Mercurial > octave-nkf
diff scripts/statistics/distributions/frnd.m @ 5410:56e066f5efc1
[project @ 2005-07-13 17:43:35 by jwe]
author | jwe |
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date | Wed, 13 Jul 2005 17:43:35 +0000 |
parents | |
children | bee21f388110 |
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--- /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