|
3191
|
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik |
|
3426
|
2 ## |
|
3922
|
3 ## This file is part of Octave. |
|
|
4 ## |
|
|
5 ## Octave is free software; you can redistribute it and/or modify it |
|
|
6 ## under the terms of the GNU General Public License as published by |
|
7016
|
7 ## the Free Software Foundation; either version 3 of the License, or (at |
|
|
8 ## your option) any later version. |
|
3426
|
9 ## |
|
3922
|
10 ## Octave is distributed in the hope that it will be useful, but |
|
3191
|
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
|
|
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
|
3426
|
13 ## General Public License for more details. |
|
|
14 ## |
|
3191
|
15 ## You should have received a copy of the GNU General Public License |
|
7016
|
16 ## along with Octave; see the file COPYING. If not, see |
|
|
17 ## <http://www.gnu.org/licenses/>. |
|
3191
|
18 |
|
3456
|
19 ## -*- texinfo -*- |
|
|
20 ## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) |
|
4854
|
21 ## @deftypefnx {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{sz}) |
|
|
22 ## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of |
|
|
23 ## random samples from the Cauchy distribution with parameters @var{lambda} |
|
|
24 ## and @var{sigma} which must both be scalar or of size @var{r} by @var{c}. |
|
3191
|
25 ## |
|
3456
|
26 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
|
|
27 ## the common size of @var{lambda} and @var{sigma}. |
|
|
28 ## @end deftypefn |
|
3426
|
29 |
|
5428
|
30 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
|
3456
|
31 ## Description: Random deviates from the Cauchy distribution |
|
3191
|
32 |
|
|
33 function rnd = cauchy_rnd (l, scale, r, c) |
|
3426
|
34 |
|
4854
|
35 if (nargin > 1) |
|
|
36 if (!isscalar (l) || !isscalar (scale)) |
|
|
37 [retval, l, scale] = common_size (l, scale); |
|
|
38 if (retval > 0) |
|
|
39 error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); |
|
|
40 endif |
|
|
41 endif |
|
|
42 endif |
|
|
43 |
|
3191
|
44 if (nargin == 4) |
|
4030
|
45 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
|
3456
|
46 error ("cauchy_rnd: r must be a positive integer"); |
|
3191
|
47 endif |
|
4030
|
48 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
|
3456
|
49 error ("cauchy_rnd: c must be a positive integer"); |
|
3191
|
50 endif |
|
4854
|
51 sz = [r, c]; |
|
4856
|
52 |
|
4857
|
53 if (any (size (l) != 1) |
|
|
54 && (length (size (l)) != length (sz) || any (size (l) != sz))) |
|
4856
|
55 error ("cauchy_rnd: lambda and sigma must be scalar or of size [r, c]"); |
|
|
56 endif |
|
4854
|
57 elseif (nargin == 3) |
|
|
58 if (isscalar (r) && (r > 0)) |
|
|
59 sz = [r, r]; |
|
|
60 elseif (isvector(r) && all (r > 0)) |
|
|
61 sz = r(:)'; |
|
|
62 else |
|
7007
|
63 error ("cauchy_rnd: r must be a positive integer or vector"); |
|
3191
|
64 endif |
|
4856
|
65 |
|
4857
|
66 if (any (size (l) != 1) |
|
|
67 && (length (size (l)) != length (sz) || any (size (l) != sz))) |
|
4856
|
68 error ("cauchy_rnd: lambda and sigma must be scalar or of size sz"); |
|
|
69 endif |
|
3191
|
70 elseif (nargin == 2) |
|
4854
|
71 sz = size(l); |
|
3191
|
72 else |
|
6046
|
73 print_usage (); |
|
3191
|
74 endif |
|
3426
|
75 |
|
4854
|
76 if (isscalar (l) && isscalar (scale)) |
|
|
77 if (find (!(l > -Inf) | !(l < Inf) | !(scale > 0) | !(scale < Inf))) |
|
|
78 rnd = NaN * ones (sz); |
|
|
79 else |
|
|
80 rnd = l - cot (pi * rand (sz)) .* scale; |
|
|
81 endif |
|
|
82 else |
|
|
83 rnd = NaN * ones (sz); |
|
|
84 k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); |
|
|
85 if (any (k)) |
|
|
86 rnd(k) = l(k)(:) - cot (pi * rand (size (k))) .* scale(k)(:); |
|
|
87 endif |
|
3191
|
88 endif |
|
|
89 |
|
|
90 endfunction |
