Mercurial > hg > octave-nkf
diff scripts/statistics/distributions/trnd.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | c792872f8942 |
children | 72c96de7a403 |
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--- a/scripts/statistics/distributions/trnd.m +++ b/scripts/statistics/distributions/trnd.m @@ -1,3 +1,4 @@ +## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 Kurt Hornik ## ## This file is part of Octave. @@ -17,74 +18,100 @@ ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## @deftypefn {Function File} {} trnd (@var{n}, @var{r}, @var{c}) -## @deftypefnx {Function File} {} trnd (@var{n}, @var{sz}) -## Return an @var{r} by @var{c} matrix of random samples from the t -## (Student) distribution with @var{n} degrees of freedom. @var{n} 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}. +## @deftypefn {Function File} {} trnd (@var{n}) +## @deftypefnx {Function File} {} trnd (@var{n}, @var{r}) +## @deftypefnx {Function File} {} trnd (@var{n}, @var{r}, @var{c}, @dots{}) +## @deftypefnx {Function File} {} trnd (@var{n}, [@var{sz}]) +## Return a matrix of random samples from the t (Student) distribution with +## @var{n} degrees of freedom. ## -## If @var{r} and @var{c} are omitted, the size of the result matrix is -## the size of @var{n}. +## When called with a single size argument, return a square matrix with +## the dimension specified. When called with more than one scalar argument the +## first two arguments are taken as the number of rows and columns and any +## further arguments specify additional matrix dimensions. The size may also +## be specified with a vector of dimensions @var{sz}. +## +## If no size arguments are given then the result matrix is the size of +## @var{n}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Random deviates from the t distribution -function rnd = trnd (n, r, c) - - if (nargin == 3) - if (! (isscalar (r) && (r > 0) && (r == round (r)))) - error ("trnd: R must be a positive integer"); - endif - if (! (isscalar (c) && (c > 0) && (c == round (c)))) - error ("trnd: C must be a positive integer"); - endif - sz = [r, c]; +function rnd = trnd (n, varargin) - if (any (size (n) != 1) - && ((length (size (n)) != length (sz)) || any (size (n) != sz))) - error ("trnd: N must be scalar or of size SZ"); - endif - elseif (nargin == 2) - if (isscalar (r) && (r > 0)) - sz = [r, r]; - elseif (isvector(r) && all (r > 0)) - sz = r(:)'; - else - error ("trnd: R must be a positive integer or vector"); - endif - - if (any (size (n) != 1) - && ((length (size (n)) != length (sz)) || any (size (n) != sz))) - error ("trnd: N must be scalar or of size SZ"); - endif - elseif (nargin == 1) - sz = size (n); - else + if (nargin < 1) print_usage (); endif + if (nargin == 1) + sz = size (n); + elseif (nargin == 2) + if (isscalar (varargin{1}) && varargin{1} >= 0) + sz = [varargin{1}, varargin{1}]; + elseif (isrow (varargin{1}) && all (varargin{1} >= 0)) + sz = varargin{1}; + else + error ("trnd: dimension vector must be row vector of non-negative integers"); + endif + elseif (nargin > 2) + if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) + error ("trnd: dimensions must be non-negative integers"); + endif + sz = [varargin{:}]; + endif + + if (!isscalar (n) && !isequal (size (n), sz)) + error ("trnd: N must be scalar or of size SZ"); + endif + + if (iscomplex (n)) + error ("trnd: N must not be complex"); + endif + + if (isa (n, "single")) + cls = "single"; + else + cls = "double"; + endif + if (isscalar (n)) - if (!(n > 0) || !(n < Inf)) - rnd = NaN (sz); - elseif ((n > 0) && (n < Inf)) - rnd = randn(sz) ./ sqrt(2*randg(n/2,sz)./n); + if ((n > 0) && (n < Inf)) + rnd = randn (sz) ./ sqrt (2*randg (n/2, sz) / n); else - rnd = zeros (size (n)); + rnd = NaN (sz, cls); endif else - rnd = zeros (size (n)); + rnd = NaN (sz, cls); - k = find (!(n > 0) | !(n < Inf)); - if (any (k)) - rnd(k) = NaN; - endif - - k = find ((n > 0) & (n < Inf)); - if (any (k)) - rnd(k) = randn(size(k)) ./ sqrt(2*randg(n(k)/2,size(k))./n(k)); - endif + k = (n > 0) & (n < Inf); + rnd(k) = randn (sum (k(:)), 1) ./ sqrt (2*randg (n(k)/2) ./ n(k))(:); endif endfunction + + +%!assert(size (trnd (2)), [1, 1]); +%!assert(size (trnd (ones(2,1))), [2, 1]); +%!assert(size (trnd (ones(2,2))), [2, 2]); +%!assert(size (trnd (1, 3)), [3, 3]); +%!assert(size (trnd (1, [4 1])), [4, 1]); +%!assert(size (trnd (1, 4, 1)), [4, 1]); + +%% Test class of input preserved +%!assert(class (trnd (1)), "double"); +%!assert(class (trnd (single(1))), "single"); +%!assert(class (trnd (single([1 1]))), "single"); + +%% Test input validation +%!error trnd () +%!error trnd (1, -1) +%!error trnd (1, ones(2)) +%!error trnd (i) +%!error trnd (1, [2 -1 2]) +%!error trnd (1, 2, ones(2)) +%!error trnd (1, 2, -1) +%!error trnd (ones(2,2), 3) +%!error trnd (ones(2,2), [3, 2]) +%!error trnd (ones(2,2), 2, 3) +