annotate scripts/statistics/distributions/frnd.m @ 7016:93c65f2a5668

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 6304d9ea0a30
children a1dbe9d80eee
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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 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 ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
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82 rnd = n ./ m .* randg(m/2,sz) ./ randg(n/2,sz);
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83 else
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84 rnd = NaN * ones (sz);
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85 endif
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86 else
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87 rnd = zeros (sz);
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88
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89 k = find (!(m > 0) | !(m < Inf) |
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90 !(n > 0) | !(n < Inf));
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91 if (any (k))
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92 rnd(k) = NaN;
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93 endif
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94
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95 k = find ((m > 0) & (m < Inf) &
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96 (n > 0) & (n < Inf));
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97 if (any (k))
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98 rnd(k) = n(k) ./ m(k) .* randg(m(k)./2,size(k)) ./ randg(n(k)./2,size(k));
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99 endif
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100 endif
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101
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102 endfunction