Mercurial > octave-nkf
annotate scripts/statistics/distributions/gamrnd.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> |
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date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | c792872f8942 |
children | 0c15fece33ad |
rev | line source |
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1 ## Copyright (C) 2011 Rik Wehbring |
11523 | 2 ## Copyright (C) 1995-2011 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} {} gamrnd (@var{a}, @var{b}) |
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22 ## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}) |
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23 ## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}, @var{c}, @dots{}) |
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24 ## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, [@var{sz}]) |
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25 ## Return a matrix of random samples from the Gamma distribution with |
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26 ## parameters @var{a} and @var{b}. |
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{a} and @var{b}. |
5410 | 36 ## @end deftypefn |
37 | |
5428 | 38 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
5410 | 39 ## Description: Random deviates from the Gamma distribution |
40 | |
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41 function rnd = gamrnd (a, b, 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 (a) || !isscalar (b)) |
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48 [retval, a, b] = common_size (a, b); |
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49 if (retval > 0) |
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50 error ("gamrnd: A and B must be of common size or scalars"); |
5410 | 51 endif |
52 endif | |
53 | |
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54 if (iscomplex (a) || iscomplex (b)) |
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55 error ("gamrnd: A and B 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 (a); |
5410 | 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}; |
5410 | 65 else |
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66 error ("gamrnd: 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 ("gamrnd: 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 (a) && !isequal (size (a), sz)) |
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76 error ("gamrnd: A and B must be scalar or of size SZ"); |
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77 endif |
5410 | 78 |
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79 if (isa (a, "single") || isa (b, "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 (a) && isscalar (b)) |
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86 if ((a > 0) && (a < Inf) && (b > 0) && (b < Inf)) |
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87 rnd = b * randg (a, sz); |
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88 if (strcmp (cls, "single")) |
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89 rnd = single (rnd); |
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90 endif |
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91 else |
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92 rnd = NaN (sz, cls); |
5410 | 93 endif |
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94 else |
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95 rnd = NaN (sz, cls); |
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96 |
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97 k = (a > 0) & (a < Inf) & (b > 0) & (b < Inf); |
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98 rnd(k) = b(k) .* randg (a(k)); |
5410 | 99 endif |
100 | |
101 endfunction | |
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102 |
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103 |
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104 %!assert(size (gamrnd (1,2)), [1, 1]); |
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105 %!assert(size (gamrnd (ones(2,1), 2)), [2, 1]); |
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106 %!assert(size (gamrnd (ones(2,2), 2)), [2, 2]); |
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107 %!assert(size (gamrnd (1, 2*ones(2,1))), [2, 1]); |
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108 %!assert(size (gamrnd (1, 2*ones(2,2))), [2, 2]); |
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109 %!assert(size (gamrnd (1, 2, 3)), [3, 3]); |
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110 %!assert(size (gamrnd (1, 2, [4 1])), [4, 1]); |
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111 %!assert(size (gamrnd (1, 2, 4, 1)), [4, 1]); |
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112 |
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113 %% Test class of input preserved |
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114 %!assert(class (gamrnd (1, 2)), "double"); |
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115 %!assert(class (gamrnd (single(1), 2)), "single"); |
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116 %!assert(class (gamrnd (single([1 1]), 2)), "single"); |
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117 %!assert(class (gamrnd (1, single(2))), "single"); |
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118 %!assert(class (gamrnd (1, single([2 2]))), "single"); |
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119 |
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120 %% Test input validation |
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121 %!error gamrnd () |
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122 %!error gamrnd (1) |
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123 %!error gamrnd (ones(3),ones(2)) |
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124 %!error gamrnd (ones(2),ones(3)) |
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125 %!error gamrnd (i, 2) |
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126 %!error gamrnd (2, i) |
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127 %!error gamrnd (1,2, -1) |
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128 %!error gamrnd (1,2, ones(2)) |
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129 %!error gamrnd (1, 2, [2 -1 2]) |
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130 %!error gamrnd (1,2, 1, ones(2)) |
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131 %!error gamrnd (1,2, 1, -1) |
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132 %!error gamrnd (ones(2,2), 2, 3) |
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133 %!error gamrnd (ones(2,2), 2, [3, 2]) |
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134 %!error gamrnd (ones(2,2), 2, 2, 3) |
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135 |