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annotate scripts/statistics/distributions/discrete_rnd.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents ca92c9d3f882
children 434790acb067
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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 row vector containing a random sample of size N from the
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20 ## univariate distribution which assumes the values in V with
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21 ## probabilities P.
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22 ##
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23 ## Currently, N must be a scalar.
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24
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25 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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26 ## Description: Random deviates from a discrete distribution
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27
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28 function rnd = discrete_rnd (N, V, P)
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29
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30 if (nargin != 3)
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31 usage ("discrete_rnd (N, V, P)");
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32 endif
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33
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34 if (! is_scalar (N))
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35 error ("discrete_rnd: N must be a scalar");
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36 endif
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37
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38 if (! is_vector (V))
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39 error ("discrete_rnd: V must be a vector");
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40 elseif (! is_vector (P) || (length (P) != length (V)))
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41 error ("discrete_rnd: P must be a vector with length (V) elements");
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42 elseif (! (all (P >= 0) && any (P)))
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43 error ("discrete_rnd: P must be a nonzero, nonnegative vector");
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44 endif
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45
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46 u = rand (1, N);
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47 m = length (P);
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48 s = reshape (cumsum (P / sum (P)), m, 1);
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49
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50 rnd = V (1 + sum ((s * ones (1, N)) <= ((ones (m, 1) * u))));
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51
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52 endfunction