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1 ## Copyright (C) 1995, 1996, 1997, 2005, 2006, 2007 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} {} trnd (@var{n}, @var{r}, @var{c}) |
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21 ## @deftypefnx {Function File} {} trnd (@var{n}, @var{sz}) |
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22 ## Return an @var{r} by @var{c} matrix of random samples from the t |
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23 ## (Student) distribution with @var{n} degrees of freedom. @var{n} must |
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24 ## be a scalar or of size @var{r} by @var{c}. Or if @var{sz} is a |
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25 ## vector create a matrix of size @var{sz}. |
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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 size of @var{n}. |
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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 t distribution |
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33 |
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34 function rnd = trnd (n, r, c) |
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35 |
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36 if (nargin == 3) |
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37 if (! (isscalar (r) && (r > 0) && (r == round (r)))) |
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38 error ("trnd: r must be a positive integer"); |
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39 endif |
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40 if (! (isscalar (c) && (c > 0) && (c == round (c)))) |
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41 error ("trnd: c must be a positive integer"); |
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42 endif |
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43 sz = [r, c]; |
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44 |
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45 if (any (size (n) != 1) && |
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46 ((length (size (n)) != length (sz)) || any (size (n) != sz))) |
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47 error ("trnd: n must be scalar or of size sz"); |
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48 endif |
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49 elseif (nargin == 2) |
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50 if (isscalar (r) && (r > 0)) |
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51 sz = [r, r]; |
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52 elseif (isvector(r) && all (r > 0)) |
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53 sz = r(:)'; |
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54 else |
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55 error ("trnd: r must be a positive integer or vector"); |
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56 endif |
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57 |
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58 if (any (size (n) != 1) && |
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59 ((length (size (n)) != length (sz)) || any (size (n) != sz))) |
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60 error ("trnd: n must be scalar or of size sz"); |
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61 endif |
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62 elseif (nargin == 1) |
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63 sz = size (n); |
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64 else |
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65 print_usage (); |
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66 endif |
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67 |
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68 if (isscalar (n)) |
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69 if (!(n > 0) || !(n < Inf)) |
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70 rnd = NaN * ones (sz); |
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71 elseif ((n > 0) && (n < Inf)) |
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72 rnd = randn(sz) ./ sqrt(2*randg(n/2,sz)./n); |
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73 else |
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74 rnd = zeros (size (n)); |
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75 endif |
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76 else |
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77 rnd = zeros (size (n)); |
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78 |
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79 k = find (!(n > 0) | !(n < Inf)); |
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80 if (any (k)) |
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81 rnd(k) = NaN; |
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82 endif |
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83 |
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84 k = find ((n > 0) & (n < Inf)); |
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85 if (any (k)) |
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86 rnd(k) = randn(size(k)) ./ sqrt(2*randg(n(k)/2,size(k))./n(k)); |
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87 endif |
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88 endif |
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89 |
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90 endfunction |
