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1 ## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 Kurt Hornik |
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2 ## |
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3 ## This file is part of Octave. |
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4 ## |
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5 ## Octave is free software; you can redistribute it and/or modify it |
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6 ## under the terms of the GNU General Public License as published by |
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7 ## the Free Software Foundation; either version 3 of the License, or (at |
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8 ## your option) any later version. |
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9 ## |
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10 ## Octave is distributed in the hope that it will be useful, but |
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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13 ## General Public License for more details. |
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14 ## |
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15 ## You should have received a copy of the GNU General Public License |
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16 ## along with Octave; see the file COPYING. If not, see |
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17 ## <http://www.gnu.org/licenses/>. |
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18 |
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19 ## -*- texinfo -*- |
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20 ## @deftypefn {Function File} {} frnd (@var{m}, @var{n}, @var{r}, @var{c}) |
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21 ## @deftypefnx {Function File} {} frnd (@var{m}, @var{n}, @var{sz}) |
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22 ## Return an @var{r} by @var{c} matrix of random samples from the F |
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23 ## distribution with @var{m} and @var{n} degrees of freedom. Both |
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24 ## @var{m} and @var{n} must be scalar or of size @var{r} by @var{c}. |
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25 ## If @var{sz} is a vector the random samples are in a matrix of |
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26 ## size @var{sz}. |
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27 ## |
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28 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
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29 ## the common size of @var{m} and @var{n}. |
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30 ## @end deftypefn |
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31 |
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32 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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33 ## Description: Random deviates from the F distribution |
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34 |
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35 function rnd = frnd (m, n, r, c) |
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36 |
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37 if (nargin > 1) |
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38 if (!isscalar(m) || !isscalar(n)) |
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39 [retval, m, n] = common_size (m, n); |
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40 if (retval > 0) |
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41 error ("frnd: m and n must be of common size or scalar"); |
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42 endif |
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43 endif |
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44 endif |
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45 |
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46 |
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47 if (nargin == 4) |
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48 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
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49 error ("frnd: r must be a positive integer"); |
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50 endif |
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51 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
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52 error ("frnd: c must be a positive integer"); |
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53 endif |
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54 sz = [r, c]; |
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55 |
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56 if (any (size (m) != 1) && |
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57 ((length (size (m)) != length (sz)) || any (size (m) != sz))) |
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58 error ("frnd: m and n must be scalar or of size [r,c]"); |
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59 endif |
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60 elseif (nargin == 3) |
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61 if (isscalar (r) && (r > 0)) |
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62 sz = [r, r]; |
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63 elseif (isvector(r) && all (r > 0)) |
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64 sz = r(:)'; |
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65 else |
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66 error ("frnd: r must be a positive integer or vector"); |
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67 endif |
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68 |
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69 if (any (size (m) != 1) && |
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70 ((length (size (m)) != length (sz)) || any (size (m) != sz))) |
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71 error ("frnd: m and n must be scalar or of size sz"); |
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72 endif |
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73 elseif (nargin == 2) |
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74 sz = size(a); |
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75 else |
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76 print_usage (); |
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77 endif |
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78 |
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79 |
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80 if (isscalar (m) && isscalar (n)) |
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81 if (isinf (m) || isinf (n)) |
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82 if (isinf (m)) |
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83 rnd = ones (sz); |
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84 else |
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85 rnd = 2 ./ m .* randg(m / 2, sz); |
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86 endif |
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87 if (! isinf (n)) |
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88 rnd = 0.5 .* n .* rnd ./ randg (n / 2, sz); |
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89 endif |
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90 elseif ((m > 0) && (m < Inf) && (n > 0) && (n < Inf)) |
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91 rnd = n ./ m .* randg (m / 2, sz) ./ randg (n / 2, sz); |
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92 else |
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93 rnd = NaN * ones (sz); |
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94 endif |
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95 else |
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96 rnd = zeros (sz); |
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97 |
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98 k = find (isinf(m) | isinf(n)); |
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99 if (any (k)) |
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100 rnd (k) = 1; |
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101 k2 = find (!isinf(m) & isinf(n)); |
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102 rnd (k2) = 2 ./ m(k2) .* randg (m(k2) ./ 2, size(k2)); |
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103 k2 = find (isinf(m) & !isinf(n)); |
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104 rnd (k2) = 0.5 .* n(k2) .* rnd(k2) ./ randg (n(k2) ./ 2, size(k2)); |
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105 endif |
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106 |
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107 k = find (!(m > 0) | !(n > 0)); |
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108 if (any (k)) |
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109 rnd(k) = NaN; |
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110 endif |
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111 |
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112 k = find ((m > 0) & (m < Inf) & |
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113 (n > 0) & (n < Inf)); |
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114 if (any (k)) |
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115 rnd(k) = n(k) ./ m(k) .* randg(m(k)./2,size(k)) ./ randg(n(k)./2,size(k)); |
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116 endif |
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117 endif |
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118 |
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119 endfunction |
