Mercurial > octave-nkf
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