diff scripts/statistics/distributions/frnd.m @ 5410:56e066f5efc1

[project @ 2005-07-13 17:43:35 by jwe]
author jwe
date Wed, 13 Jul 2005 17:43:35 +0000
parents
children bee21f388110
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/frnd.m	Wed Jul 13 17:43:35 2005 +0000
@@ -0,0 +1,103 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_rnd (@var{m}, @var{n}, @var{r}, @var{c})
+## @deftypefnx {Function File} {} f_rnd (@var{m}, @var{n}, @var{sz})
+## Return an @var{r} by @var{c} matrix of random samples from the F
+## distribution with @var{m} and @var{n} degrees of freedom.  Both
+## @var{m} and @var{n} must be scalar or of size @var{r} by @var{c}.
+## If @var{sz} is a vector the random samples are in a matrix of 
+## size @var{sz}.
+##
+## If @var{r} and @var{c} are omitted, the size of the result matrix is
+## the common size of @var{m} and @var{n}.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: Random deviates from the F distribution
+
+function rnd = f_rnd (m, n, r, c)
+
+  if (nargin > 1)
+    if (!isscalar(m) || !isscalar(n)) 
+      [retval, m, n] = common_size (m, n);
+      if (retval > 0)
+	error ("f_rnd: m and n must be of common size or scalar");
+      endif
+    endif
+  endif
+
+
+  if (nargin == 4)
+    if (! (isscalar (r) && (r > 0) && (r == round (r))))
+      error ("f_rnd: r must be a positive integer");
+    endif
+    if (! (isscalar (c) && (c > 0) && (c == round (c))))
+      error ("f_rnd: c must be a positive integer");
+    endif
+    sz = [r, c];
+
+    if (any (size (m) != 1) && 
+	((length (size (m)) != length (sz)) || any (size (m) != sz)))
+      error ("f_rnd: m and n must be scalar or of size [r,c]");
+    endif
+  elseif (nargin == 3)
+    if (isscalar (r) && (r > 0))
+      sz = [r, r];
+    elseif (isvector(r) && all (r > 0))
+      sz = r(:)';
+    else
+      error ("f_rnd: r must be a postive integer or vector");
+    endif
+
+    if (any (size (m) != 1) && 
+	((length (size (m)) != length (sz)) || any (size (m) != sz)))
+      error ("f_rnd: m and n must be scalar or of size sz");
+    endif
+  elseif (nargin == 2)
+    sz = size(a);
+  else
+    usage ("f_rnd (m, n, r, c)");
+  endif
+
+
+  if (isscalar (m) && isscalar (n))
+    if ((m > 0) && (m < Inf) && (n > 0) && (n < Inf))
+      rnd =  f_inv (rand (sz), m, n);
+    else
+      rnd = NaN * ones (sz);
+    endif
+  else
+    rnd = zeros (sz);
+
+    k = find (!(m > 0) | !(m < Inf) |
+              !(n > 0) | !(n < Inf));
+    if (any (k))
+      rnd(k) = NaN;
+    endif
+
+    k = find ((m > 0) & (m < Inf) &
+              (n > 0) & (n < Inf));
+    if (any (k))
+      rnd(k) = f_inv (rand (size (k)), m(k), n(k));
+    endif
+  endif
+
+endfunction