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1 ## Copyright (C) 1995, 1996, 1997 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 2, or (at your option) |
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8 ## 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, write to the Free |
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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18 ## 02110-1301, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{r}, @var{c}) |
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22 ## @deftypefnx {Function File} {} gamma_rnd (@var{a}, @var{b}, @var{sz}) |
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23 ## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of |
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24 ## random samples from the Gamma distribution with parameters @var{a} |
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25 ## and @var{b}. Both @var{a} and @var{b} must be scalar or of size |
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26 ## @var{r} by @var{c}. |
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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{a} and @var{b}. |
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30 ## @end deftypefn |
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31 |
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32 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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33 ## Description: Random deviates from the Gamma distribution |
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34 |
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35 function rnd = gamma_rnd (a, b, r, c) |
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36 |
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37 if (nargin > 1) |
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38 if (!isscalar(a) || !isscalar(b)) |
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39 [retval, a, b] = common_size (a, b); |
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40 if (retval > 0) |
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41 error ("gamma_rnd: a and b 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 if (nargin == 4) |
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47 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
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48 error ("gamma_rnd: r must be a positive integer"); |
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49 endif |
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50 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
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51 error ("gamma_rnd: c must be a positive integer"); |
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52 endif |
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53 sz = [r, c]; |
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54 |
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55 if (any (size (a) != 1) |
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56 && (length (size (a)) != length (sz) || any (size (a) != sz))) |
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57 error ("gamma_rnd: a and b must be scalar or of size [r, c]"); |
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58 endif |
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59 elseif (nargin == 3) |
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60 if (isscalar (r) && (r > 0)) |
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61 sz = [r, r]; |
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62 elseif (isvector(r) && all (r > 0)) |
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63 sz = r(:)'; |
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64 else |
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65 error ("uniform_rnd: r must be a postive integer or vector"); |
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66 endif |
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67 |
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68 if (any (size (a) != 1) |
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69 && (length (size (a)) != length (sz) || any (size (a) != sz))) |
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70 error ("gamma_rnd: a and b must be scalar or of size sz"); |
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71 endif |
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72 elseif (nargin == 2) |
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73 sz = size(a); |
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74 else |
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75 usage ("gamma_rnd (a, b, r, c)"); |
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76 endif |
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77 |
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78 rnd = zeros (sz); |
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79 |
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80 if (isscalar (a) && isscalar(b)) |
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81 if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf))) |
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82 rnd = NaN * ones (sz); |
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83 else |
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84 rnd = gamma_inv (rand (sz), a, b); |
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85 endif |
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86 else |
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87 k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)); |
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88 if (any (k)) |
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89 rnd(k) = NaN; |
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90 endif |
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91 k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf)); |
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92 if (any (k)) |
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93 rnd(k) = gamma_inv (rand (size (k)), a(k), b(k)); |
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94 endif |
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95 endif |
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96 |
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97 endfunction |
