diff scripts/statistics/distributions/cauchy_rnd.m @ 3191:e4f4b2d26ee9

[project @ 1998-10-23 05:43:59 by jwe]
author jwe
date Fri, 23 Oct 1998 05:44:01 +0000
parents
children f8dde1807dee
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/statistics/distributions/cauchy_rnd.m	Fri Oct 23 05:44:01 1998 +0000
@@ -0,0 +1,69 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program 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.
+## 
+## This program 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 this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  cauchy_rnd (lambda, sigma [, r, c])
+##
+## cauchy_rnd (lambda, sigma) returns a matrix of random samples from
+## the Cauchy distribution with parameters lambda and sigma.  The size
+## of the matrix is the common size of the parameters.
+##
+## cauchy_rnd (lambda, sigma, r, c) returns an r by c matrix of random
+## samples from the Cauchy distribution with parameters lambda and sigma
+## which must both be scalar or of size r by c.
+  
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Random deviates from the Cauchy distribution
+
+function rnd = cauchy_rnd (l, scale, r, c)
+  
+  if (nargin == 4)
+    if ( !(is_scalar (r) && (r > 0) && (r == round (r))) )
+      error ("cauchy_rnd:  r must be a positive integer");
+    endif
+    if ( !(is_scalar (c) && (c > 0) && (c == round (c))) )
+      error ("cauchy_rnd:  c must be a positive integer");
+    endif
+    [retval, l, scale] = common_size (l, scale, zeros (r, c));
+    if (retval > 0)
+      error (strcat("cauchy_rnd:  ",
+		    "lambda and sigma must be scalar or of size",
+		    sprintf ("%d by %d.", r, c)));
+    endif
+  elseif (nargin == 2)
+    [retval, l, scale] = common_size (l, scale);
+    if (retval > 0)
+      error (["cauchy_rnd:  ", ...
+	      "lambda and sigma must be of common size or scalar"]);
+    endif
+    [r, c] = size (l);
+  else
+    usage ("cauchy_rnd (lambda, sigma [, r, c])");
+  endif
+      
+  s = r * c;
+  l = reshape (l, 1, s);
+  scale = reshape (scale, 1, s);
+  
+  rnd = NaN * ones (1, s);
+  
+  k = find ((l > -Inf) & (l < Inf) & (scale > 0) & (scale < Inf));
+  if (any (k))
+    rnd(k) = l(k) - cot (pi * rand (1, length (k))) .* scale(k);
+  endif
+
+  rnd = reshape (rnd, r, c);
+  
+endfunction