annotate scripts/statistics/distributions/normrnd.m @ 19630:0e1f5a750d00

maint: Periodic merge of gui-release to default.
author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 10:24:46 -0500
parents ac75140f2c97 446c46af4b42
children 4197fc428c7d
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2013 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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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}.
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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}.
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36 ## @end deftypefn
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37
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38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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39 ## Description: Random deviates from the normal distribution
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40
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41 function rnd = normrnd (mu, sigma, varargin)
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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");
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51 endif
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52 endif
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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
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57
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58 if (nargin == 2)
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59 sz = size (mu);
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60 elseif (nargin == 3)
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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};
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65 else
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66 error ("normrnd: dimension vector must be row vector of non-negative integers");
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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");
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71 endif
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72 sz = [varargin{:}];
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73 endif
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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);
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88 else
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89 rnd = NaN (sz, cls);
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90 endif
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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;
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95 endif
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96
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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