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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, 59 Temple Place - Suite 330, Boston, MA |
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18 ## 02111-1307, USA. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} poisson_rnd (@var{lambda}, @var{r}, @var{c}) |
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22 ## Return an @var{r} by @var{c} matrix of random samples from the |
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23 ## Poisson distribution with parameter @var{lambda}, which must be a |
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24 ## scalar or of size @var{r} by @var{c}. |
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25 ## |
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26 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
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27 ## the size of @var{lambda}. |
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28 ## @end deftypefn |
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29 |
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30 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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31 ## Description: Random deviates from the Poisson distribution |
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32 |
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33 function rnd = poisson_rnd (l, r, c) |
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34 |
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35 if (nargin == 3) |
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36 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
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37 error ("poisson_rnd: r must be a positive integer"); |
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38 endif |
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39 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
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40 error ("poisson_rnd: c must be a positive integer"); |
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41 endif |
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42 sz = [r, c]; |
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43 |
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44 if (any (size (l) != 1) && |
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45 ((length (size (l)) != length (sz)) || any (size (l) != sz))) |
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46 error ("poisson_rnd: lambda must be scalar or of size [r, c]"); |
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47 endif |
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48 elseif (nargin == 2) |
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49 if (isscalar (r) && (r > 0)) |
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50 sz = [r, r]; |
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51 elseif (isvector(r) && all (r > 0)) |
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52 sz = r(:)'; |
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53 else |
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54 error ("poisson_rnd: r must be a postive integer or vector"); |
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55 endif |
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56 |
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57 if (any (size (l) != 1) && |
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58 ((length (size (l)) != length (sz)) || any (size (l) != sz))) |
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59 error ("poisson_rnd: lambda must be scalar or of size sz"); |
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60 endif |
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61 elseif (nargin == 1) |
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62 sz = size (l); |
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63 else |
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64 usage ("poisson_rnd (lambda, r, c)"); |
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65 endif |
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66 |
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67 if (isscalar (l)) |
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68 |
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69 if (!(l >= 0) | !(l < Inf)) |
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70 rnd = NaN * ones (sz); |
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71 elseif ((l > 0) & (l < Inf)) |
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72 num = zeros (sz); |
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73 sum = - log (1 - rand (sz)) ./ l; |
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74 while (1) |
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75 ind = find (sum < 1); |
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76 if (any (ind)) |
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77 sum(ind) = (sum(ind) - log (1 - rand (size (ind))) / l); |
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78 num(ind) = num(ind) + 1; |
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79 else |
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80 break; |
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81 endif |
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82 endwhile |
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83 rnd = num; |
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84 else |
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85 rnd = zeros (sz); |
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86 endif |
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87 else |
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88 rnd = zeros (sz); |
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89 |
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90 k = find (!(l >= 0) | !(l < 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 ((l > 0) & (l < Inf)); |
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96 if (any (k)) |
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97 l = l(k); |
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98 num = zeros (size (k)); |
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99 sum = - log (1 - rand (size (k))) ./ l; |
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100 while (1) |
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101 ind = find (sum < 1); |
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102 if (any (ind)) |
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103 sum(ind) = (sum(ind) |
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104 - log (1 - rand (size (ind))) ./ l(ind)); |
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105 num(ind) = num(ind) + 1; |
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106 else |
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107 break; |
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108 endif |
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109 endwhile |
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110 rnd(k) = num; |
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111 endif |
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112 endif |
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113 |
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114 endfunction |
