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nbininv.m: Increase speed (85X) and accuracy of function (bug #34363). * nbininv.m: Call new function scalar_nbininv to calculate nbininv for scalar. If there are still uncalculated values then call bin_search_nbininv. Call bin_search_nbininv directly for vectors. Add more BIST tests. * nbininv.m (scalar_binoinv): New subfunction to calculate nbininv for scalar x. Stops when x > 1000. * nbininv.m (bin_search_nbininv): New subfunction to do binary search for nbininv.
author Lachlan Andrew <lachlanbis@gmail.com>
date Sun, 11 Oct 2015 20:33:37 -0700
parents 9fc020886ae9
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 ## Copyright (C) 2012 Rik Wehbring
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2 ## Copyright (C) 1997-2015 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} {} hygernd (@var{t}, @var{m}, @var{n})
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22 ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, @var{r})
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23 ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, @var{r}, @var{c}, @dots{})
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24 ## @deftypefnx {Function File} {} hygernd (@var{t}, @var{m}, @var{n}, [@var{sz}])
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25 ## Return a matrix of random samples from the hypergeometric distribution
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26 ## with parameters @var{t}, @var{m}, and @var{n}.
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27 ##
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28 ## The parameters @var{t}, @var{m}, and @var{n} must be positive integers
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29 ## with @var{m} and @var{n} not greater than @var{t}.
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30 ##
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31 ## When called with a single size argument, return a square matrix with
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32 ## the dimension specified. When called with more than one scalar argument the
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33 ## first two arguments are taken as the number of rows and columns and any
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34 ## further arguments specify additional matrix dimensions. The size may also
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35 ## be specified with a vector of dimensions @var{sz}.
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36 ##
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37 ## If no size arguments are given then the result matrix is the common size of
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38 ## @var{t}, @var{m}, and @var{n}.
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39 ## @end deftypefn
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40
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41 function rnd = hygernd (t, m, n, varargin)
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42
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43 if (nargin < 3)
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44 print_usage ();
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45 endif
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46
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47 if (! isscalar (t) || ! isscalar (m) || ! isscalar (n))
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48 [retval, t, m, n] = common_size (t, m, n);
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49 if (retval > 0)
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50 error ("hygernd: T, M, and N must be of common size or scalars");
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51 endif
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52 endif
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53
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54 if (iscomplex (t) || iscomplex (m) || iscomplex (n))
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55 error ("hygernd: T, M, and N must not be complex");
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56 endif
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57
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58 if (nargin == 3)
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59 sz = size (t);
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60 elseif (nargin == 4)
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61 if (isscalar (varargin{1}) && varargin{1} >= 0)
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62 sz = [varargin{1}, varargin{1}];
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63 elseif (isrow (varargin{1}) && all (varargin{1} >= 0))
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64 sz = varargin{1};
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65 else
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66 error ("hygernd: dimension vector must be row vector of non-negative integers");
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67 endif
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68 elseif (nargin > 4)
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69 if (any (cellfun (@(x) (! isscalar (x) || x < 0), varargin)))
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70 error ("hygernd: dimensions must be non-negative integers");
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71 endif
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72 sz = [varargin{:}];
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73 endif
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74
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75 if (! isscalar (t) && ! isequal (size (t), sz))
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76 error ("hygernd: T, M, and N must be scalar or of size SZ");
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77 endif
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78
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79 if (isa (t, "single") || isa (m, "single") || isa (n, "single"))
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80 cls = "single";
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81 else
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82 cls = "double";
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83 endif
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84
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85 ok = ((t >= 0) & (m >= 0) & (n > 0) & (m <= t) & (n <= t) &
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86 (t == fix (t)) & (m == fix (m)) & (n == fix (n)));
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87
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88 if (isscalar (t))
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89 if (ok)
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90 v = 0:n;
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91 p = hygepdf (v, t, m, n);
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92 rnd = v(lookup (cumsum (p(1:end-1)) / sum (p), rand (sz)) + 1);
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93 rnd = reshape (rnd, sz);
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94 if (strcmp (cls, "single"))
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95 rnd = single (rnd);
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96 endif
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97 else
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98 rnd = NaN (sz, cls);
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99 endif
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100 else
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101 rnd = NaN (sz, cls);
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102 rn = rand (sz);
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103 for i = find (ok(:)') # Must be row vector arg to for loop
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104 v = 0 : n(i);
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105 p = hygepdf (v, t(i), m(i), n(i));
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106 rnd(i) = v(lookup (cumsum (p(1 : end-1)) / sum (p), rn(i)) + 1);
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107 endfor
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108 endif
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109
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110 endfunction
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111
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112
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113 %!assert (size (hygernd (4,2,2)), [1, 1])
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114 %!assert (size (hygernd (4*ones (2,1), 2,2)), [2, 1])
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115 %!assert (size (hygernd (4*ones (2,2), 2,2)), [2, 2])
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116 %!assert (size (hygernd (4, 2*ones (2,1), 2)), [2, 1])
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117 %!assert (size (hygernd (4, 2*ones (2,2), 2)), [2, 2])
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118 %!assert (size (hygernd (4, 2, 2*ones (2,1))), [2, 1])
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119 %!assert (size (hygernd (4, 2, 2*ones (2,2))), [2, 2])
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120 %!assert (size (hygernd (4, 2, 2, 3)), [3, 3])
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121 %!assert (size (hygernd (4, 2, 2, [4 1])), [4, 1])
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122 %!assert (size (hygernd (4, 2, 2, 4, 1)), [4, 1])
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123
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124 %!assert (class (hygernd (4,2,2)), "double")
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125 %!assert (class (hygernd (single (4),2,2)), "single")
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126 %!assert (class (hygernd (single ([4 4]),2,2)), "single")
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127 %!assert (class (hygernd (4,single (2),2)), "single")
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128 %!assert (class (hygernd (4,single ([2 2]),2)), "single")
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129 %!assert (class (hygernd (4,2,single (2))), "single")
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130 %!assert (class (hygernd (4,2,single ([2 2]))), "single")
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131
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132 ## Test input validation
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
133 %!error hygernd ()
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
134 %!error hygernd (1)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
135 %!error hygernd (1,2)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
136 %!error hygernd (ones (3), ones (2), ones (2), 2)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
137 %!error hygernd (ones (2), ones (3), ones (2), 2)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
138 %!error hygernd (ones (2), ones (2), ones (3), 2)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
139 %!error hygernd (i, 2, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
140 %!error hygernd (2, i, 2)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
141 %!error hygernd (2, 2, i)
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
142 %!error hygernd (4,2,2, -1)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
143 %!error hygernd (4,2,2, ones (2))
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
144 %!error hygernd (4,2,2, [2 -1 2])
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
145 %!error hygernd (4*ones (2),2,2, 3)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
146 %!error hygernd (4*ones (2),2,2, [3, 2])
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
147 %!error hygernd (4*ones (2),2,2, 3, 2)
13171
19b9f17d22af Overhaul of statistical distribution functions
Rik <octave@nomad.inbox5.com>
parents: 11523
diff changeset
148