Mercurial > octave-nkf
diff scripts/statistics/distributions/gamrnd.m @ 13171:19b9f17d22af
Overhaul of statistical distribution functions
Support class "single"
75% reduction in memory usage
More Matlab compatibility for corner cases
* betacdf.m, betainv.m, betapdf.m, betarnd.m, binocdf.m, binoinv.m, binopdf.m,
binornd.m, cauchy_cdf.m, cauchy_inv.m, cauchy_pdf.m, cauchy_rnd.m, chi2cdf.m,
chi2inv.m, chi2pdf.m, chi2rnd.m, discrete_cdf.m, discrete_inv.m,
discrete_pdf.m, discrete_rnd.m, empirical_cdf.m, empirical_inv.m,
empirical_pdf.m, empirical_rnd.m, expcdf.m, expinv.m, exppdf.m, exprnd.m,
fcdf.m, finv.m, fpdf.m, frnd.m, gamcdf.m, gaminv.m, gampdf.m, gamrnd.m,
geocdf.m, geoinv.m, geopdf.m, geornd.m, hygecdf.m, hygeinv.m, hygepdf.m,
hygernd.m, kolmogorov_smirnov_cdf.m, laplace_cdf.m, laplace_inv.m,
laplace_pdf.m, laplace_rnd.m, logistic_cdf.m, logistic_inv.m, logistic_pdf.m,
logistic_rnd.m, logncdf.m, logninv.m, lognpdf.m, lognrnd.m, nbincdf.m,
nbininv.m, nbinpdf.m, nbinrnd.m, normcdf.m, norminv.m, normpdf.m, normrnd.m,
poisscdf.m, poissinv.m, poisspdf.m, poissrnd.m, stdnormal_cdf.m,
stdnormal_inv.m, stdnormal_pdf.m, stdnormal_rnd.m, tcdf.m, tinv.m, tpdf.m,
trnd.m, unidcdf.m, unidinv.m, unidpdf.m, unidrnd.m, unifcdf.m, unifinv.m,
unifpdf.m, unifrnd.m, wblcdf.m, wblinv.m, wblpdf.m, wblrnd.m:
Return "single" outputs for "single" inputs,
Use logical indexing rather than find() for 75% memory savings,
Add tests for all functions,
Use consistent documentation across all functions,
More Matlab compatibilitcy for corner cases.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Tue, 20 Sep 2011 12:13:13 -0700 |
parents | c792872f8942 |
children | 0c15fece33ad |
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--- a/scripts/statistics/distributions/gamrnd.m Tue Sep 20 11:41:59 2011 -0700 +++ b/scripts/statistics/distributions/gamrnd.m Tue Sep 20 12:13:13 2011 -0700 @@ -1,3 +1,4 @@ +## Copyright (C) 2011 Rik Wehbring ## Copyright (C) 1995-2011 Kurt Hornik ## ## This file is part of Octave. @@ -17,81 +18,118 @@ ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- -## @deftypefn {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}, @var{c}) -## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{sz}) -## Return an @var{r} by @var{c} or a @code{size (@var{sz})} matrix of -## random samples from the Gamma distribution with parameters @var{a} -## and @var{b}. Both @var{a} and @var{b} must be scalar or of size -## @var{r} by @var{c}. +## @deftypefn {Function File} {} gamrnd (@var{a}, @var{b}) +## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}) +## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, @var{r}, @var{c}, @dots{}) +## @deftypefnx {Function File} {} gamrnd (@var{a}, @var{b}, [@var{sz}]) +## Return a matrix of random samples from the Gamma distribution with +## parameters @var{a} and @var{b}. ## -## If @var{r} and @var{c} are omitted, the size of the result matrix is -## the common size of @var{a} and @var{b}. -## @seealso{gamma, gammaln, gammainc, gampdf, gamcdf, gaminv} +## When called with a single size argument, return a square matrix with +## the dimension specified. When called with more than one scalar argument the +## first two arguments are taken as the number of rows and columns and any +## further arguments specify additional matrix dimensions. The size may also +## be specified with a vector of dimensions @var{sz}. +## +## If no size arguments are given then the result matrix is the common size of +## @var{a} and @var{b}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Random deviates from the Gamma distribution -function rnd = gamrnd (a, b, r, c) +function rnd = gamrnd (a, b, varargin) - if (nargin > 1) - if (!isscalar(a) || !isscalar(b)) - [retval, a, b] = common_size (a, b); - if (retval > 0) - error ("gamrnd: A and B must be of common size or scalar"); - endif + if (nargin < 2) + print_usage (); + endif + + if (!isscalar (a) || !isscalar (b)) + [retval, a, b] = common_size (a, b); + if (retval > 0) + error ("gamrnd: A and B must be of common size or scalars"); endif endif - if (nargin == 4) - if (! (isscalar (r) && (r > 0) && (r == round (r)))) - error ("gamrnd: R must be a positive integer"); - endif - if (! (isscalar (c) && (c > 0) && (c == round (c)))) - error ("gamrnd: C must be a positive integer"); - endif - sz = [r, c]; + if (iscomplex (a) || iscomplex (b)) + error ("gamrnd: A and B must not be complex"); + endif - if (any (size (a) != 1) - && (length (size (a)) != length (sz) || any (size (a) != sz))) - error ("gamrnd: A and B must be scalar or of size [R, C]"); - endif + if (nargin == 2) + sz = size (a); elseif (nargin == 3) - if (isscalar (r) && (r > 0)) - sz = [r, r]; - elseif (isvector(r) && all (r > 0)) - sz = r(:)'; + if (isscalar (varargin{1}) && varargin{1} >= 0) + sz = [varargin{1}, varargin{1}]; + elseif (isrow (varargin{1}) && all (varargin{1} >= 0)) + sz = varargin{1}; else - error ("gamrnd: R must be a positive integer or vector"); + error ("gamrnd: dimension vector must be row vector of non-negative integers"); endif - - if (any (size (a) != 1) - && (length (size (a)) != length (sz) || any (size (a) != sz))) - error ("gamrnd: A and B must be scalar or of size SZ"); + elseif (nargin > 3) + if (any (cellfun (@(x) (!isscalar (x) || x < 0), varargin))) + error ("gamrnd: dimensions must be non-negative integers"); endif - elseif (nargin == 2) - sz = size(a); - else - print_usage (); + sz = [varargin{:}]; endif - rnd = zeros (sz); + if (!isscalar (a) && !isequal (size (a), sz)) + error ("gamrnd: A and B must be scalar or of size SZ"); + endif - if (isscalar (a) && isscalar(b)) - if (find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf))) - rnd = NaN (sz); - else - rnd = b .* randg(a, sz); + if (isa (a, "single") || isa (b, "single")) + cls = "single"; + else + cls = "double"; + endif + + if (isscalar (a) && isscalar (b)) + if ((a > 0) && (a < Inf) && (b > 0) && (b < Inf)) + rnd = b * randg (a, sz); + if (strcmp (cls, "single")) + rnd = single (rnd); + endif + else + rnd = NaN (sz, cls); endif else - k = find (!(a > 0) | !(a < Inf) | !(b > 0) | !(b < Inf)); - if (any (k)) - rnd(k) = NaN; - endif - k = find ((a > 0) & (a < Inf) & (b > 0) & (b < Inf)); - if (any (k)) - rnd(k) = b(k) .* randg(a(k), size(k)); - endif + rnd = NaN (sz, cls); + + k = (a > 0) & (a < Inf) & (b > 0) & (b < Inf); + rnd(k) = b(k) .* randg (a(k)); endif endfunction + + +%!assert(size (gamrnd (1,2)), [1, 1]); +%!assert(size (gamrnd (ones(2,1), 2)), [2, 1]); +%!assert(size (gamrnd (ones(2,2), 2)), [2, 2]); +%!assert(size (gamrnd (1, 2*ones(2,1))), [2, 1]); +%!assert(size (gamrnd (1, 2*ones(2,2))), [2, 2]); +%!assert(size (gamrnd (1, 2, 3)), [3, 3]); +%!assert(size (gamrnd (1, 2, [4 1])), [4, 1]); +%!assert(size (gamrnd (1, 2, 4, 1)), [4, 1]); + +%% Test class of input preserved +%!assert(class (gamrnd (1, 2)), "double"); +%!assert(class (gamrnd (single(1), 2)), "single"); +%!assert(class (gamrnd (single([1 1]), 2)), "single"); +%!assert(class (gamrnd (1, single(2))), "single"); +%!assert(class (gamrnd (1, single([2 2]))), "single"); + +%% Test input validation +%!error gamrnd () +%!error gamrnd (1) +%!error gamrnd (ones(3),ones(2)) +%!error gamrnd (ones(2),ones(3)) +%!error gamrnd (i, 2) +%!error gamrnd (2, i) +%!error gamrnd (1,2, -1) +%!error gamrnd (1,2, ones(2)) +%!error gamrnd (1, 2, [2 -1 2]) +%!error gamrnd (1,2, 1, ones(2)) +%!error gamrnd (1,2, 1, -1) +%!error gamrnd (ones(2,2), 2, 3) +%!error gamrnd (ones(2,2), 2, [3, 2]) +%!error gamrnd (ones(2,2), 2, 2, 3) +