annotate scripts/statistics/distributions/geornd.m @ 20641:c3c052b9192a

Improve performance and error reporting of betainv, gaminv (bug #34363). * betainv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 10,000. Issue warning if algorithm fails. * gaminv.m: Replace for loop with do-until loop. Shorten max loop cycles to 40, rather than 100. Issue warning if algorithm fails.
author Rik <rik@octave.org>
date Sun, 11 Oct 2015 16:55:17 -0700
parents 9fc020886ae9
children
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1995-2015 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} {} geornd (@var{p})
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22 ## @deftypefnx {Function File} {} geornd (@var{p}, @var{r})
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23 ## @deftypefnx {Function File} {} geornd (@var{p}, @var{r}, @var{c}, @dots{})
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24 ## @deftypefnx {Function File} {} geornd (@var{p}, [@var{sz}])
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25 ## Return a matrix of random samples from the geometric distribution with
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26 ## parameter @var{p}.
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27 ##
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28 ## When called with a single size argument, return a square matrix with
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29 ## the dimension specified. When called with more than one scalar argument the
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30 ## first two arguments are taken as the number of rows and columns and any
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31 ## further arguments specify additional matrix dimensions. The size may also
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32 ## be specified with a vector of dimensions @var{sz}.
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33 ##
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34 ## If no size arguments are given then the result matrix is the size of
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35 ## @var{p}.
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36 ##
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37 ## The geometric distribution models the number of failures (@var{x}-1) of a
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38 ## Bernoulli trial with probability @var{p} before the first success (@var{x}).
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39 ## @end deftypefn
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40
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41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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42 ## Description: Random deviates from the geometric distribution
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43
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44 function rnd = geornd (p, varargin)
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45
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46 if (nargin < 1)
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47 print_usage ();
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48 endif
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49
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50 if (nargin == 1)
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51 sz = size (p);
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52 elseif (nargin == 2)
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53 if (isscalar (varargin{1}) && varargin{1} >= 0)
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54 sz = [varargin{1}, varargin{1}];
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55 elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
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56 sz = varargin{1};
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57 else
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58 error ("geornd: dimension vector must be row vector of non-negative integers");
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59 endif
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60 elseif (nargin > 2)
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61 if (any (cellfun (@(x) (! isscalar (x) || x < 0), varargin)))
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62 error ("geornd: dimensions must be non-negative integers");
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63 endif
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64 sz = [varargin{:}];
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65 endif
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66
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67 if (! isscalar (p) && ! isequal (size (p), sz))
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68 error ("geornd: P must be scalar or of size SZ");
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69 endif
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70
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71 if (iscomplex (p))
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72 error ("geornd: P must not be complex");
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73 endif
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74
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75 if (isa (p, "single"))
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76 cls = "single";
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77 else
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78 cls = "double";
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79 endif
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80
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81 if (isscalar (p))
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82 if (p > 0 && p < 1);
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83 rnd = floor (- rande (sz, cls) ./ log (1 - p));
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84 elseif (p == 0)
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85 rnd = Inf (sz, cls);
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86 elseif (p == 1)
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87 rnd = zeros (sz, cls);
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88 elseif (p < 0 || p > 1)
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89 rnd = NaN (sz, cls);
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90 endif
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91 else
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92 rnd = floor (- rande (sz, cls) ./ log (1 - p));
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93
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94 k = !(p >= 0) | !(p <= 1);
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95 rnd(k) = NaN;
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96
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97 k = (p == 0);
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98 rnd(k) = Inf;
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99 endif
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100
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101 endfunction
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102
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103
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104 %!assert (size (geornd (0.5)), [1, 1])
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105 %!assert (size (geornd (0.5*ones (2,1))), [2, 1])
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106 %!assert (size (geornd (0.5*ones (2,2))), [2, 2])
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107 %!assert (size (geornd (0.5, 3)), [3, 3])
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108 %!assert (size (geornd (0.5, [4 1])), [4, 1])
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109 %!assert (size (geornd (0.5, 4, 1)), [4, 1])
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110
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111 ## Test class of input preserved
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112 %!assert (class (geornd (0.5)), "double")
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113 %!assert (class (geornd (single (0.5))), "single")
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114 %!assert (class (geornd (single ([0.5 0.5]))), "single")
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115 %!assert (class (geornd (single (0))), "single")
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116 %!assert (class (geornd (single (1))), "single")
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117
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118 ## Test input validation
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119 %!error geornd ()
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120 %!error geornd (ones (3), ones (2))
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121 %!error geornd (ones (2), ones (3))
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122 %!error geornd (i)
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123 %!error geornd (1, -1)
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124 %!error geornd (1, ones (2))
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125 %!error geornd (1, [2 -1 2])
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126 %!error geornd (ones (2,2), 2, 3)
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127 %!error geornd (ones (2,2), 3, 2)
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128