} trnd (@var{n}, [@var{sz}]) |
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25 ## Return a matrix of random samples from the t (Student) distribution with |
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26 ## @var{n} degrees of freedom. |
5410 | 27 ## |
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28 ## When called with a single size argument, return a square matrix with |
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29 ## the dimension specified. When called with more than one scalar argument the |
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30 ## first two arguments are taken as the number of rows and columns and any |
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31 ## further arguments specify additional matrix dimensions. The size may also |
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32 ## be specified with a vector of dimensions @var{sz}. |
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33 ## |
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34 ## If no size arguments are given then the result matrix is the size of |
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35 ## @var{n}. |
5410 | 36 ## @end deftypefn |
37 | |
5428 | 38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 39 ## Description: Random deviates from the t distribution |
40 | |
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41 function rnd = trnd (n, varargin) |
5410 | 42 |
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43 if (nargin < 1) |
6046 | 44 print_usage (); |
5410 | 45 endif |
46 | |
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47 if (nargin == 1) |
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48 sz = size (n); |
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49 elseif (nargin == 2) |
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50 if (isscalar (varargin{1}) && varargin{1} >= 0) |
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51 sz = [varargin{1}, varargin{1}]; |
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52 elseif (isrow (varargin{1}) && all (varargin{1} >= 0)) |
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53 sz = varargin{1}; |
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54 else |
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55 error ("trnd: dimension vector must be row vector of non-negative integers"); |
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56 endif |
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57 elseif (nargin > 2) |
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58 if (any (cellfun (@(x) (! isscalar (x) || x < 0), varargin))) |
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59 error ("trnd: dimensions must be non-negative integers"); |
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60 endif |
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61 sz = [varargin{:}]; |
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62 endif |
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63 |
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64 if (! isscalar (n) && ! isequal (size (n), sz)) |
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65 error ("trnd: N must be scalar or of size SZ"); |
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66 endif |
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67 |
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68 if (iscomplex (n)) |
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69 error ("trnd: N must not be complex"); |
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70 endif |
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71 |
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72 if (isa (n, "single")) |
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73 cls = "single"; |
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74 else |
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75 cls = "double"; |
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76 endif |
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77 |
5410 | 78 if (isscalar (n)) |
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79 if ((n > 0) && (n < Inf)) |
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80 rnd = randn (sz, cls) ./ sqrt (2*randg (n/2, sz, cls) / n); |
5410 | 81 else |
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82 rnd = NaN (sz, cls); |
5410 | 83 endif |
84 else | |
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85 rnd = NaN (sz, cls); |
5410 | 86 |
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87 k = (n > 0) & (n < Inf); |
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88 rnd(k) = randn (sum (k(:)), 1, cls) ... |
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89 ./ sqrt (2*randg (n(k)/2, cls) ./ n(k))(:); |
5410 | 90 endif |
91 | |
92 endfunction | |
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93 |
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94 |
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95 %!assert (size (trnd (2)), [1, 1]) |
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96 %!assert (size (trnd (ones (2,1))), [2, 1]) |
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97 %!assert (size (trnd (ones (2,2))), [2, 2]) |
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98 %!assert (size (trnd (1, 3)), [3, 3]) |
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99 %!assert (size (trnd (1, [4 1])), [4, 1]) |
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100 %!assert (size (trnd (1, 4, 1)), [4, 1]) |
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101 |
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102 ## Test class of input preserved |
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103 %!assert (class (trnd (1)), "double") |
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104 %!assert (class (trnd (single (1))), "single") |
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105 %!assert (class (trnd (single ([1 1]))), "single") |
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106 |
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107 ## Test input validation |
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108 %!error trnd () |
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109 %!error trnd (1, -1) |
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110 %!error trnd (1, ones (2)) |
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111 %!error trnd (i) |
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112 %!error trnd (1, [2 -1 2]) |
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113 %!error trnd (1, 2, ones (2)) |
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114 %!error trnd (1, 2, -1) |
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115 %!error trnd (ones (2,2), 3) |
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116 %!error trnd (ones (2,2), [3, 2]) |
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117 %!error trnd (ones (2,2), 2, 3) |
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118 |