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annotate scripts/statistics/distributions/discrete_rnd.m @ 3191:e4f4b2d26ee9

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[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children ca92c9d3f882
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3191
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1 ## Copyright (C) 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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16
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17 ## usage: discrete_rnd (N, V, P)
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18 ##
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19 ## Generate a random sample of size N from the univariate distribution
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20 ## which assumes the values in V with probabilities P.
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21 ##
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22 ## Currently, N must be a scalar.
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23
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24 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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25 ## Description: Random deviates from a discrete distribution
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26
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27 function rnd = discrete_rnd (N, V, P)
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28
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29 if (nargin != 3)
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30 usage ("discrete_rnd (N, V, P)");
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31 endif
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32
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33 if !is_scalar (N)
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34 error ("discrete_rnd: N must be a scalar");
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35 endif
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36
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37 if (! is_vector (V))
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38 error ("discrete_rnd: V must be a vector");
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39 elseif (! is_vector (P) || (length (P) != length (V)))
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40 error ("discrete_rnd: P must be a vector with length (V) elements");
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41 elseif (! (all (P >= 0) && any (P)))
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42 error ("discrete_rnd: P must be a nonzero, nonnegative vector");
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43 endif
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44
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45 u = rand (1, N);
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46 m = length (P);
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47 s = reshape (cumsum (P / sum (P)), m, 1);
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48
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49 rnd = V (1 + sum ((s * ones (1, N)) <= ((ones (m, 1) * u))));
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50
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51 if (prefer_column_vectors)
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52 rnd = rnd';
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53 endif
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54
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55 endfunction