diff scripts/statistics/distributions/trnd.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
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+## Copyright (C) 1995, 1996, 1997  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 2, 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, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} t_rnd (@var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} t_rnd (@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}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the size of @var{n}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the t distribution
+
+function rnd = t_rnd (n, r, c)
+
+  if (nargin == 3)
+    if (! (isscalar (r) && (r > 0) && (r == round (r))))
+      error ("t_rnd: r must be a positive integer");
+    endif
+    if (! (isscalar (c) && (c > 0) && (c == round (c))))
+      error ("t_rnd: c must be a positive integer");
+    endif
+    sz = [r, c];
+
+    if (any (size (n) != 1) && 
+	((length (size (n)) != length (sz)) || any (size (n) != sz)))
+      error ("t_rnd: 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 ("t_rnd: r must be a postive integer or vector");
+    endif
+
+    if (any (size (n) != 1) && 
+	((length (size (n)) != length (sz)) || any (size (n) != sz)))
+      error ("t_rnd: n must be scalar or of size sz");
+    endif
+  elseif (nargin == 1)
+    sz = size (n);
+  else
+    usage ("t_rnd (n, r, c)");
+  endif
+
+  if (isscalar (n))
+    if (!(n > 0) || !(n < Inf))
+      rnd = NaN * ones (sz);
+    elseif ((n > 0) && (n < Inf))
+      rnd = t_inv (rand (sz), n);
+    else
+      rnd = zeros (size (n));
+    endif
+  else
+    rnd = zeros (size (n));
+
+    k = find (!(n > 0) | !(n < Inf));
+    if (any (k))
+      rnd(k) = NaN;
+    endif
+
+    k = find ((n > 0) & (n < Inf));
+    if (any (k))
+      rnd(k) = t_inv (rand (size (k)), n(k));
+    endif
+  endif
+
+endfunction