Mercurial > octave-nkf
annotate scripts/statistics/distributions/normrnd.m @ 19630:0e1f5a750d00
maint: Periodic merge of gui-release to default.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 20 Jan 2015 10:24:46 -0500 |
parents | ac75140f2c97 446c46af4b42 |
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1 ## Copyright (C) 2012 Rik Wehbring |
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2 ## Copyright (C) 1995-2013 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} {} normrnd (@var{mu}, @var{sigma}) |
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22 ## @deftypefnx {Function File} {} normrnd (@var{mu}, @var{sigma}, @var{r}) |
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23 ## @deftypefnx {Function File} {} normrnd (@var{mu}, @var{sigma}, @var{r}, @var{c}, @dots{}) |
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24 ## @deftypefnx {Function File} {} normrnd (@var{mu}, @var{sigma}, [@var{sz}]) |
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25 ## Return a matrix of random samples from the normal distribution with |
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26 ## parameters mean @var{mu} and standard deviation @var{sigma}. |
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 common size of |
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35 ## @var{mu} and @var{sigma}. |
5410 | 36 ## @end deftypefn |
37 | |
5428 | 38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 39 ## Description: Random deviates from the normal distribution |
40 | |
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41 function rnd = normrnd (mu, sigma, varargin) |
5410 | 42 |
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43 if (nargin < 2) |
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44 print_usage (); |
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45 endif |
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46 |
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47 if (!isscalar (mu) || !isscalar (sigma)) |
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48 [retval, mu, sigma] = common_size (mu, sigma); |
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49 if (retval > 0) |
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50 error ("normrnd: mu and sigma must be of common size or scalars"); |
5410 | 51 endif |
52 endif | |
53 | |
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54 if (iscomplex (mu) || iscomplex (sigma)) |
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55 error ("normrnd: MU and SIGMA must not be complex"); |
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56 endif |
5410 | 57 |
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58 if (nargin == 2) |
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59 sz = size (mu); |
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61 if (isscalar (varargin{1}) && varargin{1} >= 0) |
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62 sz = [varargin{1}, varargin{1}]; |
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63 elseif (isrow (varargin{1}) && all (varargin{1} >= 0)) |
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64 sz = varargin{1}; |
5410 | 65 else |
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66 error ("normrnd: dimension vector must be row vector of non-negative integers"); |
5410 | 67 endif |
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68 elseif (nargin > 3) |
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69 if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) |
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70 error ("normrnd: dimensions must be non-negative integers"); |
5410 | 71 endif |
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72 sz = [varargin{:}]; |
5410 | 73 endif |
74 | |
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75 if (!isscalar (mu) && !isequal (size (mu), sz)) |
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76 error ("normrnd: mu and sigma must be scalar or of size SZ"); |
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77 endif |
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78 |
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79 if (isa (mu, "single") || isa (sigma, "single")) |
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80 cls = "single"; |
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81 else |
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82 cls = "double"; |
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83 endif |
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84 |
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85 if (isscalar (mu) && isscalar (sigma)) |
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86 if (isfinite (mu) && (sigma >= 0) && (sigma < Inf)) |
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87 rnd = mu + sigma * randn (sz, cls); |
5410 | 88 else |
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89 rnd = NaN (sz, cls); |
5410 | 90 endif |
91 else | |
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92 rnd = mu + sigma .* randn (sz, cls); |
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93 k = ! isfinite (mu) | !(sigma > 0) | !(sigma < Inf); |
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94 rnd(k) = NaN; |
5410 | 95 endif |
96 | |
97 endfunction | |
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98 |
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99 |
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100 %!assert (size (normrnd (1,2)), [1, 1]) |
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101 %!assert (size (normrnd (ones (2,1), 2)), [2, 1]) |
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102 %!assert (size (normrnd (ones (2,2), 2)), [2, 2]) |
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103 %!assert (size (normrnd (1, 2*ones (2,1))), [2, 1]) |
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104 %!assert (size (normrnd (1, 2*ones (2,2))), [2, 2]) |
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105 %!assert (size (normrnd (1, 2, 3)), [3, 3]) |
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106 %!assert (size (normrnd (1, 2, [4 1])), [4, 1]) |
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107 %!assert (size (normrnd (1, 2, 4, 1)), [4, 1]) |
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108 |
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109 %% Test class of input preserved |
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110 %!assert (class (normrnd (1, 2)), "double") |
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111 %!assert (class (normrnd (single (1), 2)), "single") |
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112 %!assert (class (normrnd (single ([1 1]), 2)), "single") |
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113 %!assert (class (normrnd (1, single (2))), "single") |
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114 %!assert (class (normrnd (1, single ([2 2]))), "single") |
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115 |
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116 %% Test input validation |
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117 %!error normrnd () |
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118 %!error normrnd (1) |
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119 %!error normrnd (ones (3), ones (2)) |
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120 %!error normrnd (ones (2), ones (3)) |
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121 %!error normrnd (i, 2) |
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122 %!error normrnd (2, i) |
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123 %!error normrnd (1,2, -1) |
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124 %!error normrnd (1,2, ones (2)) |
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125 %!error normrnd (1, 2, [2 -1 2]) |
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126 %!error normrnd (1,2, 1, ones (2)) |
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127 %!error normrnd (1,2, 1, -1) |
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128 %!error normrnd (ones (2,2), 2, 3) |
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129 %!error normrnd (ones (2,2), 2, [3, 2]) |
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130 %!error normrnd (ones (2,2), 2, 2, 3) |
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131 |