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1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2004, 2005, 2006, |
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2 ## 2007 Kurt Hornik |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @var{r}, @var{c}) |
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22 ## @deftypefnx {Function File} {} cauchy_rnd (@var{lambda}, @var{sigma}, @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 Cauchy distribution with parameters @var{lambda} |
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25 ## and @var{sigma} which must both be scalar or of size @var{r} by @var{c}. |
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26 ## |
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27 ## If @var{r} and @var{c} are omitted, the size of the result matrix is |
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28 ## the common size of @var{lambda} and @var{sigma}. |
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29 ## @end deftypefn |
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30 |
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31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
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32 ## Description: Random deviates from the Cauchy distribution |
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33 |
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34 function rnd = cauchy_rnd (l, scale, r, c) |
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35 |
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36 if (nargin > 1) |
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37 if (!isscalar (l) || !isscalar (scale)) |
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38 [retval, l, scale] = common_size (l, scale); |
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39 if (retval > 0) |
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40 error ("cauchy_rnd: lambda and sigma must be of common size or scalar"); |
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41 endif |
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42 endif |
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43 endif |
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44 |
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45 if (nargin == 4) |
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46 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
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47 error ("cauchy_rnd: r must be a positive integer"); |
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48 endif |
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49 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
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50 error ("cauchy_rnd: c must be a positive integer"); |
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51 endif |
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52 sz = [r, c]; |
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53 |
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54 if (any (size (l) != 1) |
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55 && (length (size (l)) != length (sz) || any (size (l) != sz))) |
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56 error ("cauchy_rnd: lambda and sigma must be scalar or of size [r, c]"); |
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57 endif |
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58 elseif (nargin == 3) |
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59 if (isscalar (r) && (r > 0)) |
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60 sz = [r, r]; |
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61 elseif (isvector(r) && all (r > 0)) |
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62 sz = r(:)'; |
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63 else |
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64 error ("cauchy_rnd: r must be a positive integer or vector"); |
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65 endif |
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66 |
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67 if (any (size (l) != 1) |
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68 && (length (size (l)) != length (sz) || any (size (l) != sz))) |
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69 error ("cauchy_rnd: lambda and sigma must be scalar or of size sz"); |
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70 endif |
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71 elseif (nargin == 2) |
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72 sz = size(l); |
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73 else |
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74 print_usage (); |
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75 endif |
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76 |
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77 if (isscalar (l) && isscalar (scale)) |
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78 if (find (!(l > -Inf) | !(l < Inf) | !(scale > 0) | !(scale < Inf))) |
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79 rnd = NaN * ones (sz); |
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80 else |
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81 rnd = l - cot (pi * rand (sz)) .* scale; |
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82 endif |
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83 else |
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84 rnd = NaN * ones (sz); |
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85 k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf)); |
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86 if (any (k)) |
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87 rnd(k) = l(k)(:) - cot (pi * rand (size (k))) .* scale(k)(:); |
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88 endif |
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89 endif |
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90 |
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91 endfunction |
