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

[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
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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} {} laplace_rnd (@var{r}, @var{c})
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21 ## @deftypefnx {Function File} {} laplace_rnd (@var{sz});
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22 ## Return an @var{r} by @var{c} matrix of random numbers from the
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23 ## Laplace distribution. Or if @var{sz} is a vector, create a matrix of
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24 ## @var{sz}.
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25 ## @end deftypefn
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26
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27 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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28 ## Description: Random deviates from the Laplace distribution
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29
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30 function rnd = laplace_rnd (r, c)
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31
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32 if (nargin == 2)
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33 if (! (isscalar (r) && (r > 0) && (r == round (r))))
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34 error ("laplace_rnd: r must be a positive integer");
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35 endif
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36 if (! (isscalar (c) && (c > 0) && (c == round (c))))
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37 error ("laplace_rnd: c must be a positive integer");
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38 endif
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39 sz = [r, c];
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40 elseif (nargin == 1)
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41 if (isscalar (r) && (r > 0))
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42 sz = [r, r];
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43 elseif (isvector(r) && all (r > 0))
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44 sz = r(:)';
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45 else
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46 error ("laplace_rnd: r must be a positive integer or vector");
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47 endif
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48 else
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49 print_usage ();
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50 endif
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51
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52 tmp = rand (sz);
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53 rnd = ((tmp < 1/2) .* log (2 * tmp)
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54 - (tmp > 1/2) .* log (2 * (1 - tmp)));
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55
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56 endfunction